CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	0.6745	0.6693	-0.0052	-0.8%	0.6689
High	0.6758	0.6736	-0.0022	-0.3%	0.6805
Low	0.6640	0.6667	0.0027	0.4%	0.6640
Close	0.6691	0.6681	-0.0010	-0.1%	0.6681
Range	0.0118	0.0070	-0.0048	-40.9%	0.0165
ATR	0.0116	0.0113	-0.0003	-2.9%	0.0000
Volume	100,452	70,037	-30,415	-30.3%	509,896

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6903	0.6862	0.6719
R3	0.6834	0.6792	0.6700
R2	0.6764	0.6764	0.6694
R1	0.6723	0.6723	0.6687	0.6709
PP	0.6695	0.6695	0.6695	0.6688
S1	0.6653	0.6653	0.6675	0.6639
S2	0.6625	0.6625	0.6668
S3	0.6556	0.6584	0.6662
S4	0.6486	0.6514	0.6643

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7202	0.7106	0.6771
R3	0.7038	0.6942	0.6726
R2	0.6873	0.6873	0.6711
R1	0.6777	0.6777	0.6696	0.6743
PP	0.6709	0.6709	0.6709	0.6691
S1	0.6613	0.6613	0.6666	0.6578
S2	0.6544	0.6544	0.6651
S3	0.6380	0.6448	0.6636
S4	0.6215	0.6284	0.6591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6805	0.6640	0.0165	2.5%	0.0086	1.3%	25%	False	False	101,979
10	0.6805	0.6394	0.0411	6.1%	0.0112	1.7%	70%	False	False	105,750
20	0.6805	0.6281	0.0524	7.8%	0.0114	1.7%	76%	False	False	109,586
40	0.6805	0.6181	0.0624	9.3%	0.0114	1.7%	80%	False	False	107,222
60	0.7018	0.6181	0.0837	12.5%	0.0106	1.6%	60%	False	False	86,888
80	0.7140	0.6181	0.0959	14.4%	0.0098	1.5%	52%	False	False	65,202
100	0.7140	0.6181	0.0959	14.4%	0.0093	1.4%	52%	False	False	52,190
120	0.7287	0.6181	0.1106	16.6%	0.0089	1.3%	45%	False	False	43,510

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7031
2.618	0.6918
1.618	0.6848
1.000	0.6806
0.618	0.6779
HIGH	0.6736
0.618	0.6709
0.500	0.6701
0.382	0.6693
LOW	0.6667
0.618	0.6624
1.000	0.6597
1.618	0.6554
2.618	0.6485
4.250	0.6371

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	0.6701	0.6720
PP	0.6695	0.6707
S1	0.6688	0.6694

Download as Excel Spreadsheet

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

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