CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	0.6763	0.6752	-0.0012	-0.2%	0.6860
High	0.6793	0.6811	0.0018	0.3%	0.6860
Low	0.6686	0.6724	0.0038	0.6%	0.6686
Close	0.6762	0.6795	0.0033	0.5%	0.6795
Range	0.0107	0.0087	-0.0020	-18.7%	0.0174
ATR	0.0092	0.0092	0.0000	-0.4%	0.0000
Volume	131,475	89,728	-41,747	-31.8%	512,342

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7037	0.7003	0.6842
R3	0.6950	0.6916	0.6818
R2	0.6863	0.6863	0.6810
R1	0.6829	0.6829	0.6802	0.6846
PP	0.6776	0.6776	0.6776	0.6785
S1	0.6742	0.6742	0.6787	0.6759
S2	0.6689	0.6689	0.6779
S3	0.6602	0.6655	0.6771
S4	0.6515	0.6568	0.6747

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7302	0.7222	0.6890
R3	0.7128	0.7048	0.6842
R2	0.6954	0.6954	0.6826
R1	0.6874	0.6874	0.6810	0.6827
PP	0.6780	0.6780	0.6780	0.6757
S1	0.6700	0.6700	0.6779	0.6653
S2	0.6606	0.6606	0.6763
S3	0.6432	0.6526	0.6747
S4	0.6258	0.6352	0.6699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6860	0.6686	0.0174	2.6%	0.0097	1.4%	62%	False	False	102,468
10	0.6908	0.6686	0.0222	3.3%	0.0099	1.5%	49%	False	False	105,865
20	0.7073	0.6686	0.0387	5.7%	0.0090	1.3%	28%	False	False	98,921
40	0.7291	0.6686	0.0605	8.9%	0.0088	1.3%	18%	False	False	68,861
60	0.7475	0.6686	0.0789	11.6%	0.0091	1.3%	14%	False	False	45,961
80	0.7665	0.6686	0.0979	14.4%	0.0082	1.2%	11%	False	False	34,483

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7180
2.618	0.7038
1.618	0.6951
1.000	0.6898
0.618	0.6864
HIGH	0.6811
0.618	0.6777
0.500	0.6767
0.382	0.6757
LOW	0.6724
0.618	0.6670
1.000	0.6637
1.618	0.6583
2.618	0.6496
4.250	0.6354

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	0.6785	0.6779
PP	0.6776	0.6764
S1	0.6767	0.6748

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

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