CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 0.6946 0.6923 -0.0023 -0.3% 0.7132
High 0.6978 0.6930 -0.0048 -0.7% 0.7134
Low 0.6917 0.6870 -0.0047 -0.7% 0.6870
Close 0.6929 0.6877 -0.0052 -0.8% 0.6877
Range 0.0061 0.0060 -0.0001 -1.6% 0.0264
ATR 0.0077 0.0075 -0.0001 -1.6% 0.0000
Volume 128 164 36 28.1% 615
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7072 0.7035 0.6910
R3 0.7012 0.6975 0.6894
R2 0.6952 0.6952 0.6888
R1 0.6915 0.6915 0.6883 0.6904
PP 0.6892 0.6892 0.6892 0.6887
S1 0.6855 0.6855 0.6872 0.6844
S2 0.6832 0.6832 0.6866
S3 0.6772 0.6795 0.6861
S4 0.6712 0.6735 0.6844
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7752 0.7579 0.7022
R3 0.7488 0.7315 0.6950
R2 0.7224 0.7224 0.6925
R1 0.7051 0.7051 0.6901 0.7006
PP 0.6960 0.6960 0.6960 0.6938
S1 0.6787 0.6787 0.6853 0.6742
S2 0.6696 0.6696 0.6829
S3 0.6432 0.6523 0.6804
S4 0.6168 0.6259 0.6732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7134 0.6870 0.0264 3.8% 0.0074 1.1% 3% False True 123
10 0.7140 0.6870 0.0270 3.9% 0.0075 1.1% 3% False True 175
20 0.7140 0.6870 0.0270 3.9% 0.0073 1.1% 3% False True 212
40 0.7140 0.6700 0.0441 6.4% 0.0072 1.0% 40% False False 130
60 0.7287 0.6700 0.0588 8.5% 0.0069 1.0% 30% False False 122
80 0.7287 0.6700 0.0588 8.5% 0.0061 0.9% 30% False False 93
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7185
2.618 0.7087
1.618 0.7027
1.000 0.6990
0.618 0.6967
HIGH 0.6930
0.618 0.6907
0.500 0.6900
0.382 0.6893
LOW 0.6870
0.618 0.6833
1.000 0.6810
1.618 0.6773
2.618 0.6713
4.250 0.6615
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 0.6900 0.6953
PP 0.6892 0.6928
S1 0.6885 0.6902

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

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