CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 13-Jul-2022
Day Change Summary
Previous Current
12-Jul-2022 13-Jul-2022 Change Change % Previous Week
Open 0.6740 0.6780 0.0040 0.6% 0.6845
High 0.6789 0.6812 0.0023 0.3% 0.6894
Low 0.6725 0.6745 0.0021 0.3% 0.6772
Close 0.6778 0.6785 0.0007 0.1% 0.6860
Range 0.0065 0.0067 0.0003 3.9% 0.0123
ATR 0.0080 0.0079 -0.0001 -1.1% 0.0000
Volume 166 20 -146 -88.0% 141
Daily Pivots for day following 13-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6982 0.6950 0.6821
R3 0.6915 0.6883 0.6803
R2 0.6848 0.6848 0.6797
R1 0.6816 0.6816 0.6791 0.6832
PP 0.6781 0.6781 0.6781 0.6788
S1 0.6749 0.6749 0.6778 0.6765
S2 0.6714 0.6714 0.6772
S3 0.6647 0.6682 0.6766
S4 0.6580 0.6615 0.6748
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% 0.0079 1.2% 38% False False 60
10 0.6917 0.6725 0.0193 2.8% 0.0077 1.1% 31% False False 49
20 0.7060 0.6725 0.0336 4.9% 0.0077 1.1% 18% False False 71
40 0.7287 0.6725 0.0563 8.3% 0.0061 0.9% 11% False False 68
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7097
2.618 0.6987
1.618 0.6920
1.000 0.6879
0.618 0.6853
HIGH 0.6812
0.618 0.6786
0.500 0.6779
0.382 0.6771
LOW 0.6745
0.618 0.6704
1.000 0.6678
1.618 0.6637
2.618 0.6570
4.250 0.6460
Fisher Pivots for day following 13-Jul-2022
Pivot 1 day 3 day
R1 0.6783 0.6784
PP 0.6781 0.6783
S1 0.6779 0.6783

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

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