CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	0.7124	0.7028	-0.0097	-1.4%	0.6915
High	0.7128	0.7043	-0.0085	-1.2%	0.7140
Low	0.7014	0.6994	-0.0021	-0.3%	0.6902
Close	0.7023	0.7025	0.0002	0.0%	0.7131
Range	0.0114	0.0050	-0.0065	-56.6%	0.0238
ATR	0.0089	0.0086	-0.0003	-3.2%	0.0000
Volume	89,775	72,017	-17,758	-19.8%	405,306

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7169	0.7146	0.7052
R3	0.7119	0.7097	0.7038
R2	0.7070	0.7070	0.7034
R1	0.7047	0.7047	0.7029	0.7034
PP	0.7020	0.7020	0.7020	0.7014
S1	0.6998	0.6998	0.7020	0.6984
S2	0.6971	0.6971	0.7015
S3	0.6921	0.6948	0.7011
S4	0.6872	0.6899	0.6997

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%	0.0089	1.3%	39%	False	False	86,914
10	0.7140	0.6874	0.0267	3.8%	0.0083	1.2%	57%	False	False	78,563
20	0.7140	0.6863	0.0277	3.9%	0.0084	1.2%	58%	False	False	86,376
40	0.7140	0.6686	0.0454	6.5%	0.0084	1.2%	75%	False	False	91,101
60	0.7291	0.6686	0.0605	8.6%	0.0086	1.2%	56%	False	False	77,496
80	0.7393	0.6686	0.0707	10.1%	0.0090	1.3%	48%	False	False	58,173
100	0.7665	0.6686	0.0979	13.9%	0.0083	1.2%	35%	False	False	46,549

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7253
2.618	0.7173
1.618	0.7123
1.000	0.7093
0.618	0.7074
HIGH	0.7043
0.618	0.7024
0.500	0.7018
0.382	0.7012
LOW	0.6994
0.618	0.6963
1.000	0.6944
1.618	0.6913
2.618	0.6864
4.250	0.6783

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	0.7022	0.7063
PP	0.7020	0.7050
S1	0.7018	0.7037

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

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