CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Oct-2022

Day Change Summary
	Previous	Current
	18-Oct-2022	19-Oct-2022	Change	Change %	Previous Week
Open	0.6302	0.6320	0.0018	0.3%	0.6379
High	0.6351	0.6336	-0.0015	-0.2%	0.6391
Low	0.6276	0.6262	-0.0015	-0.2%	0.6181
Close	0.6305	0.6274	-0.0032	-0.5%	0.6213
Range	0.0075	0.0074	-0.0001	-0.7%	0.0210
ATR	0.0105	0.0102	-0.0002	-2.1%	0.0000
Volume	84,936	72,090	-12,846	-15.1%	533,019

Daily Pivots for day following 19-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6512	0.6467	0.6314
R3	0.6438	0.6393	0.6294
R2	0.6364	0.6364	0.6287
R1	0.6319	0.6319	0.6280	0.6305
PP	0.6290	0.6290	0.6290	0.6283
S1	0.6245	0.6245	0.6267	0.6231
S2	0.6216	0.6216	0.6260
S3	0.6142	0.6171	0.6253
S4	0.6068	0.6097	0.6233

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%	0.0111	1.8%	52%	False	False	96,926
10	0.6552	0.6181	0.0371	5.9%	0.0106	1.7%	25%	False	False	93,396
20	0.6681	0.6181	0.0500	8.0%	0.0111	1.8%	19%	False	False	102,405
40	0.7018	0.6181	0.0837	13.3%	0.0098	1.6%	11%	False	False	68,695
60	0.7140	0.6181	0.0959	15.3%	0.0090	1.4%	10%	False	False	45,873
80	0.7140	0.6181	0.0959	15.3%	0.0086	1.4%	10%	False	False	34,417
100	0.7287	0.6181	0.1106	17.6%	0.0082	1.3%	8%	False	False	27,555
120	0.7287	0.6181	0.1106	17.6%	0.0074	1.2%	8%	False	False	22,964

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6650
2.618	0.6529
1.618	0.6455
1.000	0.6410
0.618	0.6381
HIGH	0.6336
0.618	0.6307
0.500	0.6299
0.382	0.6290
LOW	0.6262
0.618	0.6216
1.000	0.6188
1.618	0.6142
2.618	0.6068
4.250	0.5947

Fisher Pivots for day following 19-Oct-2022
Pivot	1 day	3 day
R1	0.6299	0.6283
PP	0.6290	0.6280
S1	0.6282	0.6277

Download as Excel Spreadsheet

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

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