One or more of four things could be wrong.

1: Your rear main seal is bad.
2. Oil Pan gasket is bad.
3. Oil Filter is lose.
4. Transmission is leaking.

I would start with getting an oil change and see if that helps. After that you are going to have to take it to a good mechanic and get it checked out.

Transmission fluid has a different smell than motoroil burning on a hot exaust.