CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Oct-2022

Day Change Summary
	Previous	Current
	27-Oct-2022	28-Oct-2022	Change	Change %	Previous Week
Open	0.6503	0.6464	-0.0040	-0.6%	0.6407
High	0.6531	0.6489	-0.0042	-0.6%	0.6531
Low	0.6435	0.6398	-0.0037	-0.6%	0.6281
Close	0.6469	0.6420	-0.0049	-0.8%	0.6420
Range	0.0096	0.0091	-0.0005	-5.2%	0.0250
ATR	0.0112	0.0111	-0.0002	-1.4%	0.0000
Volume	118,596	99,394	-19,202	-16.2%	587,585

Daily Pivots for day following 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6708	0.6655	0.6470
R3	0.6617	0.6564	0.6445
R2	0.6526	0.6526	0.6437
R1	0.6473	0.6473	0.6428	0.6454
PP	0.6435	0.6435	0.6435	0.6426
S1	0.6382	0.6382	0.6412	0.6363
S2	0.6344	0.6344	0.6403
S3	0.6253	0.6291	0.6395
S4	0.6162	0.6200	0.6370

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7159	0.7039	0.6557
R3	0.6910	0.6790	0.6489
R2	0.6660	0.6660	0.6466
R1	0.6540	0.6540	0.6443	0.6600
PP	0.6411	0.6411	0.6411	0.6441
S1	0.6291	0.6291	0.6397	0.6351
S2	0.6161	0.6161	0.6374
S3	0.5912	0.6041	0.6351
S4	0.5662	0.5792	0.6283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6531	0.6281	0.0250	3.9%	0.0115	1.8%	56%	False	False	117,517
10	0.6531	0.6215	0.0316	4.9%	0.0114	1.8%	65%	False	False	109,647
20	0.6559	0.6181	0.0378	5.9%	0.0114	1.8%	63%	False	False	105,540
40	0.6928	0.6181	0.0747	11.6%	0.0105	1.6%	32%	False	False	90,018
60	0.7140	0.6181	0.0959	14.9%	0.0097	1.5%	25%	False	False	60,195
80	0.7140	0.6181	0.0959	14.9%	0.0090	1.4%	25%	False	False	45,184
100	0.7200	0.6181	0.1019	15.9%	0.0087	1.4%	23%	False	False	36,161
120	0.7287	0.6181	0.1106	17.2%	0.0079	1.2%	22%	False	False	30,143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0025
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6875
2.618	0.6727
1.618	0.6636
1.000	0.6580
0.618	0.6545
HIGH	0.6489
0.618	0.6454
0.500	0.6443
0.382	0.6432
LOW	0.6398
0.618	0.6341
1.000	0.6307
1.618	0.6250
2.618	0.6159
4.250	0.6011

Fisher Pivots for day following 28-Oct-2022
Pivot	1 day	3 day
R1	0.6443	0.6456
PP	0.6435	0.6444
S1	0.6428	0.6432

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

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