CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	0.6422	0.6379	-0.0044	-0.7%	0.6411
High	0.6444	0.6391	-0.0053	-0.8%	0.6559
Low	0.6365	0.6286	-0.0080	-1.2%	0.6365
Close	0.6378	0.6306	-0.0072	-1.1%	0.6378
Range	0.0079	0.0106	0.0027	34.4%	0.0194
ATR	0.0103	0.0103	0.0000	0.2%	0.0000
Volume	78,614	83,930	5,316	6.8%	481,326

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6644	0.6581	0.6364
R3	0.6539	0.6475	0.6335
R2	0.6433	0.6433	0.6325
R1	0.6370	0.6370	0.6316	0.6349
PP	0.6328	0.6328	0.6328	0.6317
S1	0.6264	0.6264	0.6296	0.6243
S2	0.6222	0.6222	0.6287
S3	0.6117	0.6159	0.6277
S4	0.6011	0.6053	0.6248

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	0.6286	0.0274	4.3%	0.0109	1.7%	7%	False	True	93,885
10	0.6559	0.6286	0.0274	4.3%	0.0115	1.8%	7%	False	True	102,434
20	0.6928	0.6286	0.0642	10.2%	0.0104	1.7%	3%	False	True	99,804
40	0.7134	0.6286	0.0849	13.5%	0.0093	1.5%	2%	False	True	51,622
60	0.7140	0.6286	0.0855	13.6%	0.0085	1.4%	2%	False	True	34,478
80	0.7140	0.6286	0.0855	13.6%	0.0083	1.3%	2%	False	True	25,876
100	0.7287	0.6286	0.1002	15.9%	0.0076	1.2%	2%	False	True	20,716

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6839
2.618	0.6667
1.618	0.6562
1.000	0.6497
0.618	0.6456
HIGH	0.6391
0.618	0.6351
0.500	0.6338
0.382	0.6326
LOW	0.6286
0.618	0.6220
1.000	0.6180
1.618	0.6115
2.618	0.6009
4.250	0.5837

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	0.6338	0.6419
PP	0.6328	0.6381
S1	0.6317	0.6344

Download as Excel Spreadsheet

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

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