CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	0.6291	0.6407	0.0116	1.8%	0.6215
High	0.6402	0.6420	0.0019	0.3%	0.6402
Low	0.6219	0.6281	0.0062	1.0%	0.6215
Close	0.6375	0.6318	-0.0057	-0.9%	0.6375
Range	0.0183	0.0139	-0.0044	-23.8%	0.0187
ATR	0.0110	0.0112	0.0002	1.9%	0.0000
Volume	172,525	153,332	-19,193	-11.1%	508,888

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6757	0.6676	0.6394
R3	0.6618	0.6537	0.6356
R2	0.6479	0.6479	0.6343
R1	0.6398	0.6398	0.6331	0.6369
PP	0.6340	0.6340	0.6340	0.6325
S1	0.6259	0.6259	0.6305	0.6230
S2	0.6201	0.6201	0.6293
S3	0.6062	0.6120	0.6280
S4	0.5923	0.5981	0.6242

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6891	0.6820	0.6477
R3	0.6704	0.6633	0.6426
R2	0.6517	0.6517	0.6409
R1	0.6446	0.6446	0.6392	0.6482
PP	0.6330	0.6330	0.6330	0.6348
S1	0.6259	0.6259	0.6357	0.6295
S2	0.6143	0.6143	0.6340
S3	0.5956	0.6072	0.6323
S4	0.5769	0.5885	0.6272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6420	0.6219	0.0201	3.2%	0.0120	1.9%	49%	True	False	116,875
10	0.6420	0.6181	0.0239	3.8%	0.0117	1.8%	57%	True	False	111,130
20	0.6559	0.6181	0.0378	6.0%	0.0116	1.8%	36%	False	False	106,782
40	0.6965	0.6181	0.0784	12.4%	0.0103	1.6%	17%	False	False	79,357
60	0.7140	0.6181	0.0959	15.2%	0.0093	1.5%	14%	False	False	52,963
80	0.7140	0.6181	0.0959	15.2%	0.0090	1.4%	14%	False	False	39,758
100	0.7287	0.6181	0.1106	17.5%	0.0085	1.3%	12%	False	False	31,828
120	0.7287	0.6181	0.1106	17.5%	0.0077	1.2%	12%	False	False	26,525

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0.0033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7011
2.618	0.6784
1.618	0.6645
1.000	0.6559
0.618	0.6506
HIGH	0.6420
0.618	0.6367
0.500	0.6351
0.382	0.6334
LOW	0.6281
0.618	0.6195
1.000	0.6142
1.618	0.6056
2.618	0.5917
4.250	0.5690

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	0.6351	0.6320
PP	0.6340	0.6319
S1	0.6329	0.6319

Download as Excel Spreadsheet

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

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