CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	0.6860	0.6741	-0.0120	-1.7%	0.6820
High	0.6860	0.6785	-0.0076	-1.1%	0.6899
Low	0.6719	0.6716	-0.0003	0.0%	0.6766
Close	0.6746	0.6771	0.0025	0.4%	0.6855
Range	0.0142	0.0069	-0.0073	-51.2%	0.0134
ATR	0.0094	0.0092	-0.0002	-1.9%	0.0000
Volume	88,599	76,067	-12,532	-14.1%	414,313

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6964	0.6937	0.6809
R3	0.6895	0.6868	0.6790
R2	0.6826	0.6826	0.6784
R1	0.6799	0.6799	0.6777	0.6812
PP	0.6757	0.6757	0.6757	0.6764
S1	0.6730	0.6730	0.6765	0.6743
S2	0.6688	0.6688	0.6758
S3	0.6619	0.6661	0.6752
S4	0.6550	0.6592	0.6733

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	0.6880	0.6716	0.0164	2.4%	0.0089	1.3%	34%	False	True	85,959
10	0.6970	0.6716	0.0255	3.8%	0.0090	1.3%	22%	False	True	96,995
20	0.7073	0.6716	0.0357	5.3%	0.0096	1.4%	16%	False	True	100,210
40	0.7291	0.6716	0.0576	8.5%	0.0087	1.3%	10%	False	True	60,184
60	0.7489	0.6716	0.0773	11.4%	0.0089	1.3%	7%	False	True	40,168
80	0.7665	0.6716	0.0949	14.0%	0.0081	1.2%	6%	False	True	30,138

Crabel Price Patterns
NR	True
NR4	True
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7078
2.618	0.6965
1.618	0.6896
1.000	0.6854
0.618	0.6827
HIGH	0.6785
0.618	0.6758
0.500	0.6750
0.382	0.6742
LOW	0.6716
0.618	0.6673
1.000	0.6647
1.618	0.6604
2.618	0.6535
4.250	0.6422

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	0.6764	0.6798
PP	0.6757	0.6789
S1	0.6750	0.6780

Download as Excel Spreadsheet

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

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