CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	0.6970	0.6915	-0.0055	-0.8%	0.6995
High	0.6979	0.7014	0.0035	0.5%	0.7052
Low	0.6874	0.6902	0.0029	0.4%	0.6874
Close	0.6911	0.6984	0.0073	1.1%	0.6911
Range	0.0106	0.0112	0.0007	6.2%	0.0178
ATR	0.0088	0.0089	0.0002	2.0%	0.0000
Volume	84,217	79,975	-4,242	-5.0%	410,778

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7303	0.7255	0.7046
R3	0.7191	0.7143	0.7015
R2	0.7079	0.7079	0.7005
R1	0.7031	0.7031	0.6994	0.7055
PP	0.6967	0.6967	0.6967	0.6979
S1	0.6919	0.6919	0.6974	0.6943
S2	0.6855	0.6855	0.6963
S3	0.6743	0.6807	0.6953
S4	0.6631	0.6695	0.6922

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7479	0.7373	0.7009
R3	0.7301	0.7195	0.6960
R2	0.7123	0.7123	0.6944
R1	0.7017	0.7017	0.6927	0.6981
PP	0.6945	0.6945	0.6945	0.6927
S1	0.6839	0.6839	0.6895	0.6803
S2	0.6767	0.6767	0.6878
S3	0.6589	0.6661	0.6862
S4	0.6411	0.6483	0.6813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7037	0.6874	0.0164	2.3%	0.0092	1.3%	68%	False	False	82,735
10	0.7052	0.6874	0.0178	2.5%	0.0088	1.3%	62%	False	False	88,961
20	0.7052	0.6686	0.0366	5.2%	0.0086	1.2%	82%	False	False	91,647
40	0.7142	0.6686	0.0456	6.5%	0.0092	1.3%	65%	False	False	97,356
60	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	49%	False	False	69,411
80	0.7489	0.6686	0.0803	11.5%	0.0088	1.3%	37%	False	False	52,088
100	0.7665	0.6686	0.0979	14.0%	0.0082	1.2%	30%	False	False	41,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7490
2.618	0.7307
1.618	0.7195
1.000	0.7126
0.618	0.7083
HIGH	0.7014
0.618	0.6971
0.500	0.6958
0.382	0.6945
LOW	0.6902
0.618	0.6833
1.000	0.6790
1.618	0.6721
2.618	0.6609
4.250	0.6426

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	0.6975	0.6971
PP	0.6967	0.6957
S1	0.6958	0.6944

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

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