CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	0.6926	0.6952	0.0027	0.4%	0.6926
High	0.6960	0.6994	0.0034	0.5%	0.7036
Low	0.6891	0.6939	0.0048	0.7%	0.6883
Close	0.6951	0.6986	0.0035	0.5%	0.7000
Range	0.0069	0.0055	-0.0014	-20.3%	0.0154
ATR	0.0088	0.0086	-0.0002	-2.7%	0.0000
Volume	78,060	56,260	-21,800	-27.9%	471,185

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7138	0.7117	0.7016
R3	0.7083	0.7062	0.7001
R2	0.7028	0.7028	0.6996
R1	0.7007	0.7007	0.6991	0.7017
PP	0.6973	0.6973	0.6973	0.6978
S1	0.6952	0.6952	0.6980	0.6962
S2	0.6918	0.6918	0.6975
S3	0.6863	0.6897	0.6970
S4	0.6808	0.6842	0.6955

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%	0.0089	1.3%	59%	False	False	90,271
10	0.7052	0.6883	0.0169	2.4%	0.0084	1.2%	61%	False	False	89,059
20	0.7052	0.6686	0.0366	5.2%	0.0086	1.2%	82%	False	False	92,188
40	0.7240	0.6686	0.0554	7.9%	0.0090	1.3%	54%	False	False	97,947
60	0.7291	0.6686	0.0605	8.7%	0.0087	1.2%	50%	False	False	66,683
80	0.7500	0.6686	0.0814	11.6%	0.0087	1.2%	37%	False	False	50,037
100	0.7665	0.6686	0.0979	14.0%	0.0081	1.2%	31%	False	False	40,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7228
2.618	0.7138
1.618	0.7083
1.000	0.7049
0.618	0.7028
HIGH	0.6994
0.618	0.6973
0.500	0.6967
0.382	0.6960
LOW	0.6939
0.618	0.6905
1.000	0.6884
1.618	0.6850
2.618	0.6795
4.250	0.6705

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	0.6979	0.6978
PP	0.6973	0.6971
S1	0.6967	0.6964

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

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