CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 0.7014 0.6946 -0.0068 -1.0% 0.6919
High 0.7037 0.6978 -0.0059 -0.8% 0.7140
Low 0.6926 0.6917 -0.0009 -0.1% 0.6918
Close 0.6956 0.6929 -0.0027 -0.4% 0.7139
Range 0.0111 0.0061 -0.0050 -45.0% 0.0223
ATR 0.0078 0.0077 -0.0001 -1.5% 0.0000
Volume 151 128 -23 -15.2% 1,139
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7124 0.7088 0.6963
R3 0.7063 0.7027 0.6946
R2 0.7002 0.7002 0.6940
R1 0.6966 0.6966 0.6935 0.6954
PP 0.6941 0.6941 0.6941 0.6935
S1 0.6905 0.6905 0.6923 0.6893
S2 0.6880 0.6880 0.6918
S3 0.6819 0.6844 0.6912
S4 0.6758 0.6783 0.6895
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 0.7138 0.6917 0.0221 3.2% 0.0070 1.0% 5% False True 99
10 0.7140 0.6884 0.0257 3.7% 0.0079 1.1% 18% False False 168
20 0.7140 0.6884 0.0257 3.7% 0.0074 1.1% 18% False False 206
40 0.7140 0.6700 0.0441 6.4% 0.0071 1.0% 52% False False 130
60 0.7287 0.6700 0.0588 8.5% 0.0068 1.0% 39% False False 119
80 0.7287 0.6700 0.0588 8.5% 0.0061 0.9% 39% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7237
2.618 0.7138
1.618 0.7077
1.000 0.7039
0.618 0.7016
HIGH 0.6978
0.618 0.6955
0.500 0.6948
0.382 0.6940
LOW 0.6917
0.618 0.6879
1.000 0.6856
1.618 0.6818
2.618 0.6757
4.250 0.6658
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 0.6948 0.6980
PP 0.6941 0.6963
S1 0.6935 0.6946

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

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