CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Oct-2022

Day Change Summary
	Previous	Current
	13-Oct-2022	14-Oct-2022	Change	Change %	Previous Week
Open	0.6288	0.6307	0.0019	0.3%	0.6379
High	0.6328	0.6358	0.0031	0.5%	0.6391
Low	0.6181	0.6205	0.0024	0.4%	0.6181
Close	0.6317	0.6213	-0.0104	-1.6%	0.6213
Range	0.0147	0.0154	0.0007	4.8%	0.0210
ATR	0.0103	0.0107	0.0004	3.5%	0.0000
Volume	124,245	125,518	1,273	1.0%	533,019

Daily Pivots for day following 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6719	0.6619	0.6297
R3	0.6565	0.6466	0.6255
R2	0.6412	0.6412	0.6241
R1	0.6312	0.6312	0.6227	0.6285
PP	0.6258	0.6258	0.6258	0.6245
S1	0.6159	0.6159	0.6198	0.6132
S2	0.6105	0.6105	0.6184
S3	0.5951	0.6005	0.6170
S4	0.5798	0.5852	0.6128

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6892	0.6762	0.6328
R3	0.6682	0.6552	0.6270
R2	0.6472	0.6472	0.6251
R1	0.6342	0.6342	0.6232	0.6302
PP	0.6262	0.6262	0.6262	0.6241
S1	0.6132	0.6132	0.6193	0.6092
S2	0.6052	0.6052	0.6174
S3	0.5842	0.5922	0.6155
S4	0.5632	0.5712	0.6097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6391	0.6181	0.0210	3.4%	0.0114	1.8%	15%	False	False	106,603
10	0.6559	0.6181	0.0378	6.1%	0.0113	1.8%	8%	False	False	101,434
20	0.6759	0.6181	0.0578	9.3%	0.0109	1.8%	5%	False	False	103,182
40	0.7018	0.6181	0.0837	13.5%	0.0097	1.6%	4%	False	False	62,838
60	0.7140	0.6181	0.0959	15.4%	0.0089	1.4%	3%	False	False	41,961
80	0.7140	0.6181	0.0959	15.4%	0.0084	1.4%	3%	False	False	31,484
100	0.7287	0.6181	0.1106	17.8%	0.0080	1.3%	3%	False	False	25,207
120	0.7287	0.6181	0.1106	17.8%	0.0073	1.2%	3%	False	False	21,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7010
2.618	0.6760
1.618	0.6606
1.000	0.6512
0.618	0.6453
HIGH	0.6358
0.618	0.6299
0.500	0.6281
0.382	0.6263
LOW	0.6205
0.618	0.6110
1.000	0.6051
1.618	0.5956
2.618	0.5803
4.250	0.5552

Fisher Pivots for day following 14-Oct-2022
Pivot	1 day	3 day
R1	0.6281	0.6270
PP	0.6258	0.6251
S1	0.6235	0.6232

Download as Excel Spreadsheet

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

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