CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	0.7028	0.7026	-0.0002	0.0%	0.6915
High	0.7043	0.7030	-0.0014	-0.2%	0.7140
Low	0.6994	0.6914	-0.0080	-1.1%	0.6902
Close	0.7025	0.6947	-0.0078	-1.1%	0.7131
Range	0.0050	0.0116	0.0066	133.3%	0.0238
ATR	0.0086	0.0088	0.0002	2.4%	0.0000
Volume	72,017	110,390	38,373	53.3%	405,306

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7310	0.7244	0.7010
R3	0.7194	0.7128	0.6978
R2	0.7079	0.7079	0.6968
R1	0.7013	0.7013	0.6957	0.6988
PP	0.6963	0.6963	0.6963	0.6951
S1	0.6897	0.6897	0.6936	0.6873
S2	0.6848	0.6848	0.6925
S3	0.6732	0.6782	0.6915
S4	0.6617	0.6666	0.6883

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	0.6914	0.0226	3.3%	0.0079	1.1%	14%	False	True	86,697
10	0.7140	0.6874	0.0267	3.8%	0.0087	1.3%	27%	False	False	81,796
20	0.7140	0.6863	0.0277	4.0%	0.0087	1.3%	30%	False	False	87,544
40	0.7140	0.6686	0.0454	6.5%	0.0085	1.2%	57%	False	False	91,111
60	0.7291	0.6686	0.0605	8.7%	0.0087	1.3%	43%	False	False	79,328
80	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	43%	False	False	59,550
100	0.7665	0.6686	0.0979	14.1%	0.0084	1.2%	27%	False	False	47,653
120	0.7665	0.6686	0.0979	14.1%	0.0079	1.1%	27%	False	False	39,717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7520
2.618	0.7332
1.618	0.7216
1.000	0.7145
0.618	0.7101
HIGH	0.7030
0.618	0.6985
0.500	0.6972
0.382	0.6958
LOW	0.6914
0.618	0.6843
1.000	0.6799
1.618	0.6727
2.618	0.6612
4.250	0.6423

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	0.6972	0.7021
PP	0.6963	0.6996
S1	0.6955	0.6971

Download as Excel Spreadsheet

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

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