CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 08-Jul-2022
Day Change Summary
Previous Current
07-Jul-2022 08-Jul-2022 Change Change % Previous Week
Open 0.6781 0.6858 0.0077 1.1% 0.6845
High 0.6849 0.6882 0.0033 0.5% 0.6894
Low 0.6781 0.6804 0.0023 0.3% 0.6772
Close 0.6849 0.6860 0.0011 0.2% 0.6860
Range 0.0068 0.0078 0.0010 14.7% 0.0123
ATR 0.0077 0.0077 0.0000 0.1% 0.0000
Volume 34 52 18 52.9% 141
Daily Pivots for day following 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7082 0.7049 0.6902
R3 0.7004 0.6971 0.6881
R2 0.6926 0.6926 0.6874
R1 0.6893 0.6893 0.6867 0.6910
PP 0.6848 0.6848 0.6848 0.6857
S1 0.6815 0.6815 0.6852 0.6832
S2 0.6770 0.6770 0.6845
S3 0.6692 0.6737 0.6838
S4 0.6614 0.6659 0.6817
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7209 0.7157 0.6927
R3 0.7087 0.7034 0.6893
R2 0.6964 0.6964 0.6882
R1 0.6912 0.6912 0.6871 0.6938
PP 0.6842 0.6842 0.6842 0.6855
S1 0.6789 0.6789 0.6848 0.6816
S2 0.6719 0.6719 0.6837
S3 0.6597 0.6667 0.6826
S4 0.6474 0.6544 0.6792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6908 0.6772 0.0136 2.0% 0.0090 1.3% 65% False False 41
10 0.6973 0.6772 0.0201 2.9% 0.0067 1.0% 44% False False 39
20 0.7184 0.6772 0.0413 6.0% 0.0078 1.1% 21% False False 67
40 0.7287 0.6772 0.0516 7.5% 0.0057 0.8% 17% False False 63
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7213
2.618 0.7086
1.618 0.7008
1.000 0.6960
0.618 0.6930
HIGH 0.6882
0.618 0.6852
0.500 0.6843
0.382 0.6833
LOW 0.6804
0.618 0.6755
1.000 0.6726
1.618 0.6677
2.618 0.6599
4.250 0.6472
Fisher Pivots for day following 08-Jul-2022
Pivot 1 day 3 day
R1 0.6854 0.6850
PP 0.6848 0.6840
S1 0.6843 0.6831

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

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