CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 0.6656 0.6688 0.0033 0.5% 0.6679
High 0.6754 0.6806 0.0052 0.8% 0.6786
Low 0.6645 0.6675 0.0030 0.5% 0.6591
Close 0.6691 0.6794 0.0103 1.5% 0.6748
Range 0.0109 0.0131 0.0022 20.2% 0.0195
ATR 0.0104 0.0106 0.0002 1.8% 0.0000
Volume 84,985 123,617 38,632 45.5% 291,281
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7151 0.7104 0.6866
R3 0.7020 0.6973 0.6830
R2 0.6889 0.6889 0.6818
R1 0.6842 0.6842 0.6806 0.6865
PP 0.6758 0.6758 0.6758 0.6770
S1 0.6711 0.6711 0.6782 0.6734
S2 0.6627 0.6627 0.6770
S3 0.6496 0.6580 0.6758
S4 0.6365 0.6449 0.6722
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7293 0.7216 0.6855
R3 0.7098 0.7021 0.6802
R2 0.6903 0.6903 0.6784
R1 0.6826 0.6826 0.6766 0.6864
PP 0.6708 0.6708 0.6708 0.6727
S1 0.6631 0.6631 0.6730 0.6669
S2 0.6513 0.6513 0.6712
S3 0.6318 0.6436 0.6694
S4 0.6123 0.6241 0.6641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6806 0.6640 0.0166 2.4% 0.0098 1.4% 93% True False 93,181
10 0.6806 0.6591 0.0215 3.2% 0.0090 1.3% 95% True False 85,336
20 0.6806 0.6281 0.0525 7.7% 0.0110 1.6% 98% True False 101,386
40 0.6806 0.6181 0.0625 9.2% 0.0110 1.6% 98% True False 102,141
60 0.6928 0.6181 0.0747 11.0% 0.0106 1.6% 82% False False 96,370
80 0.7140 0.6181 0.0959 14.1% 0.0099 1.5% 64% False False 72,546
100 0.7140 0.6181 0.0959 14.1% 0.0094 1.4% 64% False False 58,074
120 0.7140 0.6181 0.0959 14.1% 0.0091 1.3% 64% False False 48,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7362
2.618 0.7148
1.618 0.7017
1.000 0.6937
0.618 0.6886
HIGH 0.6806
0.618 0.6755
0.500 0.6740
0.382 0.6725
LOW 0.6675
0.618 0.6594
1.000 0.6544
1.618 0.6463
2.618 0.6332
4.250 0.6118
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 0.6776 0.6771
PP 0.6758 0.6748
S1 0.6740 0.6725

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

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