CME Australian Dollar Future March 2023

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	0.7040	0.6962	-0.0078	-1.1%	0.6998
High	0.7040	0.6962	-0.0078	-1.1%	0.7140
Low	0.7040	0.6962	-0.0078	-1.1%	0.6975
Close	0.7040	0.6962	-0.0078	-1.1%	0.7141
Range
ATR	0.0058	0.0059	0.0001	2.5%	0.0000
Volume

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6962	0.6962	0.6962
R3	0.6962	0.6962	0.6962
R2	0.6962	0.6962	0.6962
R1	0.6962	0.6962	0.6962	0.6962
PP	0.6962	0.6962	0.6962	0.6962
S1	0.6962	0.6962	0.6962	0.6962
S2	0.6962	0.6962	0.6962
S3	0.6962	0.6962	0.6962
S4	0.6962	0.6962	0.6962

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7526	0.7232
R3	0.7415	0.7361	0.7186
R2	0.7250	0.7250	0.7171
R1	0.7196	0.7196	0.7156	0.7223
PP	0.7085	0.7085	0.7085	0.7099
S1	0.7031	0.7031	0.7126	0.7058
S2	0.6920	0.6920	0.7111
S3	0.6755	0.6866	0.7096
S4	0.6590	0.6701	0.7050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7140	0.6962	0.0178	2.6%	0.0016	0.2%	0%	False	True
10	0.7140	0.6891	0.0249	3.6%	0.0016	0.2%	28%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.6962
2.618	0.6962
1.618	0.6962
1.000	0.6962
0.618	0.6962
HIGH	0.6962
0.618	0.6962
0.500	0.6962
0.382	0.6962
LOW	0.6962
0.618	0.6962
1.000	0.6962
1.618	0.6962
2.618	0.6962
4.250	0.6962

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	0.6962	0.7001
PP	0.6962	0.6988
S1	0.6962	0.6975

Download as Excel Spreadsheet

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

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