CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	0.6406	0.6404	-0.0002	0.0%	0.6407
High	0.6474	0.6503	0.0030	0.5%	0.6531
Low	0.6387	0.6357	-0.0030	-0.5%	0.6281
Close	0.6408	0.6427	0.0019	0.3%	0.6420
Range	0.0087	0.0146	0.0059	67.8%	0.0250
ATR	0.0106	0.0109	0.0003	2.7%	0.0000
Volume	96,459	107,219	10,760	11.2%	587,585

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6867	0.6793	0.6507
R3	0.6721	0.6647	0.6467
R2	0.6575	0.6575	0.6454
R1	0.6501	0.6501	0.6440	0.6538
PP	0.6429	0.6429	0.6429	0.6448
S1	0.6355	0.6355	0.6414	0.6392
S2	0.6283	0.6283	0.6400
S3	0.6137	0.6209	0.6387
S4	0.5991	0.6063	0.6347

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	0.6357	0.0174	2.7%	0.0096	1.5%	40%	False	True	98,050
10	0.6531	0.6219	0.0312	4.8%	0.0118	1.8%	67%	False	False	113,386
20	0.6552	0.6181	0.0371	5.8%	0.0112	1.7%	66%	False	False	103,391
40	0.6928	0.6181	0.0747	11.6%	0.0106	1.7%	33%	False	False	96,384
60	0.7140	0.6181	0.0959	14.9%	0.0098	1.5%	26%	False	False	64,719
80	0.7140	0.6181	0.0959	14.9%	0.0091	1.4%	26%	False	False	48,584
100	0.7140	0.6181	0.0959	14.9%	0.0088	1.4%	26%	False	False	38,882
120	0.7287	0.6181	0.1106	17.2%	0.0080	1.2%	22%	False	False	32,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7124
2.618	0.6885
1.618	0.6739
1.000	0.6649
0.618	0.6593
HIGH	0.6503
0.618	0.6447
0.500	0.6430
0.382	0.6413
LOW	0.6357
0.618	0.6267
1.000	0.6211
1.618	0.6121
2.618	0.5975
4.250	0.5737

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	0.6430	0.6430
PP	0.6429	0.6429
S1	0.6428	0.6428

Download as Excel Spreadsheet

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

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