CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	0.6308	0.6285	-0.0024	-0.4%	0.6411
High	0.6357	0.6310	-0.0047	-0.7%	0.6559
Low	0.6258	0.6247	-0.0012	-0.2%	0.6365
Close	0.6278	0.6287	0.0010	0.2%	0.6378
Range	0.0099	0.0064	-0.0035	-35.5%	0.0194
ATR	0.0102	0.0100	-0.0003	-2.7%	0.0000
Volume	113,759	85,567	-28,192	-24.8%	481,326

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6472	0.6443	0.6322
R3	0.6408	0.6379	0.6304
R2	0.6345	0.6345	0.6299
R1	0.6316	0.6316	0.6293	0.6330
PP	0.6281	0.6281	0.6281	0.6288
S1	0.6252	0.6252	0.6281	0.6267
S2	0.6218	0.6218	0.6275
S3	0.6154	0.6189	0.6270
S4	0.6091	0.6125	0.6252

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	0.6552	0.6247	0.0306	4.9%	0.0100	1.6%	13%	False	True	89,866
10	0.6559	0.6247	0.0313	5.0%	0.0105	1.7%	13%	False	True	99,563
20	0.6783	0.6247	0.0536	8.5%	0.0100	1.6%	8%	False	True	99,793
40	0.7037	0.6247	0.0790	12.6%	0.0094	1.5%	5%	False	True	56,601
60	0.7140	0.6247	0.0894	14.2%	0.0086	1.4%	5%	False	True	37,799
80	0.7140	0.6247	0.0894	14.2%	0.0082	1.3%	5%	False	True	28,366
100	0.7287	0.6247	0.1041	16.6%	0.0077	1.2%	4%	False	True	22,709

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	0.0025
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.6580
2.618	0.6476
1.618	0.6413
1.000	0.6374
0.618	0.6349
HIGH	0.6310
0.618	0.6286
0.500	0.6278
0.382	0.6271
LOW	0.6247
0.618	0.6207
1.000	0.6183
1.618	0.6144
2.618	0.6080
4.250	0.5977

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	0.6284	0.6319
PP	0.6281	0.6308
S1	0.6278	0.6298

Download as Excel Spreadsheet

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

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