CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	0.6656	0.6688	0.0033	0.5%	0.6679
High	0.6754	0.6806	0.0052	0.8%	0.6786
Low	0.6645	0.6675	0.0030	0.5%	0.6591
Close	0.6691	0.6794	0.0103	1.5%	0.6748
Range	0.0109	0.0131	0.0022	20.2%	0.0195
ATR	0.0104	0.0106	0.0002	1.8%	0.0000
Volume	84,985	123,617	38,632	45.5%	291,281

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7151	0.7104	0.6866
R3	0.7020	0.6973	0.6830
R2	0.6889	0.6889	0.6818
R1	0.6842	0.6842	0.6806	0.6865
PP	0.6758	0.6758	0.6758	0.6770
S1	0.6711	0.6711	0.6782	0.6734
S2	0.6627	0.6627	0.6770
S3	0.6496	0.6580	0.6758
S4	0.6365	0.6449	0.6722

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	0.6806	0.6640	0.0166	2.4%	0.0098	1.4%	93%	True	False	93,181
10	0.6806	0.6591	0.0215	3.2%	0.0090	1.3%	95%	True	False	85,336
20	0.6806	0.6281	0.0525	7.7%	0.0110	1.6%	98%	True	False	101,386
40	0.6806	0.6181	0.0625	9.2%	0.0110	1.6%	98%	True	False	102,141
60	0.6928	0.6181	0.0747	11.0%	0.0106	1.6%	82%	False	False	96,370
80	0.7140	0.6181	0.0959	14.1%	0.0099	1.5%	64%	False	False	72,546
100	0.7140	0.6181	0.0959	14.1%	0.0094	1.4%	64%	False	False	58,074
120	0.7140	0.6181	0.0959	14.1%	0.0091	1.3%	64%	False	False	48,406

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7362
2.618	0.7148
1.618	0.7017
1.000	0.6937
0.618	0.6886
HIGH	0.6806
0.618	0.6755
0.500	0.6740
0.382	0.6725
LOW	0.6675
0.618	0.6594
1.000	0.6544
1.618	0.6463
2.618	0.6332
4.250	0.6118

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	0.6776	0.6771
PP	0.6758	0.6748
S1	0.6740	0.6725

Download as Excel Spreadsheet

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

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