CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	0.6612	0.6650	0.0038	0.6%	0.6689
High	0.6657	0.6745	0.0088	1.3%	0.6805
Low	0.6608	0.6640	0.0032	0.5%	0.6640
Close	0.6649	0.6739	0.0090	1.4%	0.6681
Range	0.0049	0.0105	0.0057	116.5%	0.0165
ATR	0.0108	0.0107	0.0000	-0.2%	0.0000
Volume	59,315	80,730	21,415	36.1%	509,896

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.6986	0.6796
R3	0.6918	0.6881	0.6767
R2	0.6813	0.6813	0.6758
R1	0.6776	0.6776	0.6748	0.6794
PP	0.6708	0.6708	0.6708	0.6717
S1	0.6671	0.6671	0.6729	0.6689
S2	0.6603	0.6603	0.6719
S3	0.6498	0.6566	0.6710
S4	0.6393	0.6461	0.6681

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	0.6758	0.6591	0.0167	2.5%	0.0088	1.3%	89%	False	False	74,790
10	0.6805	0.6394	0.0411	6.1%	0.0107	1.6%	84%	False	False	98,177
20	0.6805	0.6281	0.0524	7.8%	0.0107	1.6%	87%	False	False	101,279
40	0.6805	0.6181	0.0624	9.3%	0.0111	1.7%	89%	False	False	103,736
60	0.6928	0.6181	0.0747	11.1%	0.0105	1.6%	75%	False	False	90,237
80	0.7140	0.6181	0.0959	14.2%	0.0098	1.5%	58%	False	False	67,743
100	0.7140	0.6181	0.0959	14.2%	0.0093	1.4%	58%	False	False	54,223
120	0.7232	0.6181	0.1051	15.6%	0.0090	1.3%	53%	False	False	45,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7191
2.618	0.7019
1.618	0.6914
1.000	0.6850
0.618	0.6809
HIGH	0.6745
0.618	0.6704
0.500	0.6692
0.382	0.6680
LOW	0.6640
0.618	0.6575
1.000	0.6535
1.618	0.6470
2.618	0.6365
4.250	0.6193

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	0.6723	0.6715
PP	0.6708	0.6691
S1	0.6692	0.6668

Download as Excel Spreadsheet

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

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