CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	0.6693	0.6679	-0.0015	-0.2%	0.6689
High	0.6736	0.6689	-0.0047	-0.7%	0.6805
Low	0.6667	0.6591	-0.0076	-1.1%	0.6640
Close	0.6681	0.6604	-0.0077	-1.2%	0.6681
Range	0.0070	0.0099	0.0029	41.7%	0.0165
ATR	0.0113	0.0112	-0.0001	-0.9%	0.0000
Volume	70,037	63,416	-6,621	-9.5%	509,896

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6923	0.6862	0.6658
R3	0.6825	0.6764	0.6631
R2	0.6726	0.6726	0.6622
R1	0.6665	0.6665	0.6613	0.6647
PP	0.6628	0.6628	0.6628	0.6619
S1	0.6567	0.6567	0.6595	0.6548
S2	0.6529	0.6529	0.6586
S3	0.6431	0.6468	0.6577
S4	0.6332	0.6370	0.6550

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	0.6591	0.0214	3.2%	0.0094	1.4%	6%	False	True	94,112
10	0.6805	0.6394	0.0411	6.2%	0.0113	1.7%	51%	False	False	102,277
20	0.6805	0.6281	0.0524	7.9%	0.0112	1.7%	62%	False	False	105,090
40	0.6805	0.6181	0.0624	9.4%	0.0114	1.7%	68%	False	False	105,936
60	0.6965	0.6181	0.0784	11.9%	0.0106	1.6%	54%	False	False	87,934
80	0.7140	0.6181	0.0959	14.5%	0.0098	1.5%	44%	False	False	65,994
100	0.7140	0.6181	0.0959	14.5%	0.0094	1.4%	44%	False	False	52,824
120	0.7287	0.6181	0.1106	16.7%	0.0089	1.4%	38%	False	False	44,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7108
2.618	0.6947
1.618	0.6848
1.000	0.6788
0.618	0.6750
HIGH	0.6689
0.618	0.6651
0.500	0.6640
0.382	0.6628
LOW	0.6591
0.618	0.6530
1.000	0.6492
1.618	0.6431
2.618	0.6333
4.250	0.6172

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	0.6640	0.6674
PP	0.6628	0.6651
S1	0.6616	0.6627

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