CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 0.6908 0.6845 -0.0063 -0.9% 0.6938
High 0.6908 0.6894 -0.0014 -0.2% 0.6973
Low 0.6772 0.6772 0.0000 0.0% 0.6772
Close 0.6825 0.6799 -0.0027 -0.4% 0.6825
Range 0.0136 0.0123 -0.0014 -9.9% 0.0201
ATR 0.0077 0.0080 0.0003 4.3% 0.0000
Volume 65 34 -31 -47.7% 230
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7189 0.7116 0.6866
R3 0.7066 0.6994 0.6832
R2 0.6944 0.6944 0.6821
R1 0.6871 0.6871 0.6810 0.6846
PP 0.6821 0.6821 0.6821 0.6809
S1 0.6749 0.6749 0.6787 0.6724
S2 0.6699 0.6699 0.6776
S3 0.6576 0.6626 0.6765
S4 0.6454 0.6504 0.6731
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7343 0.6936
R3 0.7258 0.7142 0.6880
R2 0.7057 0.7057 0.6862
R1 0.6941 0.6941 0.6843 0.6899
PP 0.6856 0.6856 0.6856 0.6835
S1 0.6740 0.6740 0.6807 0.6698
S2 0.6655 0.6655 0.6788
S3 0.6454 0.6539 0.6770
S4 0.6253 0.6338 0.6714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6973 0.6772 0.0201 3.0% 0.0077 1.1% 13% False True 37
10 0.6990 0.6772 0.0219 3.2% 0.0064 0.9% 12% False True 78
20 0.7232 0.6772 0.0460 6.8% 0.0073 1.1% 6% False True 112
40 0.7287 0.6772 0.0516 7.6% 0.0055 0.8% 5% False True 61
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 0.7415
2.618 0.7215
1.618 0.7092
1.000 0.7017
0.618 0.6970
HIGH 0.6894
0.618 0.6847
0.500 0.6833
0.382 0.6818
LOW 0.6772
0.618 0.6696
1.000 0.6649
1.618 0.6573
2.618 0.6451
4.250 0.6251
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 0.6833 0.6844
PP 0.6821 0.6829
S1 0.6810 0.6814

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

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