CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Jul-2022
Day Change Summary
Previous Current
15-Jul-2022 18-Jul-2022 Change Change % Previous Week
Open 0.6762 0.6820 0.0058 0.9% 0.6841
High 0.6814 0.6854 0.0040 0.6% 0.6841
Low 0.6729 0.6810 0.0081 1.2% 0.6700
Close 0.6799 0.6822 0.0024 0.3% 0.6799
Range 0.0085 0.0044 -0.0041 -48.2% 0.0141
ATR 0.0080 0.0078 -0.0002 -2.2% 0.0000
Volume 154 31 -123 -79.9% 407
Daily Pivots for day following 18-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6961 0.6935 0.6846
R3 0.6917 0.6891 0.6834
R2 0.6873 0.6873 0.6830
R1 0.6847 0.6847 0.6826 0.6860
PP 0.6829 0.6829 0.6829 0.6835
S1 0.6803 0.6803 0.6818 0.6816
S2 0.6785 0.6785 0.6814
S3 0.6741 0.6759 0.6810
S4 0.6697 0.6715 0.6798
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 0.6854 0.6700 0.0155 2.3% 0.0071 1.0% 79% True False 82
10 0.6894 0.6700 0.0195 2.9% 0.0078 1.1% 63% False False 57
20 0.7021 0.6700 0.0321 4.7% 0.0071 1.0% 38% False False 68
40 0.7287 0.6700 0.0588 8.6% 0.0063 0.9% 21% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7041
2.618 0.6969
1.618 0.6925
1.000 0.6898
0.618 0.6881
HIGH 0.6854
0.618 0.6837
0.500 0.6832
0.382 0.6827
LOW 0.6810
0.618 0.6783
1.000 0.6766
1.618 0.6739
2.618 0.6695
4.250 0.6623
Fisher Pivots for day following 18-Jul-2022
Pivot 1 day 3 day
R1 0.6832 0.6807
PP 0.6829 0.6792
S1 0.6825 0.6777

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

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