CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	0.6320	0.6281	-0.0039	-0.6%	0.6379
High	0.6336	0.6366	0.0031	0.5%	0.6391
Low	0.6262	0.6238	-0.0024	-0.4%	0.6181
Close	0.6274	0.6289	0.0015	0.2%	0.6213
Range	0.0074	0.0128	0.0054	73.0%	0.0210
ATR	0.0102	0.0104	0.0002	1.8%	0.0000
Volume	72,090	101,492	29,402	40.8%	533,019

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6682	0.6613	0.6359
R3	0.6554	0.6485	0.6324
R2	0.6426	0.6426	0.6312
R1	0.6357	0.6357	0.6300	0.6391
PP	0.6298	0.6298	0.6298	0.6315
S1	0.6229	0.6229	0.6277	0.6263
S2	0.6170	0.6170	0.6265
S3	0.6042	0.6101	0.6253
S4	0.5914	0.5973	0.6218

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	0.6366	0.6205	0.0162	2.6%	0.0108	1.7%	52%	True	False	92,376
10	0.6444	0.6181	0.0263	4.2%	0.0103	1.6%	41%	False	False	94,799
20	0.6665	0.6181	0.0484	7.7%	0.0112	1.8%	22%	False	False	101,529
40	0.7018	0.6181	0.0837	13.3%	0.0100	1.6%	13%	False	False	71,231
60	0.7140	0.6181	0.0959	15.3%	0.0091	1.4%	11%	False	False	47,534
80	0.7140	0.6181	0.0959	15.3%	0.0086	1.4%	11%	False	False	35,685
100	0.7287	0.6181	0.1106	17.6%	0.0082	1.3%	10%	False	False	28,570
120	0.7287	0.6181	0.1106	17.6%	0.0075	1.2%	10%	False	False	23,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6910
2.618	0.6701
1.618	0.6573
1.000	0.6494
0.618	0.6445
HIGH	0.6366
0.618	0.6317
0.500	0.6302
0.382	0.6287
LOW	0.6238
0.618	0.6159
1.000	0.6110
1.618	0.6031
2.618	0.5903
4.250	0.5694

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	0.6302	0.6302
PP	0.6298	0.6298
S1	0.6293	0.6293

Download as Excel Spreadsheet

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

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