CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-May-2022
Day Change Summary
Previous Current
13-May-2022 16-May-2022 Change Change % Previous Week
Open 0.6938 0.6910 -0.0028 -0.4% 0.7000
High 0.6945 0.6992 0.0047 0.7% 0.7000
Low 0.6938 0.6910 -0.0028 -0.4% 0.6843
Close 0.6938 0.6992 0.0054 0.8% 0.6938
Range 0.0008 0.0082 0.0075 993.3% 0.0158
ATR 0.0083 0.0083 0.0000 -0.1% 0.0000
Volume 0 7 7 24
Daily Pivots for day following 16-May-2022
Classic Woodie Camarilla DeMark
R4 0.7210 0.7183 0.7037
R3 0.7128 0.7101 0.7014
R2 0.7046 0.7046 0.7007
R1 0.7019 0.7019 0.6999 0.7033
PP 0.6964 0.6964 0.6964 0.6971
S1 0.6937 0.6937 0.6984 0.6951
S2 0.6882 0.6882 0.6976
S3 0.6800 0.6855 0.6969
S4 0.6718 0.6773 0.6946
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 0.7399 0.7326 0.7024
R3 0.7242 0.7168 0.6981
R2 0.7084 0.7084 0.6966
R1 0.7011 0.7011 0.6952 0.6969
PP 0.6927 0.6927 0.6927 0.6906
S1 0.6853 0.6853 0.6923 0.6811
S2 0.6769 0.6769 0.6909
S3 0.6612 0.6696 0.6894
S4 0.6454 0.6538 0.6851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6992 0.6843 0.0149 2.1% 0.0038 0.5% 100% True False 5
10 0.7246 0.6843 0.0403 5.8% 0.0044 0.6% 37% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7340
2.618 0.7206
1.618 0.7124
1.000 0.7074
0.618 0.7042
HIGH 0.6992
0.618 0.6960
0.500 0.6951
0.382 0.6941
LOW 0.6910
0.618 0.6859
1.000 0.6828
1.618 0.6777
2.618 0.6695
4.250 0.6561
Fisher Pivots for day following 16-May-2022
Pivot 1 day 3 day
R1 0.6978 0.6967
PP 0.6964 0.6942
S1 0.6951 0.6917

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

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