CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Dec-2022

Day Change Summary
	Previous	Current
	15-Dec-2022	16-Dec-2022	Change	Change %	Previous Week
Open	0.6861	0.6705	-0.0156	-2.3%	0.6798
High	0.6871	0.6736	-0.0135	-2.0%	0.6896
Low	0.6678	0.6676	-0.0002	0.0%	0.6676
Close	0.6704	0.6694	-0.0010	-0.1%	0.6694
Range	0.0193	0.0060	-0.0133	-68.9%	0.0220
ATR	0.0107	0.0103	-0.0003	-3.1%	0.0000
Volume	101,219	14,913	-86,306	-85.3%	492,568

Daily Pivots for day following 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6882	0.6848	0.6727
R3	0.6822	0.6788	0.6711
R2	0.6762	0.6762	0.6705
R1	0.6728	0.6728	0.6700	0.6715
PP	0.6702	0.6702	0.6702	0.6696
S1	0.6668	0.6668	0.6689	0.6655
S2	0.6642	0.6642	0.6683
S3	0.6582	0.6608	0.6678
S4	0.6522	0.6548	0.6661

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7273	0.6815
R3	0.7194	0.7054	0.6754
R2	0.6975	0.6975	0.6734
R1	0.6834	0.6834	0.6714	0.6795
PP	0.6755	0.6755	0.6755	0.6735
S1	0.6615	0.6615	0.6674	0.6575
S2	0.6536	0.6536	0.6654
S3	0.6316	0.6395	0.6634
S4	0.6097	0.6176	0.6573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6896	0.6676	0.0220	3.3%	0.0113	1.7%	8%	False	True	98,513
10	0.6896	0.6671	0.0225	3.4%	0.0102	1.5%	10%	False	False	89,539
20	0.6896	0.6591	0.0305	4.6%	0.0095	1.4%	34%	False	False	88,603
40	0.6896	0.6219	0.0677	10.1%	0.0107	1.6%	70%	False	False	101,656
60	0.6896	0.6181	0.0715	10.7%	0.0109	1.6%	72%	False	False	101,614
80	0.7018	0.6181	0.0837	12.5%	0.0103	1.5%	61%	False	False	86,444
100	0.7140	0.6181	0.0959	14.3%	0.0097	1.5%	53%	False	False	69,183
120	0.7140	0.6181	0.0959	14.3%	0.0093	1.4%	53%	False	False	57,676

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.6991
2.618	0.6893
1.618	0.6833
1.000	0.6796
0.618	0.6773
HIGH	0.6736
0.618	0.6713
0.500	0.6706
0.382	0.6699
LOW	0.6676
0.618	0.6639
1.000	0.6616
1.618	0.6579
2.618	0.6519
4.250	0.6421

Fisher Pivots for day following 16-Dec-2022
Pivot	1 day	3 day
R1	0.6706	0.6780
PP	0.6702	0.6751
S1	0.6698	0.6723

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

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