CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Oct-2022

Day Change Summary
	Previous	Current
	12-Oct-2022	13-Oct-2022	Change	Change %	Previous Week
Open	0.6285	0.6288	0.0004	0.1%	0.6411
High	0.6310	0.6328	0.0018	0.3%	0.6559
Low	0.6247	0.6181	-0.0066	-1.0%	0.6365
Close	0.6287	0.6317	0.0030	0.5%	0.6378
Range	0.0064	0.0147	0.0083	130.7%	0.0194
ATR	0.0100	0.0103	0.0003	3.4%	0.0000
Volume	85,567	124,245	38,678	45.2%	481,326

Daily Pivots for day following 13-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6715	0.6662	0.6397
R3	0.6568	0.6516	0.6357
R2	0.6422	0.6422	0.6343
R1	0.6369	0.6369	0.6330	0.6395
PP	0.6275	0.6275	0.6275	0.6288
S1	0.6223	0.6223	0.6303	0.6249
S2	0.6129	0.6129	0.6290
S3	0.5982	0.6076	0.6276
S4	0.5836	0.5930	0.6236

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	0.6444	0.6181	0.0263	4.2%	0.0099	1.6%	52%	False	True	97,223
10	0.6559	0.6181	0.0378	6.0%	0.0111	1.8%	36%	False	True	101,415
20	0.6759	0.6181	0.0578	9.2%	0.0104	1.6%	23%	False	True	101,991
40	0.7018	0.6181	0.0837	13.3%	0.0094	1.5%	16%	False	True	59,704
60	0.7140	0.6181	0.0959	15.2%	0.0088	1.4%	14%	False	True	39,870
80	0.7140	0.6181	0.0959	15.2%	0.0083	1.3%	14%	False	True	29,917
100	0.7287	0.6181	0.1106	17.5%	0.0078	1.2%	12%	False	True	23,952
120	0.7287	0.6181	0.1106	17.5%	0.0073	1.2%	12%	False	True	19,961

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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6950
2.618	0.6711
1.618	0.6565
1.000	0.6474
0.618	0.6418
HIGH	0.6328
0.618	0.6272
0.500	0.6254
0.382	0.6237
LOW	0.6181
0.618	0.6090
1.000	0.6035
1.618	0.5944
2.618	0.5797
4.250	0.5558

Fisher Pivots for day following 13-Oct-2022
Pivot	1 day	3 day
R1	0.6296	0.6301
PP	0.6275	0.6285
S1	0.6254	0.6269

Download as Excel Spreadsheet

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

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