CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 13-Jul-2022

Day Change Summary
	Previous	Current
	12-Jul-2022	13-Jul-2022	Change	Change %	Previous Week
Open	0.6741	0.6762	0.0021	0.3%	0.6820
High	0.6785	0.6809	0.0025	0.4%	0.6899
Low	0.6716	0.6731	0.0016	0.2%	0.6766
Close	0.6771	0.6776	0.0005	0.1%	0.6855
Range	0.0069	0.0078	0.0009	13.0%	0.0134
ATR	0.0092	0.0091	-0.0001	-1.1%	0.0000
Volume	76,067	126,473	50,406	66.3%	414,313

Daily Pivots for day following 13-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7006	0.6969	0.6818
R3	0.6928	0.6891	0.6797
R2	0.6850	0.6850	0.6790
R1	0.6813	0.6813	0.6783	0.6831
PP	0.6772	0.6772	0.6772	0.6781
S1	0.6735	0.6735	0.6768	0.6753
S2	0.6694	0.6694	0.6761
S3	0.6616	0.6657	0.6754
S4	0.6538	0.6579	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%	0.0091	1.3%	37%	False	False	93,638
10	0.6925	0.6716	0.0210	3.1%	0.0092	1.4%	29%	False	False	102,277
20	0.7073	0.6716	0.0357	5.3%	0.0094	1.4%	17%	False	False	101,099
40	0.7291	0.6716	0.0576	8.5%	0.0087	1.3%	10%	False	False	63,344
60	0.7475	0.6716	0.0760	11.2%	0.0089	1.3%	8%	False	False	42,276
80	0.7665	0.6716	0.0949	14.0%	0.0081	1.2%	6%	False	False	31,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7141
2.618	0.7013
1.618	0.6935
1.000	0.6887
0.618	0.6857
HIGH	0.6809
0.618	0.6779
0.500	0.6770
0.382	0.6761
LOW	0.6731
0.618	0.6683
1.000	0.6653
1.618	0.6605
2.618	0.6527
4.250	0.6400

Fisher Pivots for day following 13-Jul-2022
Pivot	1 day	3 day
R1	0.6774	0.6788
PP	0.6772	0.6784
S1	0.6770	0.6780

Download as Excel Spreadsheet

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

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