CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	0.6857	0.6861	0.0004	0.1%	0.6793
High	0.6884	0.6871	-0.0013	-0.2%	0.6855
Low	0.6812	0.6678	-0.0134	-2.0%	0.6671
Close	0.6850	0.6704	-0.0147	-2.1%	0.6805
Range	0.0072	0.0193	0.0121	168.1%	0.0184
ATR	0.0100	0.0107	0.0007	6.6%	0.0000
Volume	139,269	101,219	-38,050	-27.3%	402,823

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7330	0.7210	0.6810
R3	0.7137	0.7017	0.6757
R2	0.6944	0.6944	0.6739
R1	0.6824	0.6824	0.6721	0.6787
PP	0.6751	0.6751	0.6751	0.6732
S1	0.6631	0.6631	0.6686	0.6594
S2	0.6558	0.6558	0.6668
S3	0.6365	0.6438	0.6650
S4	0.6172	0.6245	0.6597

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	0.6678	0.0218	3.3%	0.0115	1.7%	12%	False	True	112,844
10	0.6896	0.6671	0.0225	3.3%	0.0106	1.6%	14%	False	False	97,439
20	0.6896	0.6591	0.0305	4.5%	0.0098	1.5%	37%	False	False	92,880
40	0.6896	0.6219	0.0677	10.1%	0.0109	1.6%	72%	False	False	103,821
60	0.6896	0.6181	0.0715	10.7%	0.0110	1.6%	73%	False	False	103,349
80	0.7018	0.6181	0.0837	12.5%	0.0103	1.5%	62%	False	False	86,258
100	0.7140	0.6181	0.0959	14.3%	0.0098	1.5%	54%	False	False	69,052
120	0.7140	0.6181	0.0959	14.3%	0.0093	1.4%	54%	False	False	57,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7691
2.618	0.7376
1.618	0.7183
1.000	0.7064
0.618	0.6990
HIGH	0.6871
0.618	0.6797
0.500	0.6774
0.382	0.6751
LOW	0.6678
0.618	0.6558
1.000	0.6485
1.618	0.6365
2.618	0.6172
4.250	0.5857

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	0.6774	0.6787
PP	0.6751	0.6759
S1	0.6727	0.6731

Download as Excel Spreadsheet

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

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