CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	0.6484	0.6513	0.0030	0.5%	0.6418
High	0.6561	0.6530	-0.0031	-0.5%	0.6503
Low	0.6453	0.6422	-0.0031	-0.5%	0.6281
Close	0.6507	0.6431	-0.0077	-1.2%	0.6485
Range	0.0108	0.0108	-0.0001	-0.5%	0.0223
ATR	0.0115	0.0114	-0.0001	-0.4%	0.0000
Volume	89,187	91,855	2,668	3.0%	546,630

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6783	0.6714	0.6490
R3	0.6676	0.6607	0.6460
R2	0.6568	0.6568	0.6450
R1	0.6499	0.6499	0.6440	0.6480
PP	0.6461	0.6461	0.6461	0.6451
S1	0.6392	0.6392	0.6421	0.6373
S2	0.6353	0.6353	0.6411
S3	0.6246	0.6284	0.6401
S4	0.6138	0.6177	0.6371

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7090	0.7010	0.6607
R3	0.6868	0.6788	0.6546
R2	0.6645	0.6645	0.6526
R1	0.6565	0.6565	0.6505	0.6605
PP	0.6423	0.6423	0.6423	0.6443
S1	0.6343	0.6343	0.6465	0.6383
S2	0.6200	0.6200	0.6444
S3	0.5978	0.6120	0.6424
S4	0.5755	0.5898	0.6363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6561	0.6281	0.0280	4.4%	0.0120	1.9%	54%	False	False	110,711
10	0.6561	0.6281	0.0280	4.4%	0.0108	1.7%	54%	False	False	104,380
20	0.6561	0.6181	0.0380	5.9%	0.0117	1.8%	66%	False	False	108,602
40	0.6783	0.6181	0.0602	9.4%	0.0108	1.7%	41%	False	False	104,198
60	0.7037	0.6181	0.0856	13.3%	0.0101	1.6%	29%	False	False	73,935
80	0.7140	0.6181	0.0959	14.9%	0.0094	1.5%	26%	False	False	55,500
100	0.7140	0.6181	0.0959	14.9%	0.0089	1.4%	26%	False	False	44,414
120	0.7287	0.6181	0.1106	17.2%	0.0084	1.3%	23%	False	False	37,025

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6986
2.618	0.6811
1.618	0.6703
1.000	0.6637
0.618	0.6596
HIGH	0.6530
0.618	0.6488
0.500	0.6476
0.382	0.6463
LOW	0.6422
0.618	0.6356
1.000	0.6315
1.618	0.6248
2.618	0.6141
4.250	0.5965

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	0.6476	0.6488
PP	0.6461	0.6469
S1	0.6446	0.6450

Download as Excel Spreadsheet

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

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