CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	0.6912	0.6885	-0.0028	-0.4%	0.6936
High	0.6925	0.6923	-0.0002	0.0%	0.6999
Low	0.6867	0.6857	-0.0010	-0.1%	0.6874
Close	0.6879	0.6911	0.0032	0.5%	0.6943
Range	0.0059	0.0066	0.0008	12.8%	0.0125
ATR	0.0087	0.0086	-0.0002	-1.7%	0.0000
Volume	84,902	100,419	15,517	18.3%	349,387

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7095	0.7069	0.6947
R3	0.7029	0.7003	0.6929
R2	0.6963	0.6963	0.6923
R1	0.6937	0.6937	0.6917	0.6950
PP	0.6897	0.6897	0.6897	0.6904
S1	0.6871	0.6871	0.6905	0.6884
S2	0.6831	0.6831	0.6899
S3	0.6765	0.6805	0.6893
S4	0.6699	0.6739	0.6875

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7313	0.7253	0.7011
R3	0.7188	0.7128	0.6977
R2	0.7063	0.7063	0.6965
R1	0.7003	0.7003	0.6954	0.7033
PP	0.6938	0.6938	0.6938	0.6953
S1	0.6878	0.6878	0.6931	0.6908
S2	0.6813	0.6813	0.6920
S3	0.6688	0.6753	0.6908
S4	0.6563	0.6628	0.6874

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6970	0.6857	0.0113	1.6%	0.0061	0.9%	48%	False	True	84,051
10	0.7073	0.6857	0.0216	3.1%	0.0081	1.2%	25%	False	True	91,978
20	0.7291	0.6855	0.0436	6.3%	0.0091	1.3%	13%	False	False	84,381
40	0.7291	0.6843	0.0449	6.5%	0.0090	1.3%	15%	False	False	42,448
60	0.7665	0.6843	0.0822	11.9%	0.0085	1.2%	8%	False	False	28,326
80	0.7665	0.6843	0.0822	11.9%	0.0077	1.1%	8%	False	False	21,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7204
2.618	0.7096
1.618	0.7030
1.000	0.6989
0.618	0.6964
HIGH	0.6923
0.618	0.6898
0.500	0.6890
0.382	0.6882
LOW	0.6857
0.618	0.6816
1.000	0.6791
1.618	0.6750
2.618	0.6684
4.250	0.6577

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	0.6904	0.6914
PP	0.6897	0.6913
S1	0.6890	0.6912

Download as Excel Spreadsheet

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

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