CME Australian Dollar Future June 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 0.7126 0.7128 0.0003 0.0% 0.7170
High 0.7126 0.7157 0.0031 0.4% 0.7213
Low 0.7090 0.7128 0.0038 0.5% 0.7100
Close 0.7113 0.7157 0.0044 0.6% 0.7140
Range 0.0036 0.0029 -0.0007 -19.7% 0.0113
ATR 0.0048 0.0048 0.0000 -0.7% 0.0000
Volume 22 1 -21 -95.5% 103
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7233 0.7223 0.7172
R3 0.7204 0.7195 0.7164
R2 0.7176 0.7176 0.7162
R1 0.7166 0.7166 0.7159 0.7171
PP 0.7147 0.7147 0.7147 0.7149
S1 0.7138 0.7138 0.7154 0.7142
S2 0.7119 0.7119 0.7151
S3 0.7090 0.7109 0.7149
S4 0.7062 0.7081 0.7141
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7490 0.7428 0.7202
R3 0.7377 0.7315 0.7171
R2 0.7264 0.7264 0.7160
R1 0.7202 0.7202 0.7150 0.7176
PP 0.7151 0.7151 0.7151 0.7138
S1 0.7089 0.7089 0.7129 0.7063
S2 0.7038 0.7038 0.7119
S3 0.6925 0.6976 0.7108
S4 0.6812 0.6863 0.7077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7213 0.7090 0.0123 1.7% 0.0047 0.7% 54% False False 18
10 0.7213 0.7090 0.0123 1.7% 0.0041 0.6% 54% False False 37
20 0.7227 0.7001 0.0226 3.2% 0.0038 0.5% 69% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7278
2.618 0.7231
1.618 0.7203
1.000 0.7185
0.618 0.7174
HIGH 0.7157
0.618 0.7146
0.500 0.7142
0.382 0.7139
LOW 0.7128
0.618 0.7110
1.000 0.7100
1.618 0.7082
2.618 0.7053
4.250 0.7007
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 0.7152 0.7150
PP 0.7147 0.7144
S1 0.7142 0.7138

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

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