CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 05-Jul-2022

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	0.6908	0.6820	-0.0088	-1.3%	0.6947
High	0.6908	0.6899	-0.0009	-0.1%	0.6970
Low	0.6767	0.6766	-0.0002	0.0%	0.6767
Close	0.6821	0.6794	-0.0027	-0.4%	0.6821
Range	0.0141	0.0134	-0.0008	-5.3%	0.0203
ATR	0.0090	0.0093	0.0003	3.5%	0.0000
Volume	131,998	149,183	17,185	13.0%	471,662

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7220	0.7141	0.6867
R3	0.7087	0.7007	0.6831
R2	0.6953	0.6953	0.6818
R1	0.6874	0.6874	0.6806	0.6847
PP	0.6820	0.6820	0.6820	0.6806
S1	0.6740	0.6740	0.6782	0.6713
S2	0.6686	0.6686	0.6770
S3	0.6553	0.6607	0.6757
S4	0.6419	0.6473	0.6721

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7462	0.7344	0.6933
R3	0.7259	0.7141	0.6877
R2	0.7056	0.7056	0.6858
R1	0.6938	0.6938	0.6840	0.6896
PP	0.6853	0.6853	0.6853	0.6831
S1	0.6735	0.6735	0.6802	0.6693
S2	0.6650	0.6650	0.6784
S3	0.6447	0.6532	0.6765
S4	0.6244	0.6329	0.6709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6970	0.6766	0.0205	3.0%	0.0092	1.4%	14%	False	True	108,032
10	0.6999	0.6766	0.0233	3.4%	0.0080	1.2%	12%	False	True	97,023
20	0.7257	0.6766	0.0492	7.2%	0.0094	1.4%	6%	False	True	98,089
40	0.7291	0.6766	0.0526	7.7%	0.0088	1.3%	5%	False	True	49,471
60	0.7524	0.6766	0.0758	11.2%	0.0086	1.3%	4%	False	True	33,009
80	0.7665	0.6766	0.0899	13.2%	0.0079	1.2%	3%	False	True	24,769

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7466
2.618	0.7249
1.618	0.7115
1.000	0.7033
0.618	0.6982
HIGH	0.6899
0.618	0.6848
0.500	0.6832
0.382	0.6816
LOW	0.6766
0.618	0.6683
1.000	0.6632
1.618	0.6549
2.618	0.6416
4.250	0.6198

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	0.6832	0.6844
PP	0.6820	0.6828
S1	0.6807	0.6811

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

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