CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 23-Jun-2022
Day Change Summary
Previous Current
22-Jun-2022 23-Jun-2022 Change Change % Previous Week
Open 0.6966 0.6917 -0.0050 -0.7% 0.7021
High 0.6966 0.6927 -0.0039 -0.6% 0.7060
Low 0.6895 0.6881 -0.0014 -0.2% 0.6860
Close 0.6938 0.6898 -0.0041 -0.6% 0.6933
Range 0.0072 0.0046 -0.0026 -35.7% 0.0200
ATR 0.0085 0.0083 -0.0002 -2.4% 0.0000
Volume 124 166 42 33.9% 397
Daily Pivots for day following 23-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7040 0.7015 0.6923
R3 0.6994 0.6969 0.6910
R2 0.6948 0.6948 0.6906
R1 0.6923 0.6923 0.6902 0.6912
PP 0.6902 0.6902 0.6902 0.6897
S1 0.6877 0.6877 0.6893 0.6866
S2 0.6856 0.6856 0.6889
S3 0.6810 0.6831 0.6885
S4 0.6764 0.6785 0.6872
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7551 0.7442 0.7043
R3 0.7351 0.7242 0.6988
R2 0.7151 0.7151 0.6970
R1 0.7042 0.7042 0.6951 0.6997
PP 0.6951 0.6951 0.6951 0.6928
S1 0.6842 0.6842 0.6915 0.6797
S2 0.6751 0.6751 0.6896
S3 0.6551 0.6642 0.6878
S4 0.6351 0.6442 0.6823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7060 0.6881 0.0179 2.6% 0.0078 1.1% 9% False True 116
10 0.7184 0.6860 0.0324 4.7% 0.0090 1.3% 12% False False 94
20 0.7287 0.6860 0.0427 6.2% 0.0064 0.9% 9% False False 105
40 0.7287 0.6843 0.0445 6.4% 0.0051 0.7% 12% False False 55
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7123
2.618 0.7047
1.618 0.7001
1.000 0.6973
0.618 0.6955
HIGH 0.6927
0.618 0.6909
0.500 0.6904
0.382 0.6899
LOW 0.6881
0.618 0.6853
1.000 0.6835
1.618 0.6807
2.618 0.6761
4.250 0.6686
Fisher Pivots for day following 23-Jun-2022
Pivot 1 day 3 day
R1 0.6904 0.6936
PP 0.6902 0.6923
S1 0.6900 0.6910

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

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