CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Oct-2022

Day Change Summary
	Previous	Current
	05-Oct-2022	06-Oct-2022	Change	Change %	Previous Week
Open	0.6515	0.6502	-0.0013	-0.2%	0.6534
High	0.6538	0.6552	0.0015	0.2%	0.6548
Low	0.6428	0.6400	-0.0028	-0.4%	0.6372
Close	0.6515	0.6418	-0.0098	-1.5%	0.6416
Range	0.0110	0.0152	0.0043	38.8%	0.0176
ATR	0.0101	0.0104	0.0004	3.6%	0.0000
Volume	97,315	87,464	-9,851	-10.1%	573,950

Daily Pivots for day following 06-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6913	0.6817	0.6501
R3	0.6761	0.6665	0.6459
R2	0.6609	0.6609	0.6445
R1	0.6513	0.6513	0.6431	0.6485
PP	0.6457	0.6457	0.6457	0.6442
S1	0.6361	0.6361	0.6404	0.6333
S2	0.6305	0.6305	0.6390
S3	0.6153	0.6209	0.6376
S4	0.6001	0.6057	0.6334

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%	0.0123	1.9%	12%	False	False	105,608
10	0.6665	0.6372	0.0294	4.6%	0.0122	1.9%	16%	False	False	108,258
20	0.6928	0.6372	0.0556	8.7%	0.0105	1.6%	8%	False	False	93,260
40	0.7140	0.6372	0.0769	12.0%	0.0091	1.4%	6%	False	False	47,564
60	0.7140	0.6372	0.0769	12.0%	0.0085	1.3%	6%	False	False	31,772
80	0.7140	0.6372	0.0769	12.0%	0.0083	1.3%	6%	False	False	23,847
100	0.7287	0.6372	0.0916	14.3%	0.0075	1.2%	5%	False	False	19,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7198
2.618	0.6950
1.618	0.6798
1.000	0.6704
0.618	0.6646
HIGH	0.6552
0.618	0.6494
0.500	0.6476
0.382	0.6458
LOW	0.6400
0.618	0.6306
1.000	0.6248
1.618	0.6154
2.618	0.6002
4.250	0.5754

Fisher Pivots for day following 06-Oct-2022
Pivot	1 day	3 day
R1	0.6476	0.6480
PP	0.6457	0.6459
S1	0.6437	0.6438

Download as Excel Spreadsheet

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

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