CME Australian Dollar Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.6526 0.6508 -0.0019 -0.3% 0.6534
High 0.6531 0.6531 0.0001 0.0% 0.6548
Low 0.6443 0.6399 -0.0044 -0.7% 0.6372
Close 0.6483 0.6416 -0.0067 -1.0% 0.6416
Range 0.0088 0.0132 0.0045 50.9% 0.0176
ATR 0.0096 0.0098 0.0003 2.7% 0.0000
Volume 105,723 125,185 19,462 18.4% 573,805
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6845 0.6762 0.6488
R3 0.6713 0.6630 0.6452
R2 0.6581 0.6581 0.6440
R1 0.6498 0.6498 0.6428 0.6473
PP 0.6449 0.6449 0.6449 0.6436
S1 0.6366 0.6366 0.6403 0.6341
S2 0.6317 0.6317 0.6391
S3 0.6185 0.6234 0.6379
S4 0.6053 0.6102 0.6343
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6973 0.6870 0.6512
R3 0.6797 0.6694 0.6464
R2 0.6621 0.6621 0.6448
R1 0.6518 0.6518 0.6432 0.6482
PP 0.6445 0.6445 0.6445 0.6427
S1 0.6342 0.6342 0.6399 0.6306
S2 0.6269 0.6269 0.6383
S3 0.6093 0.6166 0.6367
S4 0.5917 0.5990 0.6319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6548 0.6372 0.0176 2.7% 0.0117 1.8% 25% False False 114,761
10 0.6759 0.6372 0.0388 6.0% 0.0105 1.6% 11% False False 104,916
20 0.6928 0.6372 0.0556 8.7% 0.0097 1.5% 8% False False 74,488
40 0.7140 0.6372 0.0769 12.0% 0.0088 1.4% 6% False False 37,518
60 0.7140 0.6372 0.0769 12.0% 0.0083 1.3% 6% False False 25,063
80 0.7200 0.6372 0.0829 12.9% 0.0081 1.3% 5% False False 18,815
100 0.7287 0.6372 0.0916 14.3% 0.0072 1.1% 5% False False 15,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7092
2.618 0.6877
1.618 0.6745
1.000 0.6663
0.618 0.6613
HIGH 0.6531
0.618 0.6481
0.500 0.6465
0.382 0.6449
LOW 0.6399
0.618 0.6317
1.000 0.6267
1.618 0.6185
2.618 0.6053
4.250 0.5838
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.6465 0.6456
PP 0.6449 0.6442
S1 0.6432 0.6429

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

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