CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	0.6937	0.6926	-0.0011	-0.2%	0.6796
High	0.6982	0.6970	-0.0012	-0.2%	0.6982
Low	0.6898	0.6883	-0.0015	-0.2%	0.6793
Close	0.6917	0.6958	0.0041	0.6%	0.6917
Range	0.0085	0.0088	0.0003	3.6%	0.0189
ATR	0.0088	0.0088	0.0000	0.0%	0.0000
Volume	92,845	72,326	-20,519	-22.1%	447,277

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7199	0.7166	0.7006
R3	0.7112	0.7078	0.6982
R2	0.7024	0.7024	0.6974
R1	0.6991	0.6991	0.6966	0.7008
PP	0.6937	0.6937	0.6937	0.6945
S1	0.6903	0.6903	0.6949	0.6920
S2	0.6849	0.6849	0.6941
S3	0.6762	0.6816	0.6933
S4	0.6674	0.6728	0.6909

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	0.6807	0.0175	2.5%	0.0084	1.2%	86%	False	False	88,855
10	0.6982	0.6686	0.0296	4.3%	0.0083	1.2%	92%	False	False	94,334
20	0.6982	0.6686	0.0296	4.3%	0.0086	1.2%	92%	False	False	95,896
40	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	45%	False	False	81,797
60	0.7291	0.6686	0.0605	8.7%	0.0090	1.3%	45%	False	False	54,606
80	0.7665	0.6686	0.0979	14.1%	0.0084	1.2%	28%	False	False	40,975
100	0.7665	0.6686	0.0979	14.1%	0.0078	1.1%	28%	False	False	32,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7342
2.618	0.7199
1.618	0.7112
1.000	0.7058
0.618	0.7024
HIGH	0.6970
0.618	0.6937
0.500	0.6926
0.382	0.6916
LOW	0.6883
0.618	0.6828
1.000	0.6795
1.618	0.6741
2.618	0.6653
4.250	0.6511

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	0.6947	0.6946
PP	0.6937	0.6934
S1	0.6926	0.6923

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

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