CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 29-Jul-2022
Day Change Summary
Previous Current
28-Jul-2022 29-Jul-2022 Change Change % Previous Week
Open 0.6997 0.7006 0.0009 0.1% 0.6921
High 0.7024 0.7042 0.0018 0.3% 0.7042
Low 0.6967 0.6925 -0.0042 -0.6% 0.6889
Close 0.6985 0.7007 0.0022 0.3% 0.7007
Range 0.0058 0.0117 0.0060 103.5% 0.0154
ATR 0.0074 0.0077 0.0003 4.2% 0.0000
Volume 120 53 -67 -55.8% 2,090
Daily Pivots for day following 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7342 0.7291 0.7071
R3 0.7225 0.7174 0.7039
R2 0.7108 0.7108 0.7028
R1 0.7057 0.7057 0.7017 0.7083
PP 0.6991 0.6991 0.6991 0.7004
S1 0.6940 0.6940 0.6996 0.6966
S2 0.6874 0.6874 0.6985
S3 0.6757 0.6823 0.6974
S4 0.6640 0.6706 0.6942
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7440 0.7377 0.7091
R3 0.7286 0.7223 0.7049
R2 0.7133 0.7133 0.7035
R1 0.7070 0.7070 0.7021 0.7101
PP 0.6979 0.6979 0.6979 0.6995
S1 0.6916 0.6916 0.6992 0.6948
S2 0.6826 0.6826 0.6978
S3 0.6672 0.6763 0.6964
S4 0.6519 0.6609 0.6922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7042 0.6889 0.0154 2.2% 0.0079 1.1% 77% True False 418
10 0.7042 0.6810 0.0232 3.3% 0.0070 1.0% 85% True False 225
20 0.7042 0.6700 0.0343 4.9% 0.0079 1.1% 90% True False 143
40 0.7287 0.6700 0.0588 8.4% 0.0072 1.0% 52% False False 127
60 0.7287 0.6700 0.0588 8.4% 0.0061 0.9% 52% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7539
2.618 0.7348
1.618 0.7231
1.000 0.7159
0.618 0.7114
HIGH 0.7042
0.618 0.6997
0.500 0.6984
0.382 0.6970
LOW 0.6925
0.618 0.6853
1.000 0.6808
1.618 0.6736
2.618 0.6619
4.250 0.6428
Fisher Pivots for day following 29-Jul-2022
Pivot 1 day 3 day
R1 0.6999 0.6999
PP 0.6991 0.6991
S1 0.6984 0.6984

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

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