CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 0.6858 0.6841 -0.0018 -0.3% 0.6845
High 0.6882 0.6841 -0.0041 -0.6% 0.6894
Low 0.6804 0.6725 -0.0079 -1.2% 0.6772
Close 0.6860 0.6751 -0.0109 -1.6% 0.6860
Range 0.0078 0.0116 0.0038 48.1% 0.0123
ATR 0.0077 0.0081 0.0004 5.3% 0.0000
Volume 52 28 -24 -46.2% 141
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7119 0.7050 0.6815
R3 0.7003 0.6935 0.6783
R2 0.6888 0.6888 0.6772
R1 0.6819 0.6819 0.6762 0.6796
PP 0.6772 0.6772 0.6772 0.6760
S1 0.6704 0.6704 0.6740 0.6680
S2 0.6657 0.6657 0.6730
S3 0.6541 0.6588 0.6719
S4 0.6426 0.6473 0.6687
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 0.7209 0.7157 0.6927
R3 0.7087 0.7034 0.6893
R2 0.6964 0.6964 0.6882
R1 0.6912 0.6912 0.6871 0.6938
PP 0.6842 0.6842 0.6842 0.6855
S1 0.6789 0.6789 0.6848 0.6816
S2 0.6719 0.6719 0.6837
S3 0.6597 0.6667 0.6826
S4 0.6474 0.6544 0.6792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6894 0.6725 0.0169 2.5% 0.0086 1.3% 15% False True 33
10 0.6973 0.6725 0.0248 3.7% 0.0072 1.1% 11% False True 39
20 0.7134 0.6725 0.0409 6.1% 0.0080 1.2% 6% False True 67
40 0.7287 0.6725 0.0562 8.3% 0.0059 0.9% 5% False True 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7331
2.618 0.7143
1.618 0.7027
1.000 0.6956
0.618 0.6912
HIGH 0.6841
0.618 0.6796
0.500 0.6783
0.382 0.6769
LOW 0.6725
0.618 0.6654
1.000 0.6610
1.618 0.6538
2.618 0.6423
4.250 0.6234
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 0.6783 0.6803
PP 0.6772 0.6786
S1 0.6762 0.6768

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

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