CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	0.6796	0.6817	0.0022	0.3%	0.6860
High	0.6860	0.6917	0.0057	0.8%	0.6860
Low	0.6793	0.6807	0.0014	0.2%	0.6686
Close	0.6818	0.6900	0.0082	1.2%	0.6795
Range	0.0067	0.0110	0.0043	64.7%	0.0174
ATR	0.0090	0.0091	0.0001	1.6%	0.0000
Volume	75,325	93,482	18,157	24.1%	512,342

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7203	0.7161	0.6960
R3	0.7093	0.7051	0.6930
R2	0.6984	0.6984	0.6920
R1	0.6942	0.6942	0.6910	0.6963
PP	0.6874	0.6874	0.6874	0.6885
S1	0.6832	0.6832	0.6889	0.6853
S2	0.6765	0.6765	0.6879
S3	0.6655	0.6723	0.6869
S4	0.6546	0.6613	0.6839

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	0.6917	0.6686	0.0231	3.3%	0.0090	1.3%	93%	True	False	103,296
10	0.6917	0.6686	0.0231	3.3%	0.0089	1.3%	93%	True	False	94,627
20	0.6999	0.6686	0.0313	4.5%	0.0085	1.2%	68%	False	False	95,825
40	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	35%	False	False	73,057
60	0.7393	0.6686	0.0707	10.2%	0.0092	1.3%	30%	False	False	48,772
80	0.7665	0.6686	0.0979	14.2%	0.0083	1.2%	22%	False	False	36,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7382
2.618	0.7203
1.618	0.7094
1.000	0.7026
0.618	0.6984
HIGH	0.6917
0.618	0.6875
0.500	0.6862
0.382	0.6849
LOW	0.6807
0.618	0.6739
1.000	0.6698
1.618	0.6630
2.618	0.6520
4.250	0.6342

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	0.6887	0.6873
PP	0.6874	0.6847
S1	0.6862	0.6820

Download as Excel Spreadsheet

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

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