CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	0.6215	0.6302	0.0088	1.4%	0.6379
High	0.6323	0.6351	0.0028	0.4%	0.6391
Low	0.6215	0.6276	0.0062	1.0%	0.6181
Close	0.6305	0.6305	0.0000	0.0%	0.6213
Range	0.0109	0.0075	-0.0034	-31.3%	0.0210
ATR	0.0107	0.0105	-0.0002	-2.2%	0.0000
Volume	77,845	84,936	7,091	9.1%	533,019

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6534	0.6494	0.6346
R3	0.6460	0.6420	0.6325
R2	0.6385	0.6385	0.6319
R1	0.6345	0.6345	0.6312	0.6365
PP	0.6311	0.6311	0.6311	0.6321
S1	0.6271	0.6271	0.6298	0.6291
S2	0.6236	0.6236	0.6291
S3	0.6162	0.6196	0.6285
S4	0.6087	0.6122	0.6264

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%	0.0109	1.7%	70%	False	False	99,622
10	0.6552	0.6181	0.0371	5.9%	0.0109	1.7%	33%	False	False	95,919
20	0.6715	0.6181	0.0534	8.5%	0.0111	1.8%	23%	False	False	104,462
40	0.7018	0.6181	0.0837	13.3%	0.0098	1.6%	15%	False	False	66,901
60	0.7140	0.6181	0.0959	15.2%	0.0090	1.4%	13%	False	False	44,673
80	0.7140	0.6181	0.0959	15.2%	0.0085	1.3%	13%	False	False	33,517
100	0.7287	0.6181	0.1106	17.5%	0.0081	1.3%	11%	False	False	26,835
120	0.7287	0.6181	0.1106	17.5%	0.0074	1.2%	11%	False	False	22,363

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6667
2.618	0.6546
1.618	0.6471
1.000	0.6425
0.618	0.6397
HIGH	0.6351
0.618	0.6322
0.500	0.6313
0.382	0.6304
LOW	0.6276
0.618	0.6230
1.000	0.6202
1.618	0.6155
2.618	0.6081
4.250	0.5959

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	0.6313	0.6297
PP	0.6311	0.6289
S1	0.6308	0.6281

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

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