CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	0.6773	0.6798	0.0025	0.4%	0.6793
High	0.6816	0.6800	-0.0016	-0.2%	0.6855
Low	0.6745	0.6731	-0.0014	-0.2%	0.6671
Close	0.6805	0.6744	-0.0062	-0.9%	0.6805
Range	0.0071	0.0069	-0.0002	-2.1%	0.0184
ATR	0.0099	0.0097	-0.0002	-1.8%	0.0000
Volume	86,569	64,691	-21,878	-25.3%	402,823

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6965	0.6923	0.6781
R3	0.6896	0.6854	0.6762
R2	0.6827	0.6827	0.6756
R1	0.6785	0.6785	0.6750	0.6772
PP	0.6758	0.6758	0.6758	0.6751
S1	0.6716	0.6716	0.6737	0.6703
S2	0.6689	0.6689	0.6731
S3	0.6620	0.6647	0.6725
S4	0.6551	0.6578	0.6706

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7329	0.7251	0.6906
R3	0.7145	0.7067	0.6856
R2	0.6961	0.6961	0.6839
R1	0.6883	0.6883	0.6822	0.6922
PP	0.6777	0.6777	0.6777	0.6797
S1	0.6699	0.6699	0.6788	0.6738
S2	0.6593	0.6593	0.6771
S3	0.6409	0.6515	0.6754
S4	0.6225	0.6331	0.6704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6816	0.6671	0.0145	2.1%	0.0072	1.1%	50%	False	False	74,314
10	0.6858	0.6645	0.0214	3.2%	0.0093	1.4%	46%	False	False	89,411
20	0.6858	0.6591	0.0268	4.0%	0.0088	1.3%	57%	False	False	89,202
40	0.6858	0.6215	0.0644	9.5%	0.0104	1.5%	82%	False	False	99,368
60	0.6858	0.6181	0.0677	10.0%	0.0106	1.6%	83%	False	False	100,640
80	0.7018	0.6181	0.0837	12.4%	0.0101	1.5%	67%	False	False	81,103
100	0.7140	0.6181	0.0959	14.2%	0.0095	1.4%	59%	False	False	64,924
120	0.7140	0.6181	0.0959	14.2%	0.0091	1.3%	59%	False	False	54,112

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7093
2.618	0.6981
1.618	0.6912
1.000	0.6869
0.618	0.6843
HIGH	0.6800
0.618	0.6774
0.500	0.6766
0.382	0.6757
LOW	0.6731
0.618	0.6688
1.000	0.6662
1.618	0.6619
2.618	0.6550
4.250	0.6438

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	0.6766	0.6758
PP	0.6758	0.6753
S1	0.6751	0.6748

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols