CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.6798	0.6749	-0.0050	-0.7%	0.6793
High	0.6800	0.6896	0.0096	1.4%	0.6855
Low	0.6731	0.6723	-0.0008	-0.1%	0.6671
Close	0.6744	0.6860	0.0116	1.7%	0.6805
Range	0.0069	0.0173	0.0104	150.0%	0.0184
ATR	0.0097	0.0102	0.0005	5.6%	0.0000
Volume	64,691	172,476	107,785	166.6%	402,823

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7274	0.6954
R3	0.7171	0.7102	0.6907
R2	0.6999	0.6999	0.6891
R1	0.6929	0.6929	0.6875	0.6964
PP	0.6826	0.6826	0.6826	0.6843
S1	0.6757	0.6757	0.6844	0.6791
S2	0.6654	0.6654	0.6828
S3	0.6481	0.6584	0.6812
S4	0.6309	0.6412	0.6765

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	0.6896	0.6671	0.0225	3.3%	0.0094	1.4%	84%	True	False	92,986
10	0.6896	0.6671	0.0225	3.3%	0.0099	1.4%	84%	True	False	98,160
20	0.6896	0.6591	0.0305	4.4%	0.0094	1.4%	88%	True	False	92,688
40	0.6896	0.6219	0.0677	9.9%	0.0106	1.5%	95%	True	False	101,734
60	0.6896	0.6181	0.0715	10.4%	0.0108	1.6%	95%	True	False	102,510
80	0.7018	0.6181	0.0837	12.2%	0.0102	1.5%	81%	False	False	83,257
100	0.7140	0.6181	0.0959	14.0%	0.0096	1.4%	71%	False	False	66,648
120	0.7140	0.6181	0.0959	14.0%	0.0092	1.3%	71%	False	False	55,548

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	0.0023
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7347
1.618	0.7175
1.000	0.7068
0.618	0.7002
HIGH	0.6896
0.618	0.6830
0.500	0.6809
0.382	0.6789
LOW	0.6723
0.618	0.6616
1.000	0.6551
1.618	0.6444
2.618	0.6271
4.250	0.5990

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.6843	0.6843
PP	0.6826	0.6826
S1	0.6809	0.6809

Download as Excel Spreadsheet

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

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