CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 26-May-2022
Day Change Summary
Previous Current
25-May-2022 26-May-2022 Change Change % Previous Week
Open 0.7100 0.7112 0.0012 0.2% 0.6910
High 0.7106 0.7112 0.0007 0.1% 0.7087
Low 0.7060 0.7104 0.0044 0.6% 0.6910
Close 0.7106 0.7104 -0.0002 0.0% 0.7035
Range 0.0046 0.0009 -0.0037 -81.3% 0.0178
ATR 0.0074 0.0069 -0.0005 -6.3% 0.0000
Volume 3 4 1 33.3% 25
Daily Pivots for day following 26-May-2022
Classic Woodie Camarilla DeMark
R4 0.7132 0.7126 0.7108
R3 0.7123 0.7118 0.7106
R2 0.7115 0.7115 0.7105
R1 0.7109 0.7109 0.7104 0.7108
PP 0.7106 0.7106 0.7106 0.7106
S1 0.7101 0.7101 0.7103 0.7099
S2 0.7098 0.7098 0.7102
S3 0.7089 0.7092 0.7101
S4 0.7081 0.7084 0.7099
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 0.7123 0.7021 0.0103 1.4% 0.0027 0.4% 81% False False 2
10 0.7123 0.6910 0.0214 3.0% 0.0030 0.4% 91% False False 3
20 0.7246 0.6843 0.0403 5.7% 0.0039 0.6% 65% False False 5
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7148
2.618 0.7134
1.618 0.7126
1.000 0.7121
0.618 0.7117
HIGH 0.7112
0.618 0.7109
0.500 0.7108
0.382 0.7107
LOW 0.7104
0.618 0.7098
1.000 0.7095
1.618 0.7090
2.618 0.7081
4.250 0.7067
Fisher Pivots for day following 26-May-2022
Pivot 1 day 3 day
R1 0.7108 0.7098
PP 0.7106 0.7092
S1 0.7105 0.7086

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

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