CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	0.6534	0.6463	-0.0071	-1.1%	0.6724
High	0.6548	0.6522	-0.0026	-0.4%	0.6759
Low	0.6447	0.6423	-0.0025	-0.4%	0.6521
Close	0.6465	0.6443	-0.0022	-0.3%	0.6523
Range	0.0101	0.0099	-0.0002	-1.5%	0.0239
ATR	0.0090	0.0091	0.0001	0.7%	0.0000
Volume	114,864	90,770	-24,094	-21.0%	475,361

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6759	0.6700	0.6497
R3	0.6660	0.6601	0.6470
R2	0.6561	0.6561	0.6461
R1	0.6502	0.6502	0.6452	0.6482
PP	0.6462	0.6462	0.6462	0.6452
S1	0.6403	0.6403	0.6434	0.6383
S2	0.6363	0.6363	0.6425
S3	0.6264	0.6304	0.6416
S4	0.6165	0.6205	0.6389

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7158	0.6654
R3	0.7078	0.6920	0.6589
R2	0.6839	0.6839	0.6567
R1	0.6681	0.6681	0.6545	0.6641
PP	0.6601	0.6601	0.6601	0.6581
S1	0.6443	0.6443	0.6501	0.6403
S2	0.6362	0.6362	0.6479
S3	0.6124	0.6204	0.6457
S4	0.5885	0.5966	0.6392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6715	0.6423	0.0293	4.5%	0.0105	1.6%	7%	False	True	108,761
10	0.6783	0.6423	0.0360	5.6%	0.0084	1.3%	6%	False	True	99,861
20	0.6965	0.6423	0.0543	8.4%	0.0090	1.4%	4%	False	True	56,404
40	0.7140	0.6423	0.0718	11.1%	0.0082	1.3%	3%	False	True	28,320
60	0.7140	0.6423	0.0718	11.1%	0.0080	1.2%	3%	False	True	18,928
80	0.7287	0.6423	0.0865	13.4%	0.0078	1.2%	2%	False	True	14,224
100	0.7287	0.6423	0.0865	13.4%	0.0069	1.1%	2%	False	True	11,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6942
2.618	0.6781
1.618	0.6682
1.000	0.6621
0.618	0.6583
HIGH	0.6522
0.618	0.6484
0.500	0.6472
0.382	0.6460
LOW	0.6423
0.618	0.6361
1.000	0.6324
1.618	0.6262
2.618	0.6163
4.250	0.6002

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	0.6472	0.6544
PP	0.6462	0.6510
S1	0.6453	0.6477

Download as Excel Spreadsheet

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

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