CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 0.7069 0.7035 -0.0034 -0.5% 0.6910
High 0.7079 0.7087 0.0008 0.1% 0.7087
Low 0.7069 0.7021 -0.0048 -0.7% 0.6910
Close 0.7077 0.7035 -0.0042 -0.6% 0.7035
Range 0.0011 0.0067 0.0056 533.3% 0.0178
ATR 0.0080 0.0079 -0.0001 -1.2% 0.0000
Volume 9 0 -9 -100.0% 25
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7247 0.7208 0.7072
R3 0.7181 0.7141 0.7053
R2 0.7114 0.7114 0.7047
R1 0.7075 0.7075 0.7041 0.7068
PP 0.7048 0.7048 0.7048 0.7044
S1 0.7008 0.7008 0.7029 0.7002
S2 0.6981 0.6981 0.7023
S3 0.6915 0.6942 0.7017
S4 0.6848 0.6875 0.6998
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 0.7543 0.7467 0.7133
R3 0.7366 0.7289 0.7084
R2 0.7188 0.7188 0.7068
R1 0.7112 0.7112 0.7051 0.7150
PP 0.7011 0.7011 0.7011 0.7030
S1 0.6934 0.6934 0.7019 0.6972
S2 0.6833 0.6833 0.7002
S3 0.6656 0.6757 0.6986
S4 0.6478 0.6579 0.6937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7087 0.6910 0.0178 2.5% 0.0045 0.6% 71% True False 5
10 0.7087 0.6843 0.0245 3.5% 0.0037 0.5% 79% True False 4
20 0.7260 0.6843 0.0418 5.9% 0.0046 0.7% 46% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7261
1.618 0.7195
1.000 0.7154
0.618 0.7128
HIGH 0.7087
0.618 0.7062
0.500 0.7054
0.382 0.7046
LOW 0.7021
0.618 0.6979
1.000 0.6954
1.618 0.6913
2.618 0.6846
4.250 0.6738
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 0.7054 0.7034
PP 0.7048 0.7033
S1 0.7041 0.7032

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

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