CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 0.6919 0.6938 0.0020 0.3% 0.6953
High 0.6962 0.6949 -0.0014 -0.2% 0.6990
Low 0.6896 0.6921 0.0025 0.4% 0.6881
Close 0.6945 0.6931 -0.0015 -0.2% 0.6945
Range 0.0066 0.0028 -0.0038 -57.6% 0.0109
ATR 0.0082 0.0078 -0.0004 -4.7% 0.0000
Volume 26 75 49 188.5% 525
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7017 0.7002 0.6946
R3 0.6989 0.6974 0.6938
R2 0.6961 0.6961 0.6936
R1 0.6946 0.6946 0.6933 0.6940
PP 0.6933 0.6933 0.6933 0.6930
S1 0.6918 0.6918 0.6928 0.6912
S2 0.6905 0.6905 0.6925
S3 0.6877 0.6890 0.6923
S4 0.6849 0.6862 0.6915
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7266 0.7214 0.7005
R3 0.7157 0.7105 0.6975
R2 0.7048 0.7048 0.6965
R1 0.6996 0.6996 0.6955 0.6968
PP 0.6939 0.6939 0.6939 0.6924
S1 0.6887 0.6887 0.6935 0.6859
S2 0.6830 0.6830 0.6925
S3 0.6721 0.6778 0.6915
S4 0.6612 0.6669 0.6885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6990 0.6881 0.0109 1.6% 0.0051 0.7% 45% False False 120
10 0.7060 0.6860 0.0200 2.9% 0.0081 1.2% 35% False False 99
20 0.7287 0.6860 0.0427 6.2% 0.0066 0.9% 17% False False 110
40 0.7287 0.6843 0.0445 6.4% 0.0052 0.8% 20% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7068
2.618 0.7022
1.618 0.6994
1.000 0.6977
0.618 0.6966
HIGH 0.6949
0.618 0.6938
0.500 0.6935
0.382 0.6931
LOW 0.6921
0.618 0.6903
1.000 0.6893
1.618 0.6875
2.618 0.6847
4.250 0.6802
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 0.6935 0.6928
PP 0.6933 0.6925
S1 0.6932 0.6922

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

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