CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 15-Jun-2022
Day Change Summary
Previous Current
14-Jun-2022 15-Jun-2022 Change Change % Previous Week
Open 0.6941 0.6900 -0.0041 -0.6% 0.7198
High 0.6965 0.7018 0.0053 0.8% 0.7232
Low 0.6860 0.6900 0.0040 0.6% 0.7039
Close 0.6866 0.6977 0.0111 1.6% 0.7055
Range 0.0105 0.0118 0.0013 12.4% 0.0193
ATR 0.0074 0.0079 0.0006 7.6% 0.0000
Volume 145 96 -49 -33.8% 1,070
Daily Pivots for day following 15-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7319 0.7266 0.7041
R3 0.7201 0.7148 0.7009
R2 0.7083 0.7083 0.6998
R1 0.7030 0.7030 0.6987 0.7056
PP 0.6965 0.6965 0.6965 0.6978
S1 0.6912 0.6912 0.6966 0.6938
S2 0.6847 0.6847 0.6955
S3 0.6729 0.6794 0.6944
S4 0.6611 0.6676 0.6912
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7686 0.7563 0.7160
R3 0.7493 0.7370 0.7107
R2 0.7301 0.7301 0.7090
R1 0.7178 0.7178 0.7072 0.7143
PP 0.7108 0.7108 0.7108 0.7091
S1 0.6985 0.6985 0.7037 0.6951
S2 0.6916 0.6916 0.7019
S3 0.6723 0.6793 0.7002
S4 0.6531 0.6600 0.6949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7184 0.6860 0.0324 4.6% 0.0101 1.4% 36% False False 73
10 0.7287 0.6860 0.0427 6.1% 0.0069 1.0% 27% False False 144
20 0.7287 0.6860 0.0427 6.1% 0.0050 0.7% 27% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7520
2.618 0.7327
1.618 0.7209
1.000 0.7136
0.618 0.7091
HIGH 0.7018
0.618 0.6973
0.500 0.6959
0.382 0.6945
LOW 0.6900
0.618 0.6827
1.000 0.6782
1.618 0.6709
2.618 0.6591
4.250 0.6399
Fisher Pivots for day following 15-Jun-2022
Pivot 1 day 3 day
R1 0.6971 0.6965
PP 0.6965 0.6953
S1 0.6959 0.6941

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

View Archives - Comment on this page... - Back to Index of Symbols