CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	0.7080	0.7110	0.0030	0.4%	0.6915
High	0.7140	0.7132	-0.0008	-0.1%	0.7140
Low	0.7067	0.7088	0.0022	0.3%	0.6902
Close	0.7111	0.7131	0.0021	0.3%	0.7131
Range	0.0074	0.0044	-0.0030	-40.1%	0.0238
ATR	0.0090	0.0087	-0.0003	-3.7%	0.0000
Volume	89,046	72,261	-16,785	-18.8%	405,306

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7249	0.7234	0.7155
R3	0.7205	0.7190	0.7143
R2	0.7161	0.7161	0.7139
R1	0.7146	0.7146	0.7135	0.7154
PP	0.7117	0.7117	0.7117	0.7121
S1	0.7102	0.7102	0.7127	0.7110
S2	0.7073	0.7073	0.7123
S3	0.7029	0.7058	0.7119
S4	0.6985	0.7014	0.7107

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7772	0.7689	0.7262
R3	0.7534	0.7451	0.7196
R2	0.7296	0.7296	0.7175
R1	0.7213	0.7213	0.7153	0.7255
PP	0.7058	0.7058	0.7058	0.7078
S1	0.6975	0.6975	0.7109	0.7017
S2	0.6820	0.6820	0.7087
S3	0.6582	0.6737	0.7066
S4	0.6344	0.6499	0.7000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7140	0.6902	0.0238	3.3%	0.0087	1.2%	96%	False	False	81,061
10	0.7140	0.6874	0.0267	3.7%	0.0086	1.2%	97%	False	False	81,608
20	0.7140	0.6793	0.0347	4.9%	0.0085	1.2%	97%	False	False	86,727
40	0.7140	0.6686	0.0454	6.4%	0.0087	1.2%	98%	False	False	92,824
60	0.7291	0.6686	0.0605	8.5%	0.0087	1.2%	74%	False	False	74,816
80	0.7475	0.6686	0.0789	11.1%	0.0090	1.3%	56%	False	False	56,152
100	0.7665	0.6686	0.0979	13.7%	0.0083	1.2%	45%	False	False	44,932

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7319
2.618	0.7247
1.618	0.7203
1.000	0.7176
0.618	0.7159
HIGH	0.7132
0.618	0.7115
0.500	0.7110
0.382	0.7105
LOW	0.7088
0.618	0.7061
1.000	0.7044
1.618	0.7017
2.618	0.6973
4.250	0.6901

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	0.7124	0.7102
PP	0.7117	0.7074
S1	0.7110	0.7045

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

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