CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	0.6307	0.6215	-0.0093	-1.5%	0.6379
High	0.6358	0.6323	-0.0035	-0.6%	0.6391
Low	0.6205	0.6215	0.0010	0.2%	0.6181
Close	0.6213	0.6305	0.0093	1.5%	0.6213
Range	0.0154	0.0109	-0.0045	-29.3%	0.0210
ATR	0.0107	0.0107	0.0000	0.3%	0.0000
Volume	125,518	77,845	-47,673	-38.0%	533,019

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6606	0.6564	0.6365
R3	0.6498	0.6456	0.6335
R2	0.6389	0.6389	0.6325
R1	0.6347	0.6347	0.6315	0.6368
PP	0.6281	0.6281	0.6281	0.6291
S1	0.6239	0.6239	0.6295	0.6260
S2	0.6172	0.6172	0.6285
S3	0.6064	0.6130	0.6275
S4	0.5955	0.6022	0.6245

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	0.6358	0.6181	0.0177	2.8%	0.0114	1.8%	70%	False	False	105,386
10	0.6559	0.6181	0.0378	6.0%	0.0112	1.8%	33%	False	False	99,635
20	0.6759	0.6181	0.0578	9.2%	0.0111	1.8%	21%	False	False	104,060
40	0.7018	0.6181	0.0837	13.3%	0.0098	1.6%	15%	False	False	64,780
60	0.7140	0.6181	0.0959	15.2%	0.0090	1.4%	13%	False	False	43,258
80	0.7140	0.6181	0.0959	15.2%	0.0085	1.3%	13%	False	False	32,455
100	0.7287	0.6181	0.1106	17.5%	0.0081	1.3%	11%	False	False	25,985
120	0.7287	0.6181	0.1106	17.5%	0.0074	1.2%	11%	False	False	21,655

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

Fibonacci Retracements and Extensions
4.250	0.6784
2.618	0.6607
1.618	0.6499
1.000	0.6432
0.618	0.6390
HIGH	0.6323
0.618	0.6282
0.500	0.6269
0.382	0.6256
LOW	0.6215
0.618	0.6147
1.000	0.6106
1.618	0.6039
2.618	0.5930
4.250	0.5753

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	0.6293	0.6293
PP	0.6281	0.6281
S1	0.6269	0.6270

Download as Excel Spreadsheet

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

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