CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-Aug-2022
Day Change Summary
Previous Current
04-Aug-2022 05-Aug-2022 Change Change % Previous Week
Open 0.6969 0.6967 -0.0002 0.0% 0.6992
High 0.7000 0.6987 -0.0014 -0.2% 0.7056
Low 0.6961 0.6884 -0.0077 -1.1% 0.6884
Close 0.6995 0.6920 -0.0075 -1.1% 0.6920
Range 0.0040 0.0103 0.0064 160.8% 0.0173
ATR 0.0074 0.0077 0.0003 3.5% 0.0000
Volume 39 91 52 133.3% 414
Daily Pivots for day following 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7239 0.7183 0.6977
R3 0.7136 0.7080 0.6948
R2 0.7033 0.7033 0.6939
R1 0.6977 0.6977 0.6929 0.6953
PP 0.6930 0.6930 0.6930 0.6918
S1 0.6874 0.6874 0.6911 0.6850
S2 0.6827 0.6827 0.6901
S3 0.6724 0.6771 0.6892
S4 0.6621 0.6668 0.6863
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7471 0.7368 0.7015
R3 0.7298 0.7195 0.6967
R2 0.7126 0.7126 0.6952
R1 0.7023 0.7023 0.6936 0.6988
PP 0.6953 0.6953 0.6953 0.6936
S1 0.6850 0.6850 0.6904 0.6816
S2 0.6781 0.6781 0.6888
S3 0.6608 0.6678 0.6873
S4 0.6436 0.6505 0.6825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7056 0.6884 0.0173 2.5% 0.0064 0.9% 21% False True 82
10 0.7056 0.6884 0.0173 2.5% 0.0072 1.0% 21% False True 250
20 0.7056 0.6700 0.0357 5.2% 0.0072 1.0% 62% False False 153
40 0.7184 0.6700 0.0485 7.0% 0.0075 1.1% 46% False False 110
60 0.7287 0.6700 0.0588 8.5% 0.0062 0.9% 38% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7256
1.618 0.7153
1.000 0.7090
0.618 0.7050
HIGH 0.6987
0.618 0.6947
0.500 0.6935
0.382 0.6923
LOW 0.6884
0.618 0.6820
1.000 0.6781
1.618 0.6717
2.618 0.6614
4.250 0.6446
Fisher Pivots for day following 05-Aug-2022
Pivot 1 day 3 day
R1 0.6935 0.6942
PP 0.6930 0.6935
S1 0.6925 0.6927

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

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