CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.6749	0.6760	0.0011	0.2%	0.6800
High	0.6772	0.6783	0.0011	0.2%	0.6889
Low	0.6718	0.6708	-0.0011	-0.2%	0.6709
Close	0.6751	0.6715	-0.0036	-0.5%	0.6853
Range	0.0054	0.0075	0.0021	38.9%	0.0180
ATR	0.0087	0.0086	-0.0001	-1.0%	0.0000
Volume	135,640	80,281	-55,359	-40.8%	30,804

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6960	0.6913	0.6756
R3	0.6885	0.6838	0.6736
R2	0.6810	0.6810	0.6729
R1	0.6763	0.6763	0.6722	0.6749
PP	0.6735	0.6735	0.6735	0.6728
S1	0.6688	0.6688	0.6708	0.6674
S2	0.6660	0.6660	0.6701
S3	0.6585	0.6613	0.6694
S4	0.6510	0.6538	0.6674

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7355	0.7284	0.6952
R3	0.7176	0.7104	0.6902
R2	0.6996	0.6996	0.6886
R1	0.6925	0.6925	0.6869	0.6961
PP	0.6817	0.6817	0.6817	0.6835
S1	0.6745	0.6745	0.6837	0.6781
S2	0.6637	0.6637	0.6820
S3	0.6458	0.6566	0.6804
S4	0.6278	0.6386	0.6754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6928	0.6708	0.0220	3.3%	0.0104	1.5%	3%	False	True	62,295
10	0.6928	0.6708	0.0220	3.3%	0.0091	1.4%	3%	False	True	34,057
20	0.7018	0.6708	0.0311	4.6%	0.0085	1.3%	2%	False	True	17,416
40	0.7140	0.6708	0.0433	6.4%	0.0080	1.2%	2%	False	True	8,809
60	0.7140	0.6700	0.0441	6.6%	0.0076	1.1%	4%	False	False	5,892
80	0.7287	0.6700	0.0588	8.7%	0.0072	1.1%	3%	False	False	4,442
100	0.7287	0.6700	0.0588	8.7%	0.0067	1.0%	3%	False	False	3,555

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7101
2.618	0.6979
1.618	0.6904
1.000	0.6858
0.618	0.6829
HIGH	0.6783
0.618	0.6754
0.500	0.6745
0.382	0.6736
LOW	0.6708
0.618	0.6661
1.000	0.6633
1.618	0.6586
2.618	0.6511
4.250	0.6389

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.6745	0.6818
PP	0.6735	0.6783
S1	0.6725	0.6749

Download as Excel Spreadsheet

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

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