CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-Jul-2022
Day Change Summary
Previous Current
11-Jul-2022 12-Jul-2022 Change Change % Previous Week
Open 0.6841 0.6740 -0.0101 -1.5% 0.6845
High 0.6841 0.6789 -0.0052 -0.8% 0.6894
Low 0.6725 0.6725 -0.0001 0.0% 0.6772
Close 0.6751 0.6778 0.0027 0.4% 0.6860
Range 0.0116 0.0065 -0.0051 -44.2% 0.0123
ATR 0.0081 0.0080 -0.0001 -1.5% 0.0000
Volume 28 166 138 492.9% 141
Daily Pivots for day following 12-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6957 0.6932 0.6813
R3 0.6893 0.6868 0.6796
R2 0.6828 0.6828 0.6790
R1 0.6803 0.6803 0.6784 0.6816
PP 0.6764 0.6764 0.6764 0.6770
S1 0.6739 0.6739 0.6772 0.6751
S2 0.6699 0.6699 0.6766
S3 0.6635 0.6674 0.6760
S4 0.6570 0.6610 0.6743
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 0.6882 0.6725 0.0157 2.3% 0.0075 1.1% 34% False True 60
10 0.6973 0.6725 0.0248 3.7% 0.0076 1.1% 22% False True 49
20 0.7060 0.6725 0.0336 4.9% 0.0078 1.2% 16% False True 74
40 0.7287 0.6725 0.0563 8.3% 0.0059 0.9% 10% False True 68
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7063
2.618 0.6958
1.618 0.6893
1.000 0.6854
0.618 0.6829
HIGH 0.6789
0.618 0.6764
0.500 0.6757
0.382 0.6749
LOW 0.6725
0.618 0.6685
1.000 0.6660
1.618 0.6620
2.618 0.6556
4.250 0.6450
Fisher Pivots for day following 12-Jul-2022
Pivot 1 day 3 day
R1 0.6771 0.6803
PP 0.6764 0.6795
S1 0.6757 0.6786

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

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