CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 16-Aug-2022
Day Change Summary
Previous Current
15-Aug-2022 16-Aug-2022 Change Change % Previous Week
Open 0.7132 0.7025 -0.0107 -1.5% 0.6919
High 0.7134 0.7042 -0.0092 -1.3% 0.7140
Low 0.7029 0.7012 -0.0017 -0.2% 0.6918
Close 0.7031 0.7034 0.0003 0.0% 0.7139
Range 0.0106 0.0030 -0.0076 -71.6% 0.0223
ATR 0.0079 0.0075 -0.0003 -4.4% 0.0000
Volume 66 106 40 60.6% 1,139
Daily Pivots for day following 16-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7119 0.7107 0.7051
R3 0.7089 0.7077 0.7042
R2 0.7059 0.7059 0.7040
R1 0.7047 0.7047 0.7037 0.7053
PP 0.7029 0.7029 0.7029 0.7033
S1 0.7017 0.7017 0.7031 0.7023
S2 0.6999 0.6999 0.7029
S3 0.6969 0.6987 0.7026
S4 0.6939 0.6957 0.7018
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 0.6966 0.0175 2.5% 0.0078 1.1% 39% False False 125
10 0.7140 0.6884 0.0257 3.6% 0.0072 1.0% 59% False False 157
20 0.7140 0.6870 0.0270 3.8% 0.0070 1.0% 61% False False 195
40 0.7140 0.6700 0.0441 6.3% 0.0070 1.0% 76% False False 132
60 0.7287 0.6700 0.0588 8.4% 0.0066 0.9% 57% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0010
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7170
2.618 0.7121
1.618 0.7091
1.000 0.7072
0.618 0.7061
HIGH 0.7042
0.618 0.7031
0.500 0.7027
0.382 0.7023
LOW 0.7012
0.618 0.6993
1.000 0.6982
1.618 0.6963
2.618 0.6933
4.250 0.6885
Fisher Pivots for day following 16-Aug-2022
Pivot 1 day 3 day
R1 0.7032 0.7075
PP 0.7029 0.7061
S1 0.7027 0.7048

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

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