CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	0.6960	0.6941	-0.0019	-0.3%	0.6796
High	0.6988	0.7018	0.0030	0.4%	0.6982
Low	0.6926	0.6916	-0.0010	-0.1%	0.6793
Close	0.6936	0.6999	0.0063	0.9%	0.6917
Range	0.0062	0.0102	0.0040	63.7%	0.0189
ATR	0.0086	0.0087	0.0001	1.3%	0.0000
Volume	75,204	101,481	26,277	34.9%	447,277

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7282	0.7242	0.7054
R3	0.7180	0.7140	0.7026
R2	0.7079	0.7079	0.7017
R1	0.7039	0.7039	0.7008	0.7059
PP	0.6977	0.6977	0.6977	0.6987
S1	0.6937	0.6937	0.6989	0.6957
S2	0.6876	0.6876	0.6980
S3	0.6774	0.6836	0.6971
S4	0.6673	0.6734	0.6943

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	0.7018	0.6863	0.0155	2.2%	0.0083	1.2%	88%	True	False	88,091
10	0.7018	0.6686	0.0332	4.7%	0.0084	1.2%	94%	True	False	91,749
20	0.7018	0.6686	0.0332	4.7%	0.0088	1.3%	94%	True	False	97,013
40	0.7291	0.6686	0.0605	8.6%	0.0090	1.3%	52%	False	False	86,174
60	0.7291	0.6686	0.0605	8.6%	0.0089	1.3%	52%	False	False	57,549
80	0.7665	0.6686	0.0979	14.0%	0.0085	1.2%	32%	False	False	43,183
100	0.7665	0.6686	0.0979	14.0%	0.0080	1.1%	32%	False	False	34,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7449
2.618	0.7283
1.618	0.7182
1.000	0.7119
0.618	0.7080
HIGH	0.7018
0.618	0.6979
0.500	0.6967
0.382	0.6955
LOW	0.6916
0.618	0.6853
1.000	0.6815
1.618	0.6752
2.618	0.6650
4.250	0.6485

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	0.6988	0.6982
PP	0.6977	0.6966
S1	0.6967	0.6950

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

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