CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	0.6725	0.6773	0.0049	0.7%	0.6793
High	0.6783	0.6816	0.0033	0.5%	0.6855
Low	0.6701	0.6745	0.0045	0.7%	0.6671
Close	0.6773	0.6805	0.0032	0.5%	0.6805
Range	0.0083	0.0071	-0.0012	-14.5%	0.0184
ATR	0.0101	0.0099	-0.0002	-2.1%	0.0000
Volume	65,035	86,569	21,534	33.1%	402,823

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7000	0.6973	0.6844
R3	0.6930	0.6903	0.6824
R2	0.6859	0.6859	0.6818
R1	0.6832	0.6832	0.6811	0.6846
PP	0.6789	0.6789	0.6789	0.6795
S1	0.6762	0.6762	0.6799	0.6775
S2	0.6718	0.6718	0.6792
S3	0.6648	0.6691	0.6786
S4	0.6577	0.6621	0.6766

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7329	0.7251	0.6906
R3	0.7145	0.7067	0.6856
R2	0.6961	0.6961	0.6839
R1	0.6883	0.6883	0.6822	0.6922
PP	0.6777	0.6777	0.6777	0.6797
S1	0.6699	0.6699	0.6788	0.6738
S2	0.6593	0.6593	0.6771
S3	0.6409	0.6515	0.6754
S4	0.6225	0.6331	0.6704

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%	0.0091	1.3%	73%	False	False	80,564
10	0.6858	0.6645	0.0214	3.1%	0.0095	1.4%	75%	False	False	91,817
20	0.6858	0.6586	0.0273	4.0%	0.0091	1.3%	81%	False	False	91,831
40	0.6858	0.6205	0.0654	9.6%	0.0107	1.6%	92%	False	False	100,889
60	0.6858	0.6181	0.0677	9.9%	0.0106	1.6%	92%	False	False	101,257
80	0.7018	0.6181	0.0837	12.3%	0.0100	1.5%	75%	False	False	80,296
100	0.7140	0.6181	0.0959	14.1%	0.0095	1.4%	65%	False	False	64,277
120	0.7140	0.6181	0.0959	14.1%	0.0091	1.3%	65%	False	False	53,574

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7115
2.618	0.7000
1.618	0.6930
1.000	0.6886
0.618	0.6859
HIGH	0.6816
0.618	0.6789
0.500	0.6780
0.382	0.6772
LOW	0.6745
0.618	0.6701
1.000	0.6675
1.618	0.6631
2.618	0.6560
4.250	0.6445

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	0.6797	0.6784
PP	0.6789	0.6764
S1	0.6780	0.6743

Download as Excel Spreadsheet

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

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