CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	0.6844	0.6860	0.0016	0.2%	0.6820
High	0.6880	0.6860	-0.0020	-0.3%	0.6899
Low	0.6796	0.6719	-0.0078	-1.1%	0.6766
Close	0.6855	0.6746	-0.0109	-1.6%	0.6855
Range	0.0084	0.0142	0.0058	69.5%	0.0134
ATR	0.0090	0.0094	0.0004	4.1%	0.0000
Volume	86,403	88,599	2,196	2.5%	414,313

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7199	0.7114	0.6824
R3	0.7058	0.6973	0.6785
R2	0.6916	0.6916	0.6772
R1	0.6831	0.6831	0.6759	0.6803
PP	0.6775	0.6775	0.6775	0.6761
S1	0.6690	0.6690	0.6733	0.6662
S2	0.6633	0.6633	0.6720
S3	0.6492	0.6548	0.6707
S4	0.6350	0.6407	0.6668

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7240	0.7181	0.6928
R3	0.7107	0.7047	0.6891
R2	0.6973	0.6973	0.6879
R1	0.6914	0.6914	0.6867	0.6944
PP	0.6840	0.6840	0.6840	0.6855
S1	0.6780	0.6780	0.6842	0.6810
S2	0.6706	0.6706	0.6830
S3	0.6573	0.6647	0.6818
S4	0.6439	0.6513	0.6781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6899	0.6719	0.0181	2.7%	0.0101	1.5%	15%	False	True	100,582
10	0.6970	0.6719	0.0252	3.7%	0.0089	1.3%	11%	False	True	97,457
20	0.7142	0.6719	0.0423	6.3%	0.0098	1.4%	7%	False	True	103,065
40	0.7291	0.6719	0.0573	8.5%	0.0089	1.3%	5%	False	True	58,292
60	0.7489	0.6719	0.0770	11.4%	0.0089	1.3%	4%	False	True	38,902
80	0.7665	0.6719	0.0946	14.0%	0.0081	1.2%	3%	False	True	29,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7230
1.618	0.7089
1.000	0.7002
0.618	0.6947
HIGH	0.6860
0.618	0.6806
0.500	0.6789
0.382	0.6773
LOW	0.6719
0.618	0.6631
1.000	0.6577
1.618	0.6490
2.618	0.6348
4.250	0.6117

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	0.6789	0.6799
PP	0.6775	0.6781
S1	0.6760	0.6764

Download as Excel Spreadsheet

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

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