CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 0.6422 0.6379 -0.0044 -0.7% 0.6411
High 0.6444 0.6391 -0.0053 -0.8% 0.6559
Low 0.6365 0.6286 -0.0080 -1.2% 0.6365
Close 0.6378 0.6306 -0.0072 -1.1% 0.6378
Range 0.0079 0.0106 0.0027 34.4% 0.0194
ATR 0.0103 0.0103 0.0000 0.2% 0.0000
Volume 78,614 83,930 5,316 6.8% 481,326
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.6644 0.6581 0.6364
R3 0.6539 0.6475 0.6335
R2 0.6433 0.6433 0.6325
R1 0.6370 0.6370 0.6316 0.6349
PP 0.6328 0.6328 0.6328 0.6317
S1 0.6264 0.6264 0.6296 0.6243
S2 0.6222 0.6222 0.6287
S3 0.6117 0.6159 0.6277
S4 0.6011 0.6053 0.6248
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.7016 0.6891 0.6484
R3 0.6822 0.6697 0.6431
R2 0.6628 0.6628 0.6413
R1 0.6503 0.6503 0.6395 0.6468
PP 0.6434 0.6434 0.6434 0.6417
S1 0.6309 0.6309 0.6360 0.6274
S2 0.6240 0.6240 0.6342
S3 0.6046 0.6115 0.6324
S4 0.5852 0.5921 0.6271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6559 0.6286 0.0274 4.3% 0.0109 1.7% 7% False True 93,885
10 0.6559 0.6286 0.0274 4.3% 0.0115 1.8% 7% False True 102,434
20 0.6928 0.6286 0.0642 10.2% 0.0104 1.7% 3% False True 99,804
40 0.7134 0.6286 0.0849 13.5% 0.0093 1.5% 2% False True 51,622
60 0.7140 0.6286 0.0855 13.6% 0.0085 1.4% 2% False True 34,478
80 0.7140 0.6286 0.0855 13.6% 0.0083 1.3% 2% False True 25,876
100 0.7287 0.6286 0.1002 15.9% 0.0076 1.2% 2% False True 20,716
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6839
2.618 0.6667
1.618 0.6562
1.000 0.6497
0.618 0.6456
HIGH 0.6391
0.618 0.6351
0.500 0.6338
0.382 0.6326
LOW 0.6286
0.618 0.6220
1.000 0.6180
1.618 0.6115
2.618 0.6009
4.250 0.5837
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 0.6338 0.6419
PP 0.6328 0.6381
S1 0.6317 0.6344

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

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