CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	0.6524	0.6515	-0.0009	-0.1%	0.6534
High	0.6559	0.6538	-0.0022	-0.3%	0.6548
Low	0.6459	0.6428	-0.0031	-0.5%	0.6372
Close	0.6510	0.6515	0.0005	0.1%	0.6416
Range	0.0100	0.0110	0.0010	9.5%	0.0176
ATR	0.0100	0.0101	0.0001	0.7%	0.0000
Volume	122,102	97,315	-24,787	-20.3%	573,950

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6822	0.6778	0.6575
R3	0.6713	0.6669	0.6545
R2	0.6603	0.6603	0.6535
R1	0.6559	0.6559	0.6525	0.6570
PP	0.6494	0.6494	0.6494	0.6499
S1	0.6450	0.6450	0.6505	0.6460
S2	0.6384	0.6384	0.6495
S3	0.6275	0.6340	0.6485
S4	0.6165	0.6231	0.6455

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6973	0.6870	0.6512
R3	0.6797	0.6694	0.6464
R2	0.6621	0.6621	0.6448
R1	0.6518	0.6518	0.6432	0.6482
PP	0.6445	0.6445	0.6445	0.6427
S1	0.6342	0.6342	0.6399	0.6306
S2	0.6269	0.6269	0.6383
S3	0.6093	0.6166	0.6367
S4	0.5917	0.5990	0.6319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6559	0.6399	0.0160	2.5%	0.0110	1.7%	73%	False	False	109,260
10	0.6681	0.6372	0.0309	4.7%	0.0116	1.8%	46%	False	False	111,414
20	0.6928	0.6372	0.0556	8.5%	0.0100	1.5%	26%	False	False	89,378
40	0.7140	0.6372	0.0769	11.8%	0.0091	1.4%	19%	False	False	45,384
60	0.7140	0.6372	0.0769	11.8%	0.0084	1.3%	19%	False	False	30,315
80	0.7140	0.6372	0.0769	11.8%	0.0082	1.3%	19%	False	False	22,755
100	0.7287	0.6372	0.0916	14.1%	0.0074	1.1%	16%	False	False	18,216

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7003
2.618	0.6824
1.618	0.6715
1.000	0.6647
0.618	0.6605
HIGH	0.6538
0.618	0.6496
0.500	0.6483
0.382	0.6470
LOW	0.6428
0.618	0.6360
1.000	0.6319
1.618	0.6251
2.618	0.6141
4.250	0.5963

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	0.6504	0.6505
PP	0.6494	0.6494
S1	0.6483	0.6484

Download as Excel Spreadsheet

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

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