CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Aug-2022

Day Change Summary
	Previous	Current
	18-Aug-2022	19-Aug-2022	Change	Change %	Previous Week
Open	0.6940	0.6917	-0.0023	-0.3%	0.7124
High	0.6973	0.6922	-0.0051	-0.7%	0.7128
Low	0.6902	0.6861	-0.0041	-0.6%	0.6861
Close	0.6920	0.6869	-0.0051	-0.7%	0.6869
Range	0.0071	0.0061	-0.0010	-14.1%	0.0267
ATR	0.0087	0.0085	-0.0002	-2.1%	0.0000
Volume	93,223	78,340	-14,883	-16.0%	443,745

Daily Pivots for day following 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7067	0.7029	0.6903
R3	0.7006	0.6968	0.6886
R2	0.6945	0.6945	0.6880
R1	0.6907	0.6907	0.6875	0.6896
PP	0.6884	0.6884	0.6884	0.6878
S1	0.6846	0.6846	0.6863	0.6835
S2	0.6823	0.6823	0.6858
S3	0.6762	0.6785	0.6852
S4	0.6701	0.6724	0.6835

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7754	0.7578	0.7016
R3	0.7487	0.7311	0.6942
R2	0.7220	0.7220	0.6918
R1	0.7044	0.7044	0.6893	0.6999
PP	0.6953	0.6953	0.6953	0.6930
S1	0.6777	0.6777	0.6845	0.6732
S2	0.6686	0.6686	0.6820
S3	0.6419	0.6510	0.6796
S4	0.6152	0.6243	0.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7128	0.6861	0.0267	3.9%	0.0082	1.2%	3%	False	True	88,749
10	0.7140	0.6861	0.0279	4.1%	0.0084	1.2%	3%	False	True	84,905
20	0.7140	0.6861	0.0279	4.1%	0.0085	1.2%	3%	False	True	86,550
40	0.7140	0.6686	0.0454	6.6%	0.0085	1.2%	40%	False	False	91,430
60	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	30%	False	False	82,179
80	0.7291	0.6686	0.0605	8.8%	0.0089	1.3%	30%	False	False	61,692
100	0.7665	0.6686	0.0979	14.2%	0.0084	1.2%	19%	False	False	49,367
120	0.7665	0.6686	0.0979	14.2%	0.0079	1.1%	19%	False	False	41,146

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7181
2.618	0.7082
1.618	0.7021
1.000	0.6983
0.618	0.6960
HIGH	0.6922
0.618	0.6899
0.500	0.6892
0.382	0.6884
LOW	0.6861
0.618	0.6823
1.000	0.6800
1.618	0.6762
2.618	0.6701
4.250	0.6602

Fisher Pivots for day following 19-Aug-2022
Pivot	1 day	3 day
R1	0.6892	0.6945
PP	0.6884	0.6920
S1	0.6877	0.6894

Download as Excel Spreadsheet

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

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