CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Jul-2022
Day Change Summary
Previous Current
26-Jul-2022 27-Jul-2022 Change Change % Previous Week
Open 0.6967 0.6955 -0.0013 -0.2% 0.6820
High 0.6979 0.7022 0.0043 0.6% 0.6983
Low 0.6929 0.6929 0.0000 0.0% 0.6810
Close 0.6938 0.7004 0.0067 1.0% 0.6921
Range 0.0050 0.0093 0.0043 85.0% 0.0173
ATR 0.0074 0.0075 0.0001 1.8% 0.0000
Volume 68 1,809 1,741 2,560.3% 165
Daily Pivots for day following 27-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7262 0.7226 0.7055
R3 0.7170 0.7133 0.7029
R2 0.7077 0.7077 0.7021
R1 0.7041 0.7041 0.7012 0.7059
PP 0.6985 0.6985 0.6985 0.6994
S1 0.6948 0.6948 0.6996 0.6967
S2 0.6892 0.6892 0.6987
S3 0.6800 0.6856 0.6979
S4 0.6707 0.6763 0.6953
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7424 0.7345 0.7016
R3 0.7251 0.7172 0.6968
R2 0.7078 0.7078 0.6952
R1 0.6999 0.6999 0.6936 0.7038
PP 0.6905 0.6905 0.6905 0.6924
S1 0.6826 0.6826 0.6905 0.6865
S2 0.6732 0.6732 0.6889
S3 0.6559 0.6653 0.6873
S4 0.6386 0.6480 0.6825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7022 0.6870 0.0152 2.2% 0.0074 1.1% 88% True False 399
10 0.7022 0.6700 0.0322 4.6% 0.0070 1.0% 95% True False 227
20 0.7022 0.6700 0.0322 4.6% 0.0074 1.1% 95% True False 138
40 0.7287 0.6700 0.0588 8.4% 0.0070 1.0% 52% False False 124
60 0.7287 0.6700 0.0588 8.4% 0.0059 0.8% 52% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7415
2.618 0.7264
1.618 0.7171
1.000 0.7114
0.618 0.7079
HIGH 0.7022
0.618 0.6986
0.500 0.6975
0.382 0.6964
LOW 0.6929
0.618 0.6872
1.000 0.6837
1.618 0.6779
2.618 0.6687
4.250 0.6536
Fisher Pivots for day following 27-Jul-2022
Pivot 1 day 3 day
R1 0.6994 0.6988
PP 0.6985 0.6971
S1 0.6975 0.6955

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

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