CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	0.6915	0.6989	0.0075	1.1%	0.6995
High	0.7014	0.6999	-0.0015	-0.2%	0.7052
Low	0.6902	0.6957	0.0055	0.8%	0.6874
Close	0.6984	0.6959	-0.0025	-0.4%	0.6911
Range	0.0112	0.0042	-0.0070	-62.5%	0.0178
ATR	0.0089	0.0086	-0.0003	-3.8%	0.0000
Volume	79,975	52,551	-27,424	-34.3%	410,778

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7098	0.7070	0.6982
R3	0.7056	0.7028	0.6971
R2	0.7014	0.7014	0.6967
R1	0.6986	0.6986	0.6963	0.6979
PP	0.6972	0.6972	0.6972	0.6968
S1	0.6944	0.6944	0.6955	0.6937
S2	0.6930	0.6930	0.6951
S3	0.6888	0.6902	0.6947
S4	0.6846	0.6860	0.6936

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	0.7014	0.6874	0.0141	2.0%	0.0077	1.1%	61%	False	False	70,212
10	0.7052	0.6874	0.0178	2.6%	0.0086	1.2%	48%	False	False	86,695
20	0.7052	0.6686	0.0366	5.3%	0.0084	1.2%	75%	False	False	90,472
40	0.7073	0.6686	0.0387	5.6%	0.0090	1.3%	71%	False	False	95,341
60	0.7291	0.6686	0.0605	8.7%	0.0086	1.2%	45%	False	False	70,280
80	0.7489	0.6686	0.0803	11.5%	0.0088	1.3%	34%	False	False	52,744
100	0.7665	0.6686	0.0979	14.1%	0.0081	1.2%	28%	False	False	42,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	0.7178
2.618	0.7109
1.618	0.7067
1.000	0.7041
0.618	0.7025
HIGH	0.6999
0.618	0.6983
0.500	0.6978
0.382	0.6973
LOW	0.6957
0.618	0.6931
1.000	0.6915
1.618	0.6889
2.618	0.6847
4.250	0.6779

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	0.6978	0.6954
PP	0.6972	0.6949
S1	0.6965	0.6944

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

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