CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 15-Jul-2022
Day Change Summary
Previous Current
14-Jul-2022 15-Jul-2022 Change Change % Previous Week
Open 0.6756 0.6762 0.0006 0.1% 0.6841
High 0.6792 0.6814 0.0023 0.3% 0.6841
Low 0.6700 0.6729 0.0030 0.4% 0.6700
Close 0.6768 0.6799 0.0031 0.5% 0.6799
Range 0.0092 0.0085 -0.0007 -7.6% 0.0141
ATR 0.0080 0.0080 0.0000 0.5% 0.0000
Volume 39 154 115 294.9% 407
Daily Pivots for day following 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7036 0.7002 0.6845
R3 0.6951 0.6917 0.6822
R2 0.6866 0.6866 0.6814
R1 0.6832 0.6832 0.6806 0.6849
PP 0.6781 0.6781 0.6781 0.6789
S1 0.6747 0.6747 0.6791 0.6764
S2 0.6696 0.6696 0.6783
S3 0.6611 0.6662 0.6775
S4 0.6526 0.6577 0.6752
Weekly Pivots for week ending 15-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7203 0.7142 0.6876
R3 0.7062 0.7001 0.6837
R2 0.6921 0.6921 0.6824
R1 0.6860 0.6860 0.6811 0.6820
PP 0.6780 0.6780 0.6780 0.6760
S1 0.6719 0.6719 0.6786 0.6679
S2 0.6639 0.6639 0.6773
S3 0.6498 0.6578 0.6760
S4 0.6357 0.6437 0.6721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6841 0.6700 0.0141 2.1% 0.0085 1.2% 70% False False 81
10 0.6908 0.6700 0.0208 3.1% 0.0088 1.3% 48% False False 61
20 0.7060 0.6700 0.0361 5.3% 0.0074 1.1% 27% False False 69
40 0.7287 0.6700 0.0588 8.6% 0.0062 0.9% 17% False False 73
Crabel Price Patterns
NR True
NR4 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7175
2.618 0.7037
1.618 0.6952
1.000 0.6899
0.618 0.6867
HIGH 0.6814
0.618 0.6782
0.500 0.6772
0.382 0.6761
LOW 0.6729
0.618 0.6676
1.000 0.6644
1.618 0.6591
2.618 0.6506
4.250 0.6368
Fisher Pivots for day following 15-Jul-2022
Pivot 1 day 3 day
R1 0.6790 0.6785
PP 0.6781 0.6771
S1 0.6772 0.6757

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

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