CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	0.6688	0.6794	0.0106	1.6%	0.6679
High	0.6806	0.6858	0.0053	0.8%	0.6786
Low	0.6675	0.6787	0.0112	1.7%	0.6591
Close	0.6794	0.6822	0.0028	0.4%	0.6748
Range	0.0131	0.0072	-0.0060	-45.4%	0.0195
ATR	0.0106	0.0104	-0.0002	-2.3%	0.0000
Volume	123,617	124,083	466	0.4%	291,281

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7037	0.7001	0.6861
R3	0.6965	0.6929	0.6842
R2	0.6894	0.6894	0.6835
R1	0.6858	0.6858	0.6829	0.6876
PP	0.6822	0.6822	0.6822	0.6831
S1	0.6786	0.6786	0.6815	0.6804
S2	0.6751	0.6751	0.6809
S3	0.6679	0.6715	0.6802
S4	0.6608	0.6643	0.6783

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	0.6858	0.6645	0.0214	3.1%	0.0091	1.3%	83%	True	False	101,852
10	0.6858	0.6591	0.0268	3.9%	0.0090	1.3%	87%	True	False	88,321
20	0.6858	0.6281	0.0578	8.5%	0.0106	1.6%	94%	True	False	102,229
40	0.6858	0.6181	0.0677	9.9%	0.0109	1.6%	95%	True	False	102,810
60	0.6928	0.6181	0.0747	10.9%	0.0106	1.6%	86%	False	False	98,333
80	0.7140	0.6181	0.0959	14.1%	0.0100	1.5%	67%	False	False	74,097
100	0.7140	0.6181	0.0959	14.1%	0.0094	1.4%	67%	False	False	59,313
120	0.7140	0.6181	0.0959	14.1%	0.0091	1.3%	67%	False	False	49,440

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7162
2.618	0.7045
1.618	0.6974
1.000	0.6930
0.618	0.6902
HIGH	0.6858
0.618	0.6831
0.500	0.6822
0.382	0.6814
LOW	0.6787
0.618	0.6742
1.000	0.6715
1.618	0.6671
2.618	0.6599
4.250	0.6483

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	0.6822	0.6798
PP	0.6822	0.6775
S1	0.6822	0.6751

Download as Excel Spreadsheet

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

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