CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Sep-2022

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	0.6463	0.6442	-0.0021	-0.3%	0.6724
High	0.6522	0.6540	0.0018	0.3%	0.6759
Low	0.6423	0.6372	-0.0051	-0.8%	0.6521
Close	0.6443	0.6535	0.0092	1.4%	0.6523
Range	0.0099	0.0168	0.0069	69.7%	0.0239
ATR	0.0091	0.0096	0.0006	6.1%	0.0000
Volume	90,770	137,263	46,493	51.2%	475,361

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6986	0.6929	0.6627
R3	0.6818	0.6761	0.6581
R2	0.6650	0.6650	0.6566
R1	0.6593	0.6593	0.6550	0.6621
PP	0.6482	0.6482	0.6482	0.6496
S1	0.6425	0.6425	0.6520	0.6453
S2	0.6314	0.6314	0.6504
S3	0.6146	0.6257	0.6489
S4	0.5978	0.6089	0.6443

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	0.6681	0.6372	0.0309	4.7%	0.0122	1.9%	53%	False	True	113,568
10	0.6783	0.6372	0.0411	6.3%	0.0096	1.5%	40%	False	True	100,024
20	0.6928	0.6372	0.0556	8.5%	0.0093	1.4%	29%	False	True	63,239
40	0.7140	0.6372	0.0769	11.8%	0.0085	1.3%	21%	False	True	31,750
60	0.7140	0.6372	0.0769	11.8%	0.0081	1.2%	21%	False	True	21,215
80	0.7232	0.6372	0.0860	13.2%	0.0079	1.2%	19%	False	True	15,939
100	0.7287	0.6372	0.0916	14.0%	0.0071	1.1%	18%	False	True	12,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7254
2.618	0.6979
1.618	0.6811
1.000	0.6708
0.618	0.6643
HIGH	0.6540
0.618	0.6475
0.500	0.6456
0.382	0.6436
LOW	0.6372
0.618	0.6268
1.000	0.6204
1.618	0.6100
2.618	0.5932
4.250	0.5658

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	0.6509	0.6510
PP	0.6482	0.6485
S1	0.6456	0.6460

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

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