CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 30-Jun-2022
Day Change Summary
Previous Current
29-Jun-2022 30-Jun-2022 Change Change % Previous Week
Open 0.6910 0.6882 -0.0029 -0.4% 0.6953
High 0.6910 0.6917 0.0007 0.1% 0.6990
Low 0.6871 0.6881 0.0010 0.1% 0.6881
Close 0.6883 0.6915 0.0033 0.5% 0.6945
Range 0.0039 0.0036 -0.0003 -7.7% 0.0109
ATR 0.0074 0.0071 -0.0003 -3.7% 0.0000
Volume 34 37 3 8.8% 525
Daily Pivots for day following 30-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7012 0.7000 0.6935
R3 0.6976 0.6964 0.6925
R2 0.6940 0.6940 0.6922
R1 0.6928 0.6928 0.6918 0.6934
PP 0.6904 0.6904 0.6904 0.6908
S1 0.6892 0.6892 0.6912 0.6898
S2 0.6868 0.6868 0.6908
S3 0.6832 0.6856 0.6905
S4 0.6796 0.6820 0.6895
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 0.6973 0.6871 0.0102 1.5% 0.0044 0.6% 43% False False 38
10 0.7060 0.6871 0.0189 2.7% 0.0061 0.9% 23% False False 77
20 0.7287 0.6860 0.0427 6.2% 0.0065 0.9% 13% False False 110
40 0.7287 0.6843 0.0445 6.4% 0.0052 0.7% 16% False False 59
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7070
2.618 0.7011
1.618 0.6975
1.000 0.6953
0.618 0.6939
HIGH 0.6917
0.618 0.6903
0.500 0.6899
0.382 0.6895
LOW 0.6881
0.618 0.6859
1.000 0.6845
1.618 0.6823
2.618 0.6787
4.250 0.6728
Fisher Pivots for day following 30-Jun-2022
Pivot 1 day 3 day
R1 0.6910 0.6922
PP 0.6904 0.6920
S1 0.6899 0.6917

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

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