CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	0.6404	0.6363	-0.0042	-0.6%	0.6407
High	0.6503	0.6381	-0.0123	-1.9%	0.6531
Low	0.6357	0.6281	-0.0077	-1.2%	0.6281
Close	0.6427	0.6307	-0.0120	-1.9%	0.6420
Range	0.0146	0.0100	-0.0046	-31.5%	0.0250
ATR	0.0109	0.0111	0.0003	2.5%	0.0000
Volume	107,219	106,341	-878	-0.8%	587,585

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6623	0.6565	0.6362
R3	0.6523	0.6465	0.6335
R2	0.6423	0.6423	0.6325
R1	0.6365	0.6365	0.6316	0.6344
PP	0.6323	0.6323	0.6323	0.6312
S1	0.6265	0.6265	0.6298	0.6244
S2	0.6223	0.6223	0.6289
S3	0.6123	0.6165	0.6280
S4	0.6023	0.6065	0.6252

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	0.6503	0.6281	0.0223	3.5%	0.0097	1.5%	12%	False	True	95,599
10	0.6531	0.6219	0.0312	4.9%	0.0115	1.8%	28%	False	False	113,871
20	0.6531	0.6181	0.0350	5.5%	0.0109	1.7%	36%	False	False	104,335
40	0.6928	0.6181	0.0747	11.8%	0.0107	1.7%	17%	False	False	98,797
60	0.7140	0.6181	0.0959	15.2%	0.0097	1.5%	13%	False	False	66,487
80	0.7140	0.6181	0.0959	15.2%	0.0091	1.4%	13%	False	False	49,913
100	0.7140	0.6181	0.0959	15.2%	0.0088	1.4%	13%	False	False	39,945
120	0.7287	0.6181	0.1106	17.5%	0.0081	1.3%	11%	False	False	33,298

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	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6806
2.618	0.6642
1.618	0.6542
1.000	0.6481
0.618	0.6442
HIGH	0.6381
0.618	0.6342
0.500	0.6331
0.382	0.6319
LOW	0.6281
0.618	0.6219
1.000	0.6181
1.618	0.6119
2.618	0.6019
4.250	0.5856

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	0.6331	0.6392
PP	0.6323	0.6364
S1	0.6315	0.6335

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

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