CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	0.6989	0.6968	-0.0022	-0.3%	0.6995
High	0.6999	0.7113	0.0114	1.6%	0.7052
Low	0.6957	0.6951	-0.0007	-0.1%	0.6874
Close	0.6959	0.7089	0.0130	1.9%	0.6911
Range	0.0042	0.0162	0.0120	285.7%	0.0178
ATR	0.0086	0.0091	0.0005	6.3%	0.0000
Volume	52,551	111,473	58,922	112.1%	410,778

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7537	0.7475	0.7178
R3	0.7375	0.7313	0.7134
R2	0.7213	0.7213	0.7119
R1	0.7151	0.7151	0.7104	0.7182
PP	0.7051	0.7051	0.7051	0.7066
S1	0.6989	0.6989	0.7074	0.7020
S2	0.6889	0.6889	0.7059
S3	0.6727	0.6827	0.7044
S4	0.6565	0.6665	0.7000

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	0.7113	0.6874	0.0239	3.4%	0.0095	1.3%	90%	True	False	76,895
10	0.7113	0.6874	0.0239	3.4%	0.0092	1.3%	90%	True	False	87,695
20	0.7113	0.6686	0.0427	6.0%	0.0088	1.2%	94%	True	False	89,722
40	0.7113	0.6686	0.0427	6.0%	0.0091	1.3%	94%	True	False	95,410
60	0.7291	0.6686	0.0605	8.5%	0.0088	1.2%	67%	False	False	72,137
80	0.7475	0.6686	0.0789	11.1%	0.0089	1.3%	51%	False	False	54,137
100	0.7665	0.6686	0.0979	13.8%	0.0082	1.2%	41%	False	False	43,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7537
1.618	0.7375
1.000	0.7275
0.618	0.7213
HIGH	0.7113
0.618	0.7051
0.500	0.7032
0.382	0.7012
LOW	0.6951
0.618	0.6850
1.000	0.6789
1.618	0.6688
2.618	0.6526
4.250	0.6262

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	0.7070	0.7062
PP	0.7051	0.7035
S1	0.7032	0.7007

Download as Excel Spreadsheet

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

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