CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 0.6793 0.6704 -0.0090 -1.3% 0.6725
High 0.6855 0.6748 -0.0108 -1.6% 0.6858
Low 0.6690 0.6684 -0.0006 -0.1% 0.6645
Close 0.6700 0.6690 -0.0010 -0.1% 0.6813
Range 0.0165 0.0064 -0.0102 -61.5% 0.0214
ATR 0.0107 0.0104 -0.0003 -2.9% 0.0000
Volume 95,941 79,117 -16,824 -17.5% 515,354
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.6898 0.6857 0.6725
R3 0.6834 0.6794 0.6707
R2 0.6771 0.6771 0.6702
R1 0.6730 0.6730 0.6696 0.6719
PP 0.6707 0.6707 0.6707 0.6701
S1 0.6667 0.6667 0.6684 0.6655
S2 0.6644 0.6644 0.6678
S3 0.6580 0.6603 0.6673
S4 0.6517 0.6540 0.6655
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7412 0.7326 0.6930
R3 0.7199 0.7112 0.6871
R2 0.6985 0.6985 0.6852
R1 0.6899 0.6899 0.6832 0.6942
PP 0.6772 0.6772 0.6772 0.6793
S1 0.6685 0.6685 0.6793 0.6729
S2 0.6558 0.6558 0.6773
S3 0.6345 0.6472 0.6754
S4 0.6131 0.6258 0.6695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6858 0.6675 0.0184 2.7% 0.0105 1.6% 8% False False 103,334
10 0.6858 0.6608 0.0250 3.7% 0.0093 1.4% 33% False False 91,827
20 0.6858 0.6394 0.0464 6.9% 0.0103 1.5% 64% False False 97,052
40 0.6858 0.6181 0.0677 10.1% 0.0109 1.6% 75% False False 103,284
60 0.6928 0.6181 0.0747 11.2% 0.0107 1.6% 68% False False 102,124
80 0.7134 0.6181 0.0953 14.2% 0.0101 1.5% 53% False False 77,453
100 0.7140 0.6181 0.0959 14.3% 0.0095 1.4% 53% False False 62,001
120 0.7140 0.6181 0.0959 14.3% 0.0091 1.4% 53% False False 51,679
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7017
2.618 0.6914
1.618 0.6850
1.000 0.6811
0.618 0.6787
HIGH 0.6748
0.618 0.6723
0.500 0.6716
0.382 0.6708
LOW 0.6684
0.618 0.6645
1.000 0.6621
1.618 0.6581
2.618 0.6518
4.250 0.6414
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 0.6716 0.6770
PP 0.6707 0.6743
S1 0.6699 0.6717

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

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