CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	0.7033	0.6926	-0.0107	-1.5%	0.6926
High	0.7037	0.6960	-0.0077	-1.1%	0.7036
Low	0.6917	0.6891	-0.0026	-0.4%	0.6883
Close	0.6929	0.6951	0.0022	0.3%	0.7000
Range	0.0121	0.0069	-0.0052	-42.7%	0.0154
ATR	0.0090	0.0088	-0.0001	-1.6%	0.0000
Volume	115,164	78,060	-37,104	-32.2%	471,185

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7141	0.7115	0.6989
R3	0.7072	0.7046	0.6970
R2	0.7003	0.7003	0.6964
R1	0.6977	0.6977	0.6957	0.6990
PP	0.6934	0.6934	0.6934	0.6941
S1	0.6908	0.6908	0.6945	0.6921
S2	0.6865	0.6865	0.6938
S3	0.6796	0.6839	0.6932
S4	0.6727	0.6770	0.6913

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	0.6891	0.0161	2.3%	0.0090	1.3%	37%	False	True	98,495
10	0.7052	0.6863	0.0189	2.7%	0.0086	1.2%	47%	False	False	93,293
20	0.7052	0.6686	0.0366	5.3%	0.0087	1.3%	73%	False	False	93,907
40	0.7257	0.6686	0.0571	8.2%	0.0091	1.3%	46%	False	False	97,763
60	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	44%	False	False	65,749
80	0.7513	0.6686	0.0827	11.9%	0.0087	1.2%	32%	False	False	49,335
100	0.7665	0.6686	0.0979	14.1%	0.0081	1.2%	27%	False	False	39,477

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	0.0029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7253
2.618	0.7141
1.618	0.7072
1.000	0.7029
0.618	0.7003
HIGH	0.6960
0.618	0.6934
0.500	0.6926
0.382	0.6917
LOW	0.6891
0.618	0.6848
1.000	0.6822
1.618	0.6779
2.618	0.6710
4.250	0.6598

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	0.6943	0.6971
PP	0.6934	0.6965
S1	0.6926	0.6958

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

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