CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	0.6708	0.6764	0.0057	0.8%	0.6430
High	0.6805	0.6800	-0.0005	-0.1%	0.6724
Low	0.6693	0.6727	0.0035	0.5%	0.6394
Close	0.6779	0.6748	-0.0032	-0.5%	0.6722
Range	0.0112	0.0073	-0.0040	-35.3%	0.0330
ATR	0.0119	0.0116	-0.0003	-2.8%	0.0000
Volume	142,418	94,238	-48,180	-33.8%	547,609

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6976	0.6934	0.6787
R3	0.6903	0.6862	0.6767
R2	0.6831	0.6831	0.6761
R1	0.6789	0.6789	0.6754	0.6774
PP	0.6758	0.6758	0.6758	0.6750
S1	0.6717	0.6717	0.6741	0.6701
S2	0.6686	0.6686	0.6734
S3	0.6613	0.6644	0.6728
S4	0.6541	0.6572	0.6708

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7603	0.7493	0.6904
R3	0.7273	0.7163	0.6813
R2	0.6943	0.6943	0.6783
R1	0.6833	0.6833	0.6752	0.6888
PP	0.6613	0.6613	0.6613	0.6641
S1	0.6503	0.6503	0.6692	0.6558
S2	0.6283	0.6283	0.6662
S3	0.5953	0.6173	0.6631
S4	0.5623	0.5843	0.6541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6805	0.6394	0.0411	6.1%	0.0126	1.9%	86%	False	False	121,565
10	0.6805	0.6281	0.0524	7.8%	0.0123	1.8%	89%	False	False	116,138
20	0.6805	0.6219	0.0586	8.7%	0.0120	1.8%	90%	False	False	114,762
40	0.6805	0.6181	0.0624	9.2%	0.0116	1.7%	91%	False	False	108,584
60	0.7018	0.6181	0.0837	12.4%	0.0105	1.6%	68%	False	False	84,051
80	0.7140	0.6181	0.0959	14.2%	0.0098	1.4%	59%	False	False	63,095
100	0.7140	0.6181	0.0959	14.2%	0.0092	1.4%	59%	False	False	50,486
120	0.7287	0.6181	0.1106	16.4%	0.0088	1.3%	51%	False	False	42,090

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.7108
2.618	0.6989
1.618	0.6917
1.000	0.6872
0.618	0.6844
HIGH	0.6800
0.618	0.6772
0.500	0.6763
0.382	0.6755
LOW	0.6727
0.618	0.6682
1.000	0.6655
1.618	0.6610
2.618	0.6537
4.250	0.6419

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	0.6763	0.6744
PP	0.6758	0.6741
S1	0.6753	0.6738

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols