CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	0.6762	0.6763	0.0002	0.0%	0.6820
High	0.6809	0.6793	-0.0016	-0.2%	0.6899
Low	0.6731	0.6686	-0.0045	-0.7%	0.6766
Close	0.6776	0.6762	-0.0014	-0.2%	0.6855
Range	0.0078	0.0107	0.0029	37.2%	0.0134
ATR	0.0091	0.0092	0.0001	1.3%	0.0000
Volume	126,473	131,475	5,002	4.0%	414,313

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7068	0.7022	0.6821
R3	0.6961	0.6915	0.6791
R2	0.6854	0.6854	0.6782
R1	0.6808	0.6808	0.6772	0.6778
PP	0.6747	0.6747	0.6747	0.6732
S1	0.6701	0.6701	0.6752	0.6671
S2	0.6640	0.6640	0.6742
S3	0.6533	0.6594	0.6733
S4	0.6426	0.6487	0.6703

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	0.6686	0.0194	2.9%	0.0096	1.4%	39%	False	True	101,803
10	0.6923	0.6686	0.0237	3.5%	0.0097	1.4%	32%	False	True	106,934
20	0.7073	0.6686	0.0387	5.7%	0.0093	1.4%	20%	False	True	101,585
40	0.7291	0.6686	0.0605	8.9%	0.0087	1.3%	13%	False	True	66,629
60	0.7475	0.6686	0.0789	11.7%	0.0090	1.3%	10%	False	True	44,467
80	0.7665	0.6686	0.0979	14.5%	0.0082	1.2%	8%	False	True	33,362

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7248
2.618	0.7073
1.618	0.6966
1.000	0.6900
0.618	0.6859
HIGH	0.6793
0.618	0.6752
0.500	0.6740
0.382	0.6727
LOW	0.6686
0.618	0.6620
1.000	0.6579
1.618	0.6513
2.618	0.6406
4.250	0.6231

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	0.6755	0.6757
PP	0.6747	0.6752
S1	0.6740	0.6748

Download as Excel Spreadsheet

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

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