CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	0.6704	0.6692	-0.0012	-0.2%	0.6725
High	0.6748	0.6745	-0.0003	0.0%	0.6858
Low	0.6684	0.6671	-0.0013	-0.2%	0.6645
Close	0.6690	0.6734	0.0044	0.7%	0.6813
Range	0.0064	0.0074	0.0011	16.5%	0.0214
ATR	0.0104	0.0102	-0.0002	-2.1%	0.0000
Volume	79,117	76,161	-2,956	-3.7%	515,354

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6939	0.6910	0.6774
R3	0.6865	0.6836	0.6754
R2	0.6791	0.6791	0.6747
R1	0.6762	0.6762	0.6740	0.6776
PP	0.6717	0.6717	0.6717	0.6724
S1	0.6688	0.6688	0.6727	0.6702
S2	0.6643	0.6643	0.6720
S3	0.6569	0.6614	0.6713
S4	0.6495	0.6540	0.6693

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	0.6671	0.0187	2.8%	0.0094	1.4%	33%	False	True	93,842
10	0.6858	0.6640	0.0219	3.2%	0.0096	1.4%	43%	False	False	93,512
20	0.6858	0.6394	0.0464	6.9%	0.0101	1.5%	73%	False	False	96,401
40	0.6858	0.6181	0.0677	10.1%	0.0108	1.6%	82%	False	False	102,344
60	0.6858	0.6181	0.0677	10.1%	0.0105	1.6%	82%	False	False	102,329
80	0.7042	0.6181	0.0861	12.8%	0.0100	1.5%	64%	False	False	78,405
100	0.7140	0.6181	0.0959	14.2%	0.0095	1.4%	58%	False	False	62,762
120	0.7140	0.6181	0.0959	14.2%	0.0091	1.4%	58%	False	False	52,313

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7060
2.618	0.6939
1.618	0.6865
1.000	0.6819
0.618	0.6791
HIGH	0.6745
0.618	0.6717
0.500	0.6708
0.382	0.6699
LOW	0.6671
0.618	0.6625
1.000	0.6597
1.618	0.6551
2.618	0.6477
4.250	0.6357

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	0.6725	0.6763
PP	0.6717	0.6753
S1	0.6708	0.6743

Download as Excel Spreadsheet

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

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