CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 29-Nov-2022

Day Change Summary
	Previous	Current
	28-Nov-2022	29-Nov-2022	Change	Change %	Previous Week
Open	0.6725	0.6656	-0.0070	-1.0%	0.6679
High	0.6730	0.6754	0.0024	0.4%	0.6786
Low	0.6646	0.6645	-0.0002	0.0%	0.6591
Close	0.6651	0.6691	0.0041	0.6%	0.6748
Range	0.0084	0.0109	0.0026	30.5%	0.0195
ATR	0.0104	0.0104	0.0000	0.3%	0.0000
Volume	88,757	84,985	-3,772	-4.2%	291,281

Daily Pivots for day following 29-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7023	0.6966	0.6751
R3	0.6914	0.6857	0.6721
R2	0.6805	0.6805	0.6711
R1	0.6748	0.6748	0.6701	0.6777
PP	0.6696	0.6696	0.6696	0.6711
S1	0.6639	0.6639	0.6681	0.6668
S2	0.6587	0.6587	0.6671
S3	0.6478	0.6530	0.6661
S4	0.6369	0.6421	0.6631

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	0.6608	0.0178	2.7%	0.0081	1.2%	47%	False	False	80,321
10	0.6805	0.6591	0.0214	3.2%	0.0088	1.3%	47%	False	False	87,216
20	0.6805	0.6281	0.0524	7.8%	0.0108	1.6%	78%	False	False	100,028
40	0.6805	0.6181	0.0624	9.3%	0.0109	1.6%	82%	False	False	102,103
60	0.6928	0.6181	0.0747	11.2%	0.0106	1.6%	68%	False	False	94,385
80	0.7140	0.6181	0.0959	14.3%	0.0099	1.5%	53%	False	False	71,009
100	0.7140	0.6181	0.0959	14.3%	0.0094	1.4%	53%	False	False	56,838
120	0.7184	0.6181	0.1003	15.0%	0.0091	1.4%	51%	False	False	47,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7217
2.618	0.7039
1.618	0.6930
1.000	0.6863
0.618	0.6821
HIGH	0.6754
0.618	0.6712
0.500	0.6699
0.382	0.6686
LOW	0.6645
0.618	0.6577
1.000	0.6536
1.618	0.6468
2.618	0.6359
4.250	0.6181

Fisher Pivots for day following 29-Nov-2022
Pivot	1 day	3 day
R1	0.6699	0.6715
PP	0.6696	0.6707
S1	0.6694	0.6699

Download as Excel Spreadsheet

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

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