CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.6711	0.6724	0.0013	0.2%	0.6853
High	0.6736	0.6746	0.0010	0.1%	0.6928
Low	0.6682	0.6684	0.0002	0.0%	0.6682
Close	0.6718	0.6724	0.0006	0.1%	0.6718
Range	0.0054	0.0062	0.0008	14.8%	0.0246
ATR	0.0084	0.0082	-0.0002	-1.9%	0.0000
Volume	101,701	60,283	-41,418	-40.7%	403,036

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6904	0.6876	0.6758
R3	0.6842	0.6814	0.6741
R2	0.6780	0.6780	0.6735
R1	0.6752	0.6752	0.6729	0.6735
PP	0.6718	0.6718	0.6718	0.6709
S1	0.6690	0.6690	0.6718	0.6673
S2	0.6656	0.6656	0.6712
S3	0.6594	0.6628	0.6706
S4	0.6532	0.6566	0.6689

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7362	0.6853
R3	0.7268	0.7116	0.6786
R2	0.7022	0.7022	0.6763
R1	0.6870	0.6870	0.6741	0.6823
PP	0.6776	0.6776	0.6776	0.6752
S1	0.6624	0.6624	0.6695	0.6577
S2	0.6530	0.6530	0.6673
S3	0.6284	0.6378	0.6650
S4	0.6038	0.6132	0.6583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6928	0.6682	0.0246	3.7%	0.0087	1.3%	17%	False	False	88,360
10	0.6928	0.6682	0.0246	3.7%	0.0087	1.3%	17%	False	False	49,412
20	0.7018	0.6682	0.0337	5.0%	0.0085	1.3%	12%	False	False	25,500
40	0.7140	0.6682	0.0459	6.8%	0.0079	1.2%	9%	False	False	12,856
60	0.7140	0.6682	0.0459	6.8%	0.0076	1.1%	9%	False	False	8,587
80	0.7287	0.6682	0.0606	9.0%	0.0073	1.1%	7%	False	False	6,466
100	0.7287	0.6682	0.0606	9.0%	0.0066	1.0%	7%	False	False	5,174

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

Fibonacci Retracements and Extensions
4.250	0.7009
2.618	0.6908
1.618	0.6846
1.000	0.6808
0.618	0.6784
HIGH	0.6746
0.618	0.6722
0.500	0.6715
0.382	0.6707
LOW	0.6684
0.618	0.6645
1.000	0.6622
1.618	0.6583
2.618	0.6521
4.250	0.6420

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.6721	0.6732
PP	0.6718	0.6729
S1	0.6715	0.6726

Download as Excel Spreadsheet

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

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