CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	0.6996	0.6995	-0.0001	0.0%	0.6926
High	0.7036	0.7052	0.0016	0.2%	0.7036
Low	0.6916	0.6973	0.0057	0.8%	0.6883
Close	0.7000	0.7026	0.0026	0.4%	0.7000
Range	0.0121	0.0079	-0.0042	-34.4%	0.0154
ATR	0.0088	0.0087	-0.0001	-0.7%	0.0000
Volume	124,798	77,077	-47,721	-38.2%	471,185

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7254	0.7219	0.7069
R3	0.7175	0.7140	0.7048
R2	0.7096	0.7096	0.7040
R1	0.7061	0.7061	0.7033	0.7078
PP	0.7017	0.7017	0.7017	0.7025
S1	0.6982	0.6982	0.7019	0.6999
S2	0.6938	0.6938	0.7012
S3	0.6859	0.6903	0.7004
S4	0.6780	0.6824	0.6983

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7433	0.7370	0.7084
R3	0.7280	0.7217	0.7042
R2	0.7126	0.7126	0.7028
R1	0.7063	0.7063	0.7014	0.7095
PP	0.6973	0.6973	0.6973	0.6989
S1	0.6910	0.6910	0.6986	0.6941
S2	0.6819	0.6819	0.6972
S3	0.6666	0.6756	0.6958
S4	0.6512	0.6603	0.6916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7052	0.6916	0.0136	1.9%	0.0084	1.2%	81%	True	False	95,187
10	0.7052	0.6807	0.0245	3.5%	0.0084	1.2%	90%	True	False	92,021
20	0.7052	0.6686	0.0366	5.2%	0.0088	1.2%	93%	True	False	96,109
40	0.7291	0.6686	0.0605	8.6%	0.0090	1.3%	56%	False	False	93,468
60	0.7291	0.6686	0.0605	8.6%	0.0089	1.3%	56%	False	False	62,533
80	0.7601	0.6686	0.0915	13.0%	0.0086	1.2%	37%	False	False	46,920
100	0.7665	0.6686	0.0979	13.9%	0.0080	1.1%	35%	False	False	37,546

Crabel Price Patterns
NR	True
NR4	False
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	0.0029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7387
2.618	0.7258
1.618	0.7179
1.000	0.7131
0.618	0.7100
HIGH	0.7052
0.618	0.7021
0.500	0.7012
0.382	0.7003
LOW	0.6973
0.618	0.6924
1.000	0.6894
1.618	0.6845
2.618	0.6766
4.250	0.6637

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	0.7021	0.7012
PP	0.7017	0.6998
S1	0.7012	0.6984

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

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