CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 0.6739 0.6700 -0.0040 -0.6% 0.6853
High 0.6759 0.6715 -0.0044 -0.7% 0.6928
Low 0.6688 0.6631 -0.0058 -0.9% 0.6682
Close 0.6702 0.6708 0.0006 0.1% 0.6718
Range 0.0071 0.0085 0.0014 19.0% 0.0246
ATR 0.0082 0.0082 0.0000 0.3% 0.0000
Volume 76,904 113,227 36,323 47.2% 403,036
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6938 0.6907 0.6754
R3 0.6853 0.6823 0.6731
R2 0.6769 0.6769 0.6723
R1 0.6738 0.6738 0.6715 0.6754
PP 0.6684 0.6684 0.6684 0.6692
S1 0.6654 0.6654 0.6700 0.6669
S2 0.6600 0.6600 0.6692
S3 0.6515 0.6569 0.6684
S4 0.6431 0.6485 0.6661
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7514 0.7362 0.6853
R3 0.7268 0.7116 0.6786
R2 0.7022 0.7022 0.6763
R1 0.6870 0.6870 0.6741 0.6823
PP 0.6776 0.6776 0.6776 0.6752
S1 0.6624 0.6624 0.6695 0.6577
S2 0.6530 0.6530 0.6673
S3 0.6284 0.6378 0.6650
S4 0.6038 0.6132 0.6583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6783 0.6631 0.0152 2.3% 0.0069 1.0% 51% False True 86,479
10 0.6928 0.6631 0.0297 4.4% 0.0085 1.3% 26% False True 67,341
20 0.7018 0.6631 0.0388 5.8% 0.0084 1.3% 20% False True 34,986
40 0.7140 0.6631 0.0510 7.6% 0.0080 1.2% 15% False True 17,607
60 0.7140 0.6631 0.0510 7.6% 0.0077 1.1% 15% False True 11,754
80 0.7287 0.6631 0.0657 9.8% 0.0074 1.1% 12% False True 8,843
100 0.7287 0.6631 0.0657 9.8% 0.0067 1.0% 12% False True 7,075
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 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7074
2.618 0.6936
1.618 0.6852
1.000 0.6800
0.618 0.6767
HIGH 0.6715
0.618 0.6683
0.500 0.6673
0.382 0.6663
LOW 0.6631
0.618 0.6578
1.000 0.6546
1.618 0.6494
2.618 0.6409
4.250 0.6271
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 0.6696 0.6703
PP 0.6684 0.6699
S1 0.6673 0.6695

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

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