CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	0.6794	0.6813	0.0020	0.3%	0.6725
High	0.6858	0.6840	-0.0019	-0.3%	0.6858
Low	0.6787	0.6745	-0.0042	-0.6%	0.6645
Close	0.6822	0.6813	-0.0010	-0.1%	0.6813
Range	0.0072	0.0095	0.0023	32.2%	0.0214
ATR	0.0104	0.0103	-0.0001	-0.6%	0.0000
Volume	124,083	93,912	-30,171	-24.3%	515,354

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7083	0.7042	0.6864
R3	0.6988	0.6948	0.6838
R2	0.6894	0.6894	0.6830
R1	0.6853	0.6853	0.6821	0.6826
PP	0.6799	0.6799	0.6799	0.6786
S1	0.6759	0.6759	0.6804	0.6732
S2	0.6705	0.6705	0.6795
S3	0.6610	0.6664	0.6787
S4	0.6516	0.6570	0.6761

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7412	0.7326	0.6930
R3	0.7199	0.7112	0.6871
R2	0.6985	0.6985	0.6852
R1	0.6899	0.6899	0.6832	0.6942
PP	0.6772	0.6772	0.6772	0.6793
S1	0.6685	0.6685	0.6793	0.6729
S2	0.6558	0.6558	0.6773
S3	0.6345	0.6472	0.6754
S4	0.6131	0.6258	0.6695

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%	0.0098	1.4%	79%	False	False	103,070
10	0.6858	0.6591	0.0268	3.9%	0.0087	1.3%	83%	False	False	87,667
20	0.6858	0.6294	0.0564	8.3%	0.0106	1.6%	92%	False	False	101,608
40	0.6858	0.6181	0.0677	9.9%	0.0107	1.6%	93%	False	False	102,971
60	0.6928	0.6181	0.0747	11.0%	0.0107	1.6%	85%	False	False	99,734
80	0.7140	0.6181	0.0959	14.1%	0.0099	1.5%	66%	False	False	75,268
100	0.7140	0.6181	0.0959	14.1%	0.0094	1.4%	66%	False	False	60,252
120	0.7140	0.6181	0.0959	14.1%	0.0091	1.3%	66%	False	False	50,222

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7241
2.618	0.7087
1.618	0.6992
1.000	0.6934
0.618	0.6898
HIGH	0.6840
0.618	0.6803
0.500	0.6792
0.382	0.6781
LOW	0.6745
0.618	0.6687
1.000	0.6651
1.618	0.6592
2.618	0.6498
4.250	0.6343

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	0.6806	0.6797
PP	0.6799	0.6782
S1	0.6792	0.6766

Download as Excel Spreadsheet

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

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