CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 18-Aug-2022

Day Change Summary
	Previous	Current
	17-Aug-2022	18-Aug-2022	Change	Change %	Previous Week
Open	0.7026	0.6940	-0.0087	-1.2%	0.6915
High	0.7030	0.6973	-0.0057	-0.8%	0.7140
Low	0.6914	0.6902	-0.0013	-0.2%	0.6902
Close	0.6947	0.6920	-0.0027	-0.4%	0.7131
Range	0.0116	0.0071	-0.0045	-38.5%	0.0238
ATR	0.0088	0.0087	-0.0001	-1.4%	0.0000
Volume	110,390	93,223	-17,167	-15.6%	405,306

Daily Pivots for day following 18-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7144	0.7103	0.6959
R3	0.7073	0.7032	0.6940
R2	0.7002	0.7002	0.6933
R1	0.6961	0.6961	0.6927	0.6946
PP	0.6931	0.6931	0.6931	0.6924
S1	0.6890	0.6890	0.6913	0.6875
S2	0.6860	0.6860	0.6907
S3	0.6789	0.6819	0.6900
S4	0.6718	0.6748	0.6881

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7772	0.7689	0.7262
R3	0.7534	0.7451	0.7196
R2	0.7296	0.7296	0.7175
R1	0.7213	0.7213	0.7153	0.7255
PP	0.7058	0.7058	0.7058	0.7078
S1	0.6975	0.6975	0.7109	0.7017
S2	0.6820	0.6820	0.7087
S3	0.6582	0.6737	0.7066
S4	0.6344	0.6499	0.7000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7132	0.6902	0.0231	3.3%	0.0079	1.1%	8%	False	True	87,533
10	0.7140	0.6874	0.0267	3.9%	0.0089	1.3%	17%	False	False	85,492
20	0.7140	0.6874	0.0267	3.9%	0.0086	1.2%	17%	False	False	87,275
40	0.7140	0.6686	0.0454	6.6%	0.0085	1.2%	52%	False	False	91,391
60	0.7291	0.6686	0.0605	8.7%	0.0087	1.3%	39%	False	False	80,876
80	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	39%	False	False	60,713
100	0.7665	0.6686	0.0979	14.1%	0.0084	1.2%	24%	False	False	48,584
120	0.7665	0.6686	0.0979	14.1%	0.0078	1.1%	24%	False	False	40,493

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7274
2.618	0.7158
1.618	0.7087
1.000	0.7044
0.618	0.7016
HIGH	0.6973
0.618	0.6945
0.500	0.6937
0.382	0.6929
LOW	0.6902
0.618	0.6858
1.000	0.6831
1.618	0.6787
2.618	0.6716
4.250	0.6600

Fisher Pivots for day following 18-Aug-2022
Pivot	1 day	3 day
R1	0.6937	0.6972
PP	0.6931	0.6955
S1	0.6926	0.6937

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

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