CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 0.6996 0.6969 -0.0027 -0.4% 0.6992
High 0.7000 0.7120 0.0120 1.7% 0.7056
Low 0.6969 0.6966 -0.0004 -0.1% 0.6884
Close 0.6969 0.7098 0.0129 1.9% 0.6920
Range 0.0031 0.0155 0.0124 398.4% 0.0173
ATR 0.0075 0.0081 0.0006 7.6% 0.0000
Volume 38 266 228 600.0% 414
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7525 0.7466 0.7183
R3 0.7370 0.7311 0.7140
R2 0.7216 0.7216 0.7126
R1 0.7157 0.7157 0.7112 0.7186
PP 0.7061 0.7061 0.7061 0.7076
S1 0.7002 0.7002 0.7084 0.7032
S2 0.6907 0.6907 0.7070
S3 0.6752 0.6848 0.7056
S4 0.6598 0.6693 0.7013
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 0.7120 0.6884 0.0237 3.3% 0.0086 1.2% 91% True False 215
10 0.7120 0.6884 0.0237 3.3% 0.0078 1.1% 91% True False 153
20 0.7120 0.6700 0.0421 5.9% 0.0074 1.0% 95% True False 190
40 0.7120 0.6700 0.0421 5.9% 0.0075 1.1% 95% True False 131
60 0.7287 0.6700 0.0588 8.3% 0.0065 0.9% 68% False False 109
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 0.0014
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 0.7777
2.618 0.7524
1.618 0.7370
1.000 0.7275
0.618 0.7215
HIGH 0.7120
0.618 0.7061
0.500 0.7043
0.382 0.7025
LOW 0.6966
0.618 0.6870
1.000 0.6811
1.618 0.6716
2.618 0.6561
4.250 0.6309
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 0.7080 0.7072
PP 0.7061 0.7045
S1 0.7043 0.7019

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

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