CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 10-May-2022
Day Change Summary
Previous Current
09-May-2022 10-May-2022 Change Change % Previous Week
Open 0.7000 0.6962 -0.0038 -0.5% 0.7071
High 0.7000 0.6962 -0.0038 -0.5% 0.7246
Low 0.6960 0.6936 -0.0024 -0.3% 0.7054
Close 0.6963 0.6949 -0.0014 -0.2% 0.7081
Range 0.0040 0.0026 -0.0014 -35.0% 0.0192
ATR
Volume 6 7 1 16.7% 39
Daily Pivots for day following 10-May-2022
Classic Woodie Camarilla DeMark
R4 0.7027 0.7014 0.6963
R3 0.7001 0.6988 0.6956
R2 0.6975 0.6975 0.6954
R1 0.6962 0.6962 0.6951 0.6956
PP 0.6949 0.6949 0.6949 0.6946
S1 0.6936 0.6936 0.6947 0.6930
S2 0.6923 0.6923 0.6944
S3 0.6897 0.6910 0.6942
S4 0.6871 0.6884 0.6935
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 0.7701 0.7582 0.7186
R3 0.7510 0.7391 0.7133
R2 0.7318 0.7318 0.7116
R1 0.7199 0.7199 0.7098 0.7259
PP 0.7127 0.7127 0.7127 0.7156
S1 0.7008 0.7008 0.7063 0.7067
S2 0.6935 0.6935 0.7045
S3 0.6744 0.6816 0.7028
S4 0.6552 0.6625 0.6975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7246 0.6936 0.0310 4.5% 0.0052 0.7% 4% False True 8
10 0.7246 0.6936 0.0310 4.5% 0.0046 0.7% 4% False True 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7073
2.618 0.7030
1.618 0.7004
1.000 0.6988
0.618 0.6978
HIGH 0.6962
0.618 0.6952
0.500 0.6949
0.382 0.6946
LOW 0.6936
0.618 0.6920
1.000 0.6910
1.618 0.6894
2.618 0.6868
4.250 0.6826
Fisher Pivots for day following 10-May-2022
Pivot 1 day 3 day
R1 0.6949 0.7036
PP 0.6949 0.7007
S1 0.6949 0.6978

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

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