CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 09-Dec-2021
Day Change Summary
Previous Current
08-Dec-2021 09-Dec-2021 Change Change % Previous Week
Open 0.7139 0.7145 0.0007 0.1% 0.7133
High 0.7184 0.7152 -0.0032 -0.4% 0.7165
Low 0.7138 0.7145 0.0007 0.1% 0.7001
Close 0.7184 0.7150 -0.0034 -0.5% 0.7004
Range 0.0046 0.0007 -0.0039 -84.6% 0.0164
ATR 0.0046 0.0045 -0.0001 -1.1% 0.0000
Volume 153 94 -59 -38.6% 58
Daily Pivots for day following 09-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7170 0.7167 0.7153
R3 0.7163 0.7160 0.7151
R2 0.7156 0.7156 0.7151
R1 0.7153 0.7153 0.7150 0.7154
PP 0.7149 0.7149 0.7149 0.7150
S1 0.7146 0.7146 0.7149 0.7147
S2 0.7142 0.7142 0.7148
S3 0.7135 0.7139 0.7148
S4 0.7128 0.7132 0.7146
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7547 0.7439 0.7094
R3 0.7384 0.7276 0.7049
R2 0.7220 0.7220 0.7034
R1 0.7112 0.7112 0.7019 0.7084
PP 0.7057 0.7057 0.7057 0.7043
S1 0.6949 0.6949 0.6989 0.6921
S2 0.6893 0.6893 0.6974
S3 0.6730 0.6785 0.6959
S4 0.6566 0.6622 0.6914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7184 0.7001 0.0183 2.6% 0.0035 0.5% 81% False False 76
10 0.7211 0.7001 0.0210 2.9% 0.0038 0.5% 71% False False 41
20 0.7354 0.7001 0.0353 4.9% 0.0027 0.4% 42% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7182
2.618 0.7170
1.618 0.7163
1.000 0.7159
0.618 0.7156
HIGH 0.7152
0.618 0.7149
0.500 0.7149
0.382 0.7148
LOW 0.7145
0.618 0.7141
1.000 0.7138
1.618 0.7134
2.618 0.7127
4.250 0.7115
Fisher Pivots for day following 09-Dec-2021
Pivot 1 day 3 day
R1 0.7149 0.7145
PP 0.7149 0.7140
S1 0.7149 0.7135

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

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