CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Jul-2022
Day Change Summary
Previous Current
20-Jul-2022 21-Jul-2022 Change Change % Previous Week
Open 0.6911 0.6900 -0.0012 -0.2% 0.6841
High 0.6915 0.6939 0.0025 0.4% 0.6841
Low 0.6891 0.6870 -0.0021 -0.3% 0.6700
Close 0.6892 0.6909 0.0017 0.2% 0.6799
Range 0.0024 0.0069 0.0046 193.6% 0.0141
ATR 0.0075 0.0075 0.0000 -0.6% 0.0000
Volume 15 49 34 226.7% 407
Daily Pivots for day following 21-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7113 0.7080 0.6946
R3 0.7044 0.7011 0.6927
R2 0.6975 0.6975 0.6921
R1 0.6942 0.6942 0.6915 0.6958
PP 0.6906 0.6906 0.6906 0.6914
S1 0.6873 0.6873 0.6902 0.6889
S2 0.6837 0.6837 0.6896
S3 0.6768 0.6804 0.6890
S4 0.6699 0.6735 0.6871
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 0.6939 0.6729 0.0210 3.0% 0.0062 0.9% 85% True False 58
10 0.6939 0.6700 0.0240 3.5% 0.0073 1.1% 87% True False 59
20 0.6973 0.6700 0.0273 4.0% 0.0068 1.0% 77% False False 55
40 0.7287 0.6700 0.0588 8.5% 0.0065 0.9% 36% False False 76
60 0.7287 0.6700 0.0588 8.5% 0.0057 0.8% 36% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7232
2.618 0.7120
1.618 0.7051
1.000 0.7008
0.618 0.6982
HIGH 0.6939
0.618 0.6913
0.500 0.6905
0.382 0.6896
LOW 0.6870
0.618 0.6827
1.000 0.6801
1.618 0.6758
2.618 0.6689
4.250 0.6577
Fisher Pivots for day following 21-Jul-2022
Pivot 1 day 3 day
R1 0.6907 0.6899
PP 0.6906 0.6890
S1 0.6905 0.6881

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

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