CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	0.6502	0.6422	-0.0080	-1.2%	0.6411
High	0.6552	0.6444	-0.0109	-1.7%	0.6559
Low	0.6400	0.6365	-0.0035	-0.5%	0.6365
Close	0.6418	0.6378	-0.0040	-0.6%	0.6378
Range	0.0152	0.0079	-0.0074	-48.4%	0.0194
ATR	0.0104	0.0103	-0.0002	-1.8%	0.0000
Volume	87,464	78,614	-8,850	-10.1%	481,326

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6631	0.6583	0.6421
R3	0.6552	0.6504	0.6399
R2	0.6474	0.6474	0.6392
R1	0.6426	0.6426	0.6385	0.6411
PP	0.6395	0.6395	0.6395	0.6388
S1	0.6347	0.6347	0.6370	0.6332
S2	0.6317	0.6317	0.6363
S3	0.6238	0.6269	0.6356
S4	0.6160	0.6190	0.6334

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7016	0.6891	0.6484
R3	0.6822	0.6697	0.6431
R2	0.6628	0.6628	0.6413
R1	0.6503	0.6503	0.6395	0.6468
PP	0.6434	0.6434	0.6434	0.6417
S1	0.6309	0.6309	0.6360	0.6274
S2	0.6240	0.6240	0.6342
S3	0.6046	0.6115	0.6324
S4	0.5852	0.5921	0.6271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6559	0.6365	0.0194	3.0%	0.0113	1.8%	6%	False	True	96,265
10	0.6559	0.6365	0.0194	3.0%	0.0115	1.8%	6%	False	True	105,527
20	0.6928	0.6365	0.0563	8.8%	0.0103	1.6%	2%	False	True	96,683
40	0.7138	0.6365	0.0773	12.1%	0.0091	1.4%	2%	False	True	49,525
60	0.7140	0.6365	0.0775	12.2%	0.0085	1.3%	2%	False	True	33,082
80	0.7140	0.6365	0.0775	12.2%	0.0083	1.3%	2%	False	True	24,828
100	0.7287	0.6365	0.0922	14.5%	0.0075	1.2%	1%	False	True	19,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0028
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.6777
2.618	0.6649
1.618	0.6571
1.000	0.6522
0.618	0.6492
HIGH	0.6444
0.618	0.6414
0.500	0.6404
0.382	0.6395
LOW	0.6365
0.618	0.6316
1.000	0.6287
1.618	0.6238
2.618	0.6159
4.250	0.6031

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	0.6404	0.6459
PP	0.6395	0.6432
S1	0.6386	0.6405

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

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