CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	0.6692	0.6725	0.0033	0.5%	0.6725
High	0.6745	0.6783	0.0038	0.6%	0.6858
Low	0.6671	0.6701	0.0030	0.4%	0.6645
Close	0.6734	0.6773	0.0040	0.6%	0.6813
Range	0.0074	0.0083	0.0009	11.5%	0.0214
ATR	0.0102	0.0101	-0.0001	-1.4%	0.0000
Volume	76,161	65,035	-11,126	-14.6%	515,354

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7000	0.6969	0.6818
R3	0.6917	0.6886	0.6796
R2	0.6835	0.6835	0.6788
R1	0.6804	0.6804	0.6781	0.6819
PP	0.6752	0.6752	0.6752	0.6760
S1	0.6721	0.6721	0.6765	0.6737
S2	0.6670	0.6670	0.6758
S3	0.6587	0.6639	0.6750
S4	0.6505	0.6556	0.6728

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	0.6855	0.6671	0.0184	2.7%	0.0096	1.4%	55%	False	False	82,033
10	0.6858	0.6645	0.0214	3.2%	0.0094	1.4%	60%	False	False	91,942
20	0.6858	0.6394	0.0464	6.9%	0.0100	1.5%	82%	False	False	95,060
40	0.6858	0.6181	0.0677	10.0%	0.0108	1.6%	87%	False	False	101,831
60	0.6858	0.6181	0.0677	10.0%	0.0106	1.6%	87%	False	False	101,152
80	0.7037	0.6181	0.0856	12.6%	0.0101	1.5%	69%	False	False	79,216
100	0.7140	0.6181	0.0959	14.2%	0.0095	1.4%	62%	False	False	63,412
120	0.7140	0.6181	0.0959	14.2%	0.0091	1.3%	62%	False	False	52,855

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7134
2.618	0.6999
1.618	0.6916
1.000	0.6866
0.618	0.6834
HIGH	0.6783
0.618	0.6751
0.500	0.6742
0.382	0.6732
LOW	0.6701
0.618	0.6650
1.000	0.6618
1.618	0.6567
2.618	0.6485
4.250	0.6350

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	0.6763	0.6758
PP	0.6752	0.6742
S1	0.6742	0.6727

Download as Excel Spreadsheet

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

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