CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	0.6736	0.6725	-0.0011	-0.2%	0.6679
High	0.6786	0.6730	-0.0056	-0.8%	0.6786
Low	0.6725	0.6646	-0.0079	-1.2%	0.6591
Close	0.6748	0.6651	-0.0098	-1.4%	0.6748
Range	0.0061	0.0084	0.0023	36.9%	0.0195
ATR	0.0104	0.0104	0.0000	-0.1%	0.0000
Volume	87,820	88,757	937	1.1%	291,281

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6926	0.6872	0.6696
R3	0.6842	0.6788	0.6673
R2	0.6759	0.6759	0.6666
R1	0.6705	0.6705	0.6658	0.6690
PP	0.6675	0.6675	0.6675	0.6668
S1	0.6621	0.6621	0.6643	0.6607
S2	0.6592	0.6592	0.6635
S3	0.6508	0.6538	0.6628
S4	0.6425	0.6454	0.6605

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%	0.0079	1.2%	31%	False	False	76,007
10	0.6805	0.6591	0.0214	3.2%	0.0083	1.2%	28%	False	False	88,993
20	0.6805	0.6281	0.0524	7.9%	0.0105	1.6%	71%	False	False	99,208
40	0.6805	0.6181	0.0624	9.4%	0.0109	1.6%	75%	False	False	102,374
60	0.6928	0.6181	0.0747	11.2%	0.0105	1.6%	63%	False	False	93,081
80	0.7140	0.6181	0.0959	14.4%	0.0099	1.5%	49%	False	False	69,948
100	0.7140	0.6181	0.0959	14.4%	0.0093	1.4%	49%	False	False	55,989
120	0.7200	0.6181	0.1019	15.3%	0.0090	1.4%	46%	False	False	46,669

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7084
2.618	0.6948
1.618	0.6865
1.000	0.6813
0.618	0.6781
HIGH	0.6730
0.618	0.6698
0.500	0.6688
0.382	0.6678
LOW	0.6646
0.618	0.6594
1.000	0.6563
1.618	0.6511
2.618	0.6427
4.250	0.6291

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	0.6688	0.6713
PP	0.6675	0.6692
S1	0.6663	0.6671

Download as Excel Spreadsheet

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

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