CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	0.6904	0.6892	-0.0013	-0.2%	0.6860
High	0.6935	0.6944	0.0009	0.1%	0.6860
Low	0.6878	0.6863	-0.0015	-0.2%	0.6686
Close	0.6889	0.6907	0.0018	0.3%	0.6795
Range	0.0058	0.0081	0.0024	40.9%	0.0174
ATR	0.0089	0.0088	-0.0001	-0.6%	0.0000
Volume	87,025	98,600	11,575	13.3%	512,342

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7148	0.7108	0.6951
R3	0.7067	0.7027	0.6929
R2	0.6986	0.6986	0.6921
R1	0.6946	0.6946	0.6914	0.6966
PP	0.6905	0.6905	0.6905	0.6914
S1	0.6865	0.6865	0.6899	0.6885
S2	0.6824	0.6824	0.6892
S3	0.6743	0.6784	0.6884
S4	0.6662	0.6703	0.6862

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	0.6944	0.6724	0.0221	3.2%	0.0080	1.2%	83%	True	False	88,832
10	0.6944	0.6686	0.0258	3.7%	0.0088	1.3%	85%	True	False	95,317
20	0.6970	0.6686	0.0284	4.1%	0.0083	1.2%	78%	False	False	95,506
40	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	36%	False	False	77,676
60	0.7291	0.6686	0.0605	8.8%	0.0090	1.3%	36%	False	False	51,859
80	0.7665	0.6686	0.0979	14.2%	0.0083	1.2%	23%	False	False	38,912
100	0.7665	0.6686	0.0979	14.2%	0.0077	1.1%	23%	False	False	31,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7288
2.618	0.7156
1.618	0.7075
1.000	0.7025
0.618	0.6994
HIGH	0.6944
0.618	0.6913
0.500	0.6904
0.382	0.6894
LOW	0.6863
0.618	0.6813
1.000	0.6782
1.618	0.6732
2.618	0.6651
4.250	0.6519

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	0.6906	0.6896
PP	0.6905	0.6886
S1	0.6904	0.6876

Download as Excel Spreadsheet

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

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