CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Nov-2022

Day Change Summary
	Previous	Current
	21-Nov-2022	22-Nov-2022	Change	Change %	Previous Week
Open	0.6679	0.6612	-0.0067	-1.0%	0.6689
High	0.6689	0.6657	-0.0033	-0.5%	0.6805
Low	0.6591	0.6608	0.0018	0.3%	0.6640
Close	0.6604	0.6649	0.0045	0.7%	0.6681
Range	0.0099	0.0049	-0.0050	-50.8%	0.0165
ATR	0.0112	0.0108	-0.0004	-3.8%	0.0000
Volume	63,416	59,315	-4,101	-6.5%	509,896

Daily Pivots for day following 22-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6783	0.6764	0.6675
R3	0.6735	0.6716	0.6662
R2	0.6686	0.6686	0.6657
R1	0.6667	0.6667	0.6653	0.6677
PP	0.6638	0.6638	0.6638	0.6642
S1	0.6619	0.6619	0.6644	0.6628
S2	0.6589	0.6589	0.6640
S3	0.6541	0.6570	0.6635
S4	0.6492	0.6522	0.6622

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	0.6800	0.6591	0.0209	3.1%	0.0081	1.2%	28%	False	False	77,491
10	0.6805	0.6394	0.0411	6.2%	0.0107	1.6%	62%	False	False	99,290
20	0.6805	0.6281	0.0524	7.9%	0.0109	1.6%	70%	False	False	103,324
40	0.6805	0.6181	0.0624	9.4%	0.0113	1.7%	75%	False	False	105,150
60	0.6965	0.6181	0.0784	11.8%	0.0105	1.6%	60%	False	False	88,901
80	0.7140	0.6181	0.0959	14.4%	0.0098	1.5%	49%	False	False	66,735
100	0.7140	0.6181	0.0959	14.4%	0.0093	1.4%	49%	False	False	53,417
120	0.7287	0.6181	0.1106	16.6%	0.0089	1.3%	42%	False	False	44,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	0.6863
2.618	0.6783
1.618	0.6735
1.000	0.6705
0.618	0.6686
HIGH	0.6657
0.618	0.6638
0.500	0.6632
0.382	0.6627
LOW	0.6608
0.618	0.6578
1.000	0.6560
1.618	0.6530
2.618	0.6481
4.250	0.6402

Fisher Pivots for day following 22-Nov-2022
Pivot	1 day	3 day
R1	0.6643	0.6663
PP	0.6638	0.6658
S1	0.6632	0.6653

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

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