CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 0.7111 0.7132 0.0021 0.3% 0.6919
High 0.7138 0.7134 -0.0004 -0.1% 0.7140
Low 0.7096 0.7029 -0.0068 -1.0% 0.6918
Close 0.7139 0.7031 -0.0108 -1.5% 0.7139
Range 0.0042 0.0106 0.0064 151.2% 0.0223
ATR 0.0076 0.0079 0.0002 3.1% 0.0000
Volume 44 66 22 50.0% 1,139
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7381 0.7312 0.7089
R3 0.7276 0.7206 0.7060
R2 0.7170 0.7170 0.7050
R1 0.7101 0.7101 0.7041 0.7083
PP 0.7065 0.7065 0.7065 0.7056
S1 0.6995 0.6995 0.7021 0.6977
S2 0.6959 0.6959 0.7012
S3 0.6854 0.6890 0.7002
S4 0.6748 0.6784 0.6973
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7733 0.7658 0.7261
R3 0.7510 0.7436 0.7200
R2 0.7288 0.7288 0.7179
R1 0.7213 0.7213 0.7159 0.7251
PP 0.7065 0.7065 0.7065 0.7084
S1 0.6991 0.6991 0.7118 0.7028
S2 0.6843 0.6843 0.7098
S3 0.6620 0.6768 0.7077
S4 0.6398 0.6546 0.7016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7140 0.6966 0.0175 2.5% 0.0078 1.1% 38% False False 112
10 0.7140 0.6884 0.0257 3.6% 0.0074 1.0% 58% False False 154
20 0.7140 0.6824 0.0317 4.5% 0.0073 1.0% 66% False False 192
40 0.7140 0.6700 0.0441 6.3% 0.0072 1.0% 75% False False 130
60 0.7287 0.6700 0.0588 8.4% 0.0066 0.9% 56% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7410
1.618 0.7305
1.000 0.7240
0.618 0.7199
HIGH 0.7134
0.618 0.7094
0.500 0.7081
0.382 0.7069
LOW 0.7029
0.618 0.6963
1.000 0.6923
1.618 0.6858
2.618 0.6752
4.250 0.6580
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 0.7081 0.7084
PP 0.7065 0.7067
S1 0.7048 0.7049

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

View Archives - Comment on this page... - Back to Index of Symbols