CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 25-Aug-2022
Day Change Summary
Previous Current
24-Aug-2022 25-Aug-2022 Change Change % Previous Week
Open 0.6931 0.6920 -0.0011 -0.2% 0.7132
High 0.6939 0.6999 0.0061 0.9% 0.7134
Low 0.6889 0.6920 0.0031 0.4% 0.6870
Close 0.6913 0.6988 0.0075 1.1% 0.6877
Range 0.0050 0.0079 0.0030 59.6% 0.0264
ATR 0.0074 0.0075 0.0001 1.1% 0.0000
Volume 76 178 102 134.2% 615
Daily Pivots for day following 25-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7206 0.7176 0.7031
R3 0.7127 0.7097 0.7009
R2 0.7048 0.7048 0.7002
R1 0.7018 0.7018 0.6995 0.7033
PP 0.6969 0.6969 0.6969 0.6976
S1 0.6939 0.6939 0.6980 0.6954
S2 0.6890 0.6890 0.6973
S3 0.6811 0.6860 0.6966
S4 0.6732 0.6781 0.6944
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7752 0.7579 0.7022
R3 0.7488 0.7315 0.6950
R2 0.7224 0.7224 0.6925
R1 0.7051 0.7051 0.6901 0.7006
PP 0.6960 0.6960 0.6960 0.6938
S1 0.6787 0.6787 0.6853 0.6742
S2 0.6696 0.6696 0.6829
S3 0.6432 0.6523 0.6804
S4 0.6168 0.6259 0.6732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6999 0.6864 0.0135 1.9% 0.0070 1.0% 91% True False 169
10 0.7138 0.6864 0.0274 3.9% 0.0070 1.0% 45% False False 134
20 0.7140 0.6864 0.0276 3.9% 0.0074 1.1% 45% False False 145
40 0.7140 0.6700 0.0441 6.3% 0.0074 1.1% 65% False False 143
60 0.7287 0.6700 0.0588 8.4% 0.0071 1.0% 49% False False 133
80 0.7287 0.6700 0.0588 8.4% 0.0063 0.9% 49% False False 101
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7206
1.618 0.7127
1.000 0.7078
0.618 0.7048
HIGH 0.6999
0.618 0.6969
0.500 0.6960
0.382 0.6950
LOW 0.6920
0.618 0.6871
1.000 0.6841
1.618 0.6792
2.618 0.6713
4.250 0.6584
Fisher Pivots for day following 25-Aug-2022
Pivot 1 day 3 day
R1 0.6978 0.6969
PP 0.6969 0.6950
S1 0.6960 0.6932

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

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