CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-Jul-2022
Day Change Summary
Previous Current
19-Jul-2022 20-Jul-2022 Change Change % Previous Week
Open 0.6824 0.6911 0.0088 1.3% 0.6841
High 0.6911 0.6915 0.0004 0.1% 0.6841
Low 0.6824 0.6891 0.0068 1.0% 0.6700
Close 0.6903 0.6892 -0.0011 -0.2% 0.6799
Range 0.0088 0.0024 -0.0064 -73.1% 0.0141
ATR 0.0079 0.0075 -0.0004 -5.0% 0.0000
Volume 41 15 -26 -63.4% 407
Daily Pivots for day following 20-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.6970 0.6954 0.6905
R3 0.6946 0.6931 0.6898
R2 0.6923 0.6923 0.6896
R1 0.6907 0.6907 0.6894 0.6903
PP 0.6899 0.6899 0.6899 0.6897
S1 0.6884 0.6884 0.6890 0.6880
S2 0.6876 0.6876 0.6888
S3 0.6852 0.6860 0.6886
S4 0.6829 0.6837 0.6879
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 0.6915 0.6700 0.0215 3.1% 0.0066 1.0% 90% True False 56
10 0.6915 0.6700 0.0215 3.1% 0.0073 1.1% 90% True False 58
20 0.6973 0.6700 0.0273 4.0% 0.0068 1.0% 71% False False 59
40 0.7287 0.6700 0.0588 8.5% 0.0063 0.9% 33% False False 75
60 0.7287 0.6700 0.0588 8.5% 0.0058 0.8% 33% False False 52
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 0.0015
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7014
2.618 0.6976
1.618 0.6953
1.000 0.6938
0.618 0.6929
HIGH 0.6915
0.618 0.6906
0.500 0.6903
0.382 0.6900
LOW 0.6891
0.618 0.6876
1.000 0.6868
1.618 0.6853
2.618 0.6829
4.250 0.6791
Fisher Pivots for day following 20-Jul-2022
Pivot 1 day 3 day
R1 0.6903 0.6882
PP 0.6899 0.6872
S1 0.6896 0.6862

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

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