CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Nov-2022

Day Change Summary
	Previous	Current
	31-Oct-2022	01-Nov-2022	Change	Change %	Previous Week
Open	0.6418	0.6406	-0.0013	-0.2%	0.6407
High	0.6437	0.6474	0.0037	0.6%	0.6531
Low	0.6377	0.6387	0.0010	0.2%	0.6281
Close	0.6401	0.6408	0.0007	0.1%	0.6420
Range	0.0060	0.0087	0.0027	45.0%	0.0250
ATR	0.0107	0.0106	-0.0001	-1.4%	0.0000
Volume	68,582	96,459	27,877	40.6%	587,585

Daily Pivots for day following 01-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6684	0.6633	0.6456
R3	0.6597	0.6546	0.6432
R2	0.6510	0.6510	0.6424
R1	0.6459	0.6459	0.6416	0.6484
PP	0.6423	0.6423	0.6423	0.6435
S1	0.6372	0.6372	0.6400	0.6397
S2	0.6336	0.6336	0.6392
S3	0.6249	0.6285	0.6384
S4	0.6162	0.6198	0.6360

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	0.6377	0.0154	2.4%	0.0095	1.5%	20%	False	False	100,932
10	0.6531	0.6219	0.0312	4.9%	0.0111	1.7%	61%	False	False	109,873
20	0.6552	0.6181	0.0371	5.8%	0.0110	1.7%	61%	False	False	102,896
40	0.6928	0.6181	0.0747	11.6%	0.0104	1.6%	30%	False	False	93,862
60	0.7140	0.6181	0.0959	15.0%	0.0096	1.5%	24%	False	False	62,933
80	0.7140	0.6181	0.0959	15.0%	0.0090	1.4%	24%	False	False	47,246
100	0.7140	0.6181	0.0959	15.0%	0.0088	1.4%	24%	False	False	37,810
120	0.7287	0.6181	0.1106	17.3%	0.0080	1.2%	21%	False	False	31,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6843
2.618	0.6701
1.618	0.6614
1.000	0.6561
0.618	0.6527
HIGH	0.6474
0.618	0.6440
0.500	0.6430
0.382	0.6420
LOW	0.6387
0.618	0.6333
1.000	0.6300
1.618	0.6246
2.618	0.6159
4.250	0.6017

Fisher Pivots for day following 01-Nov-2022
Pivot	1 day	3 day
R1	0.6430	0.6433
PP	0.6423	0.6424
S1	0.6415	0.6416

Download as Excel Spreadsheet

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

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