CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	0.6464	0.6418	-0.0046	-0.7%	0.6407
High	0.6489	0.6437	-0.0052	-0.8%	0.6531
Low	0.6398	0.6377	-0.0021	-0.3%	0.6281
Close	0.6420	0.6401	-0.0019	-0.3%	0.6420
Range	0.0091	0.0060	-0.0031	-34.1%	0.0250
ATR	0.0111	0.0107	-0.0004	-3.3%	0.0000
Volume	99,394	68,582	-30,812	-31.0%	587,585

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6585	0.6553	0.6434
R3	0.6525	0.6493	0.6418
R2	0.6465	0.6465	0.6412
R1	0.6433	0.6433	0.6407	0.6419
PP	0.6405	0.6405	0.6405	0.6398
S1	0.6373	0.6373	0.6396	0.6359
S2	0.6345	0.6345	0.6390
S3	0.6285	0.6313	0.6385
S4	0.6225	0.6253	0.6368

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	0.6312	0.0219	3.4%	0.0099	1.5%	41%	False	False	100,567
10	0.6531	0.6219	0.0312	4.9%	0.0109	1.7%	58%	False	False	108,721
20	0.6559	0.6181	0.0378	5.9%	0.0111	1.7%	58%	False	False	104,178
40	0.6928	0.6181	0.0747	11.7%	0.0105	1.6%	29%	False	False	91,563
60	0.7140	0.6181	0.0959	15.0%	0.0096	1.5%	23%	False	False	61,336
80	0.7140	0.6181	0.0959	15.0%	0.0090	1.4%	23%	False	False	46,040
100	0.7184	0.6181	0.1003	15.7%	0.0088	1.4%	22%	False	False	36,846
120	0.7287	0.6181	0.1106	17.3%	0.0079	1.2%	20%	False	False	30,715

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	0.0027
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.6692
2.618	0.6594
1.618	0.6534
1.000	0.6497
0.618	0.6474
HIGH	0.6437
0.618	0.6414
0.500	0.6407
0.382	0.6399
LOW	0.6377
0.618	0.6339
1.000	0.6317
1.618	0.6279
2.618	0.6219
4.250	0.6122

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	0.6407	0.6454
PP	0.6405	0.6436
S1	0.6403	0.6419

Download as Excel Spreadsheet

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

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