CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.6749	0.6857	0.0109	1.6%	0.6793
High	0.6896	0.6884	-0.0012	-0.2%	0.6855
Low	0.6723	0.6812	0.0089	1.3%	0.6671
Close	0.6860	0.6850	-0.0010	-0.1%	0.6805
Range	0.0173	0.0072	-0.0101	-58.3%	0.0184
ATR	0.0102	0.0100	-0.0002	-2.1%	0.0000
Volume	172,476	139,269	-33,207	-19.3%	402,823

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7064	0.7029	0.6890
R3	0.6992	0.6957	0.6870
R2	0.6920	0.6920	0.6863
R1	0.6885	0.6885	0.6857	0.6867
PP	0.6848	0.6848	0.6848	0.6839
S1	0.6813	0.6813	0.6843	0.6795
S2	0.6776	0.6776	0.6837
S3	0.6704	0.6741	0.6830
S4	0.6632	0.6669	0.6810

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	0.6701	0.0195	2.8%	0.0093	1.4%	77%	False	False	105,608
10	0.6896	0.6671	0.0225	3.3%	0.0094	1.4%	80%	False	False	99,725
20	0.6896	0.6591	0.0305	4.5%	0.0092	1.3%	85%	False	False	92,531
40	0.6896	0.6219	0.0677	9.9%	0.0106	1.5%	93%	False	False	103,093
60	0.6896	0.6181	0.0715	10.4%	0.0108	1.6%	94%	False	False	103,549
80	0.7018	0.6181	0.0837	12.2%	0.0102	1.5%	80%	False	False	84,997
100	0.7140	0.6181	0.0959	14.0%	0.0096	1.4%	70%	False	False	68,041
120	0.7140	0.6181	0.0959	14.0%	0.0092	1.3%	70%	False	False	56,709

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7190
2.618	0.7072
1.618	0.7000
1.000	0.6956
0.618	0.6928
HIGH	0.6884
0.618	0.6856
0.500	0.6848
0.382	0.6839
LOW	0.6812
0.618	0.6767
1.000	0.6740
1.618	0.6695
2.618	0.6623
4.250	0.6506

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.6849	0.6836
PP	0.6848	0.6823
S1	0.6848	0.6809

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

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