CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	0.6813	0.6793	-0.0020	-0.3%	0.6725
High	0.6840	0.6855	0.0016	0.2%	0.6858
Low	0.6745	0.6690	-0.0055	-0.8%	0.6645
Close	0.6813	0.6700	-0.0113	-1.7%	0.6813
Range	0.0095	0.0165	0.0071	74.6%	0.0214
ATR	0.0103	0.0107	0.0004	4.3%	0.0000
Volume	93,912	95,941	2,029	2.2%	515,354

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7243	0.7136	0.6790
R3	0.7078	0.6971	0.6745
R2	0.6913	0.6913	0.6730
R1	0.6806	0.6806	0.6715	0.6777
PP	0.6748	0.6748	0.6748	0.6734
S1	0.6641	0.6641	0.6684	0.6612
S2	0.6583	0.6583	0.6669
S3	0.6418	0.6476	0.6654
S4	0.6253	0.6311	0.6609

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	3.2%	0.0114	1.7%	26%	False	False	104,507
10	0.6858	0.6591	0.0268	4.0%	0.0097	1.4%	41%	False	False	90,257
20	0.6858	0.6394	0.0464	6.9%	0.0104	1.6%	66%	False	False	98,004
40	0.6858	0.6181	0.0677	10.1%	0.0110	1.6%	77%	False	False	103,405
60	0.6928	0.6181	0.0747	11.1%	0.0107	1.6%	69%	False	False	101,164
80	0.7138	0.6181	0.0957	14.3%	0.0100	1.5%	54%	False	False	76,465
100	0.7140	0.6181	0.0959	14.3%	0.0095	1.4%	54%	False	False	61,211
120	0.7140	0.6181	0.0959	14.3%	0.0092	1.4%	54%	False	False	51,020

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7556
2.618	0.7287
1.618	0.7122
1.000	0.7020
0.618	0.6957
HIGH	0.6855
0.618	0.6792
0.500	0.6773
0.382	0.6753
LOW	0.6690
0.618	0.6588
1.000	0.6525
1.618	0.6423
2.618	0.6258
4.250	0.5989

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	0.6773	0.6774
PP	0.6748	0.6749
S1	0.6724	0.6724

Download as Excel Spreadsheet

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

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