CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	0.7110	0.7124	0.0014	0.2%	0.6915
High	0.7132	0.7128	-0.0004	-0.1%	0.7140
Low	0.7088	0.7014	-0.0074	-1.0%	0.6902
Close	0.7131	0.7023	-0.0109	-1.5%	0.7131
Range	0.0044	0.0114	0.0070	159.1%	0.0238
ATR	0.0087	0.0089	0.0002	2.5%	0.0000
Volume	72,261	89,775	17,514	24.2%	405,306

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7397	0.7324	0.7085
R3	0.7283	0.7210	0.7054
R2	0.7169	0.7169	0.7043
R1	0.7096	0.7096	0.7033	0.7075
PP	0.7055	0.7055	0.7055	0.7045
S1	0.6982	0.6982	0.7012	0.6961
S2	0.6941	0.6941	0.7002
S3	0.6827	0.6868	0.6991
S4	0.6713	0.6754	0.6960

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	0.6951	0.0190	2.7%	0.0087	1.2%	38%	False	False	83,021
10	0.7140	0.6874	0.0267	3.8%	0.0090	1.3%	56%	False	False	82,878
20	0.7140	0.6807	0.0333	4.7%	0.0087	1.2%	65%	False	False	87,449
40	0.7140	0.6686	0.0454	6.5%	0.0087	1.2%	74%	False	False	91,808
60	0.7291	0.6686	0.0605	8.6%	0.0087	1.2%	56%	False	False	76,310
80	0.7475	0.6686	0.0789	11.2%	0.0090	1.3%	43%	False	False	57,273
100	0.7665	0.6686	0.0979	13.9%	0.0083	1.2%	34%	False	False	45,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7613
2.618	0.7426
1.618	0.7312
1.000	0.7242
0.618	0.7198
HIGH	0.7128
0.618	0.7084
0.500	0.7071
0.382	0.7058
LOW	0.7014
0.618	0.6944
1.000	0.6900
1.618	0.6830
2.618	0.6716
4.250	0.6530

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	0.7071	0.7077
PP	0.7055	0.7059
S1	0.7039	0.7041

Download as Excel Spreadsheet

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

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