CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 0.7098 0.7111 0.0013 0.2% 0.6919
High 0.7140 0.7138 -0.0002 0.0% 0.7140
Low 0.7084 0.7096 0.0013 0.2% 0.6918
Close 0.7118 0.7139 0.0021 0.3% 0.7139
Range 0.0057 0.0042 -0.0015 -25.7% 0.0223
ATR 0.0079 0.0076 -0.0003 -3.3% 0.0000
Volume 147 44 -103 -70.1% 1,139
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7250 0.7236 0.7162
R3 0.7208 0.7194 0.7150
R2 0.7166 0.7166 0.7146
R1 0.7152 0.7152 0.7142 0.7159
PP 0.7124 0.7124 0.7124 0.7128
S1 0.7110 0.7110 0.7135 0.7117
S2 0.7082 0.7082 0.7131
S3 0.7040 0.7068 0.7127
S4 0.6998 0.7026 0.7115
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7733 0.7658 0.7261
R3 0.7510 0.7436 0.7200
R2 0.7288 0.7288 0.7179
R1 0.7213 0.7213 0.7159 0.7251
PP 0.7065 0.7065 0.7065 0.7084
S1 0.6991 0.6991 0.7118 0.7028
S2 0.6843 0.6843 0.7098
S3 0.6620 0.6768 0.7077
S4 0.6398 0.6546 0.7016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7140 0.6918 0.0223 3.1% 0.0077 1.1% 99% False False 227
10 0.7140 0.6884 0.0257 3.6% 0.0071 1.0% 99% False False 155
20 0.7140 0.6810 0.0330 4.6% 0.0070 1.0% 100% False False 190
40 0.7140 0.6700 0.0441 6.2% 0.0072 1.0% 100% False False 129
60 0.7287 0.6700 0.0588 8.2% 0.0065 0.9% 75% False False 112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7317
2.618 0.7248
1.618 0.7206
1.000 0.7180
0.618 0.7164
HIGH 0.7138
0.618 0.7122
0.500 0.7117
0.382 0.7112
LOW 0.7096
0.618 0.7070
1.000 0.7054
1.618 0.7028
2.618 0.6986
4.250 0.6918
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 0.7131 0.7110
PP 0.7124 0.7081
S1 0.7117 0.7053

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

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