CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	0.6926	0.6960	0.0034	0.5%	0.6796
High	0.6970	0.6988	0.0018	0.3%	0.6982
Low	0.6883	0.6926	0.0043	0.6%	0.6793
Close	0.6958	0.6936	-0.0022	-0.3%	0.6917
Range	0.0088	0.0062	-0.0026	-29.1%	0.0189
ATR	0.0088	0.0086	-0.0002	-2.1%	0.0000
Volume	72,326	75,204	2,878	4.0%	447,277

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7136	0.7098	0.6970
R3	0.7074	0.7036	0.6953
R2	0.7012	0.7012	0.6947
R1	0.6974	0.6974	0.6941	0.6962
PP	0.6950	0.6950	0.6950	0.6944
S1	0.6912	0.6912	0.6930	0.6900
S2	0.6888	0.6888	0.6924
S3	0.6826	0.6850	0.6918
S4	0.6764	0.6788	0.6901

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	0.6988	0.6863	0.0125	1.8%	0.0075	1.1%	58%	True	False	85,200
10	0.6988	0.6686	0.0302	4.3%	0.0082	1.2%	83%	True	False	94,248
20	0.6988	0.6686	0.0302	4.3%	0.0086	1.2%	83%	True	False	95,622
40	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	41%	False	False	83,662
60	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	41%	False	False	55,859
80	0.7665	0.6686	0.0979	14.1%	0.0085	1.2%	25%	False	False	41,915
100	0.7665	0.6686	0.0979	14.1%	0.0079	1.1%	25%	False	False	33,539

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7251
2.618	0.7150
1.618	0.7088
1.000	0.7050
0.618	0.7026
HIGH	0.6988
0.618	0.6964
0.500	0.6957
0.382	0.6949
LOW	0.6926
0.618	0.6887
1.000	0.6864
1.618	0.6825
2.618	0.6763
4.250	0.6662

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	0.6957	0.6935
PP	0.6950	0.6935
S1	0.6943	0.6935

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

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