CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	0.6892	0.6937	0.0046	0.7%	0.6796
High	0.6944	0.6982	0.0038	0.5%	0.6982
Low	0.6863	0.6898	0.0035	0.5%	0.6793
Close	0.6907	0.6917	0.0011	0.2%	0.6917
Range	0.0081	0.0085	0.0004	4.3%	0.0189
ATR	0.0088	0.0088	0.0000	-0.3%	0.0000
Volume	98,600	92,845	-5,755	-5.8%	447,277

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7186	0.7136	0.6963
R3	0.7101	0.7051	0.6940
R2	0.7017	0.7017	0.6932
R1	0.6967	0.6967	0.6925	0.6950
PP	0.6932	0.6932	0.6932	0.6924
S1	0.6882	0.6882	0.6909	0.6865
S2	0.6848	0.6848	0.6902
S3	0.6763	0.6798	0.6894
S4	0.6679	0.6713	0.6871

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7464	0.7380	0.7021
R3	0.7275	0.7191	0.6969
R2	0.7086	0.7086	0.6952
R1	0.7002	0.7002	0.6934	0.7044
PP	0.6897	0.6897	0.6897	0.6919
S1	0.6813	0.6813	0.6900	0.6855
S2	0.6708	0.6708	0.6882
S3	0.6519	0.6624	0.6865
S4	0.6330	0.6435	0.6813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6982	0.6793	0.0189	2.7%	0.0080	1.2%	66%	True	False	89,455
10	0.6982	0.6686	0.0296	4.3%	0.0088	1.3%	78%	True	False	95,961
20	0.6982	0.6686	0.0296	4.3%	0.0085	1.2%	78%	True	False	96,309
40	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	38%	False	False	79,994
60	0.7291	0.6686	0.0605	8.7%	0.0090	1.3%	38%	False	False	53,406
80	0.7665	0.6686	0.0979	14.1%	0.0084	1.2%	24%	False	False	40,071
100	0.7665	0.6686	0.0979	14.1%	0.0078	1.1%	24%	False	False	32,065

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7341
2.618	0.7203
1.618	0.7119
1.000	0.7067
0.618	0.7034
HIGH	0.6982
0.618	0.6950
0.500	0.6940
0.382	0.6930
LOW	0.6898
0.618	0.6845
1.000	0.6813
1.618	0.6761
2.618	0.6676
4.250	0.6538

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	0.6940	0.6923
PP	0.6932	0.6921
S1	0.6925	0.6919

Download as Excel Spreadsheet

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

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