CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 0.6609 0.6689 0.0080 1.2% 0.6430
High 0.6724 0.6731 0.0007 0.1% 0.6724
Low 0.6586 0.6671 0.0085 1.3% 0.6394
Close 0.6722 0.6727 0.0005 0.1% 0.6722
Range 0.0139 0.0060 -0.0079 -56.7% 0.0330
ATR 0.0125 0.0120 -0.0005 -3.7% 0.0000
Volume 117,271 102,751 -14,520 -12.4% 547,609
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.6889 0.6868 0.6760
R3 0.6829 0.6808 0.6744
R2 0.6769 0.6769 0.6738
R1 0.6748 0.6748 0.6733 0.6759
PP 0.6709 0.6709 0.6709 0.6715
S1 0.6688 0.6688 0.6722 0.6699
S2 0.6649 0.6649 0.6716
S3 0.6589 0.6628 0.6711
S4 0.6529 0.6568 0.6694
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7603 0.7493 0.6904
R3 0.7273 0.7163 0.6813
R2 0.6943 0.6943 0.6783
R1 0.6833 0.6833 0.6752 0.6888
PP 0.6613 0.6613 0.6613 0.6641
S1 0.6503 0.6503 0.6692 0.6558
S2 0.6283 0.6283 0.6662
S3 0.5953 0.6173 0.6631
S4 0.5623 0.5843 0.6541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6731 0.6394 0.0337 5.0% 0.0132 2.0% 99% True False 110,443
10 0.6731 0.6281 0.0450 6.7% 0.0127 1.9% 99% True False 112,840
20 0.6731 0.6219 0.0512 7.6% 0.0118 1.8% 99% True False 110,780
40 0.6759 0.6181 0.0578 8.6% 0.0115 1.7% 94% False False 107,420
60 0.7018 0.6181 0.0837 12.4% 0.0105 1.6% 65% False False 80,114
80 0.7140 0.6181 0.0959 14.3% 0.0097 1.4% 57% False False 60,138
100 0.7140 0.6181 0.0959 14.3% 0.0092 1.4% 57% False False 48,120
120 0.7287 0.6181 0.1106 16.4% 0.0087 1.3% 49% False False 40,118
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 False
Bull Hook False
Stretch 0.0024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6986
2.618 0.6888
1.618 0.6828
1.000 0.6791
0.618 0.6768
HIGH 0.6731
0.618 0.6708
0.500 0.6701
0.382 0.6693
LOW 0.6671
0.618 0.6633
1.000 0.6611
1.618 0.6573
2.618 0.6513
4.250 0.6416
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 0.6718 0.6672
PP 0.6709 0.6617
S1 0.6701 0.6562

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

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