CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	0.6817	0.6904	0.0087	1.3%	0.6860
High	0.6917	0.6935	0.0019	0.3%	0.6860
Low	0.6807	0.6878	0.0071	1.0%	0.6686
Close	0.6900	0.6889	-0.0011	-0.2%	0.6795
Range	0.0110	0.0058	-0.0052	-47.5%	0.0174
ATR	0.0091	0.0089	-0.0002	-2.6%	0.0000
Volume	93,482	87,025	-6,457	-6.9%	512,342

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7073	0.7039	0.6921
R3	0.7016	0.6981	0.6905
R2	0.6958	0.6958	0.6900
R1	0.6924	0.6924	0.6894	0.6912
PP	0.6901	0.6901	0.6901	0.6895
S1	0.6866	0.6866	0.6884	0.6855
S2	0.6843	0.6843	0.6878
S3	0.6786	0.6809	0.6873
S4	0.6728	0.6751	0.6857

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	0.6935	0.6686	0.0249	3.6%	0.0086	1.2%	82%	True	False	95,407
10	0.6935	0.6686	0.0249	3.6%	0.0088	1.3%	82%	True	False	94,522
20	0.6977	0.6686	0.0291	4.2%	0.0084	1.2%	70%	False	False	94,679
40	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	34%	False	False	75,220
60	0.7291	0.6686	0.0605	8.8%	0.0090	1.3%	34%	False	False	50,218
80	0.7665	0.6686	0.0979	14.2%	0.0083	1.2%	21%	False	False	37,680
100	0.7665	0.6686	0.0979	14.2%	0.0077	1.1%	21%	False	False	30,152

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7179
2.618	0.7086
1.618	0.7028
1.000	0.6993
0.618	0.6971
HIGH	0.6935
0.618	0.6913
0.500	0.6906
0.382	0.6899
LOW	0.6878
0.618	0.6842
1.000	0.6820
1.618	0.6784
2.618	0.6727
4.250	0.6633

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	0.6906	0.6881
PP	0.6901	0.6872
S1	0.6895	0.6864

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

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