CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	0.6650	0.6736	0.0086	1.3%	0.6679
High	0.6745	0.6786	0.0041	0.6%	0.6786
Low	0.6640	0.6725	0.0085	1.3%	0.6591
Close	0.6739	0.6748	0.0010	0.1%	0.6748
Range	0.0105	0.0061	-0.0044	-41.9%	0.0195
ATR	0.0107	0.0104	-0.0003	-3.1%	0.0000
Volume	80,730	87,820	7,090	8.8%	291,281

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6936	0.6903	0.6782
R3	0.6875	0.6842	0.6765
R2	0.6814	0.6814	0.6759
R1	0.6781	0.6781	0.6754	0.6797
PP	0.6753	0.6753	0.6753	0.6761
S1	0.6720	0.6720	0.6742	0.6736
S2	0.6692	0.6692	0.6737
S3	0.6631	0.6659	0.6731
S4	0.6570	0.6598	0.6714

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7293	0.7216	0.6855
R3	0.7098	0.7021	0.6802
R2	0.6903	0.6903	0.6784
R1	0.6826	0.6826	0.6766	0.6864
PP	0.6708	0.6708	0.6708	0.6727
S1	0.6631	0.6631	0.6730	0.6669
S2	0.6513	0.6513	0.6712
S3	0.6318	0.6436	0.6694
S4	0.6123	0.6241	0.6641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6786	0.6591	0.0195	2.9%	0.0077	1.1%	81%	True	False	72,263
10	0.6805	0.6586	0.0219	3.2%	0.0088	1.3%	74%	False	False	91,844
20	0.6805	0.6281	0.0524	7.8%	0.0106	1.6%	89%	False	False	99,740
40	0.6805	0.6181	0.0624	9.2%	0.0111	1.6%	91%	False	False	103,289
60	0.6928	0.6181	0.0747	11.1%	0.0105	1.6%	76%	False	False	91,630
80	0.7140	0.6181	0.0959	14.2%	0.0098	1.5%	59%	False	False	68,839
100	0.7140	0.6181	0.0959	14.2%	0.0093	1.4%	59%	False	False	55,101
120	0.7232	0.6181	0.1051	15.6%	0.0090	1.3%	54%	False	False	45,936

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7045
2.618	0.6945
1.618	0.6884
1.000	0.6847
0.618	0.6823
HIGH	0.6786
0.618	0.6762
0.500	0.6755
0.382	0.6748
LOW	0.6725
0.618	0.6687
1.000	0.6664
1.618	0.6626
2.618	0.6565
4.250	0.6465

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	0.6755	0.6731
PP	0.6753	0.6714
S1	0.6750	0.6697

Download as Excel Spreadsheet

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

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