CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.6705	0.6697	-0.0008	-0.1%	0.6798
High	0.6736	0.6732	-0.0004	-0.1%	0.6896
Low	0.6676	0.6684	0.0008	0.1%	0.6676
Close	0.6694	0.6723	0.0029	0.4%	0.6694
Range	0.0060	0.0048	-0.0012	-20.0%	0.0220
ATR	0.0103	0.0099	-0.0004	-3.8%	0.0000
Volume	14,913	205	-14,708	-98.6%	492,568

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6857	0.6838	0.6749
R3	0.6809	0.6790	0.6736
R2	0.6761	0.6761	0.6731
R1	0.6742	0.6742	0.6727	0.6751
PP	0.6713	0.6713	0.6713	0.6718
S1	0.6694	0.6694	0.6718	0.6703
S2	0.6665	0.6665	0.6714
S3	0.6617	0.6646	0.6709
S4	0.6569	0.6598	0.6696

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%	0.0109	1.6%	21%	False	False	85,616
10	0.6896	0.6671	0.0225	3.3%	0.0091	1.3%	23%	False	False	79,965
20	0.6896	0.6591	0.0305	4.5%	0.0094	1.4%	43%	False	False	85,111
40	0.6896	0.6281	0.0615	9.1%	0.0104	1.5%	72%	False	False	97,348
60	0.6896	0.6181	0.0715	10.6%	0.0107	1.6%	76%	False	False	99,852
80	0.7018	0.6181	0.0837	12.5%	0.0103	1.5%	65%	False	False	86,444
100	0.7140	0.6181	0.0959	14.3%	0.0097	1.4%	56%	False	False	69,184
120	0.7140	0.6181	0.0959	14.3%	0.0093	1.4%	56%	False	False	57,677

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 87 trading days

Fibonacci Retracements and Extensions
4.250	0.6936
2.618	0.6858
1.618	0.6810
1.000	0.6780
0.618	0.6762
HIGH	0.6732
0.618	0.6714
0.500	0.6708
0.382	0.6702
LOW	0.6684
0.618	0.6654
1.000	0.6636
1.618	0.6606
2.618	0.6558
4.250	0.6480

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.6718	0.6773
PP	0.6713	0.6756
S1	0.6708	0.6739

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

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