CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 07-Jul-2022
Day Change Summary
Previous Current
06-Jul-2022 07-Jul-2022 Change Change % Previous Week
Open 0.6826 0.6781 -0.0045 -0.7% 0.6938
High 0.6826 0.6849 0.0023 0.3% 0.6973
Low 0.6780 0.6781 0.0002 0.0% 0.6772
Close 0.6799 0.6849 0.0050 0.7% 0.6825
Range 0.0047 0.0068 0.0022 46.2% 0.0201
ATR 0.0078 0.0077 -0.0001 -0.9% 0.0000
Volume 21 34 13 61.9% 230
Daily Pivots for day following 07-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7030 0.7008 0.6886
R3 0.6962 0.6940 0.6868
R2 0.6894 0.6894 0.6861
R1 0.6872 0.6872 0.6855 0.6883
PP 0.6826 0.6826 0.6826 0.6832
S1 0.6804 0.6804 0.6843 0.6815
S2 0.6758 0.6758 0.6837
S3 0.6690 0.6736 0.6830
S4 0.6622 0.6668 0.6812
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7343 0.6936
R3 0.7258 0.7142 0.6880
R2 0.7057 0.7057 0.6862
R1 0.6941 0.6941 0.6843 0.6899
PP 0.6856 0.6856 0.6856 0.6835
S1 0.6740 0.6740 0.6807 0.6698
S2 0.6655 0.6655 0.6788
S3 0.6454 0.6539 0.6770
S4 0.6253 0.6338 0.6714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6917 0.6772 0.0146 2.1% 0.0082 1.2% 53% False False 38
10 0.6973 0.6772 0.0201 2.9% 0.0064 0.9% 39% False False 51
20 0.7200 0.6772 0.0429 6.3% 0.0075 1.1% 18% False False 71
40 0.7287 0.6772 0.0516 7.5% 0.0055 0.8% 15% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7138
2.618 0.7027
1.618 0.6959
1.000 0.6917
0.618 0.6891
HIGH 0.6849
0.618 0.6823
0.500 0.6815
0.382 0.6807
LOW 0.6781
0.618 0.6739
1.000 0.6713
1.618 0.6671
2.618 0.6603
4.250 0.6492
Fisher Pivots for day following 07-Jul-2022
Pivot 1 day 3 day
R1 0.6838 0.6844
PP 0.6826 0.6838
S1 0.6815 0.6833

These figures are updated between 7pm and 10pm EST after a trading day.

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