CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	0.6442	0.6526	0.0084	1.3%	0.6724
High	0.6540	0.6531	-0.0009	-0.1%	0.6759
Low	0.6372	0.6443	0.0072	1.1%	0.6521
Close	0.6535	0.6483	-0.0053	-0.8%	0.6523
Range	0.0168	0.0088	-0.0081	-47.9%	0.0239
ATR	0.0096	0.0096	0.0000	-0.3%	0.0000
Volume	137,263	105,723	-31,540	-23.0%	475,361

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6748	0.6703	0.6531
R3	0.6660	0.6615	0.6507
R2	0.6573	0.6573	0.6499
R1	0.6528	0.6528	0.6491	0.6507
PP	0.6485	0.6485	0.6485	0.6475
S1	0.6440	0.6440	0.6474	0.6419
S2	0.6398	0.6398	0.6466
S3	0.6310	0.6353	0.6458
S4	0.6223	0.6265	0.6434

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	0.6665	0.6372	0.0294	4.5%	0.0120	1.8%	38%	False	False	110,908
10	0.6759	0.6372	0.0388	6.0%	0.0097	1.5%	29%	False	False	102,568
20	0.6928	0.6372	0.0556	8.6%	0.0094	1.4%	20%	False	False	68,312
40	0.7140	0.6372	0.0769	11.9%	0.0086	1.3%	14%	False	False	34,390
60	0.7140	0.6372	0.0769	11.9%	0.0081	1.3%	14%	False	False	22,977
80	0.7232	0.6372	0.0860	13.3%	0.0080	1.2%	13%	False	False	17,260
100	0.7287	0.6372	0.0916	14.1%	0.0071	1.1%	12%	False	False	13,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6902
2.618	0.6760
1.618	0.6672
1.000	0.6618
0.618	0.6585
HIGH	0.6531
0.618	0.6497
0.500	0.6487
0.382	0.6476
LOW	0.6443
0.618	0.6389
1.000	0.6356
1.618	0.6301
2.618	0.6214
4.250	0.6071

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	0.6487	0.6474
PP	0.6485	0.6465
S1	0.6484	0.6456

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

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