CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	0.6917	0.6875	-0.0042	-0.6%	0.7124
High	0.6922	0.6931	0.0009	0.1%	0.7128
Low	0.6861	0.6864	0.0003	0.0%	0.6861
Close	0.6869	0.6873	0.0004	0.1%	0.6869
Range	0.0061	0.0067	0.0006	9.0%	0.0267
ATR	0.0085	0.0084	-0.0001	-1.6%	0.0000
Volume	78,340	75,379	-2,961	-3.8%	443,745

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7089	0.7047	0.6909
R3	0.7022	0.6981	0.6891
R2	0.6956	0.6956	0.6885
R1	0.6914	0.6914	0.6879	0.6902
PP	0.6889	0.6889	0.6889	0.6883
S1	0.6848	0.6848	0.6866	0.6835
S2	0.6823	0.6823	0.6860
S3	0.6756	0.6781	0.6854
S4	0.6690	0.6715	0.6836

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	0.7043	0.6861	0.0182	2.6%	0.0073	1.1%	6%	False	False	85,869
10	0.7140	0.6861	0.0279	4.1%	0.0080	1.2%	4%	False	False	84,445
20	0.7140	0.6861	0.0279	4.1%	0.0084	1.2%	4%	False	False	86,703
40	0.7140	0.6686	0.0454	6.6%	0.0085	1.2%	41%	False	False	91,299
60	0.7291	0.6686	0.0605	8.8%	0.0087	1.3%	31%	False	False	83,432
80	0.7291	0.6686	0.0605	8.8%	0.0089	1.3%	31%	False	False	62,630
100	0.7665	0.6686	0.0979	14.2%	0.0084	1.2%	19%	False	False	50,121
120	0.7665	0.6686	0.0979	14.2%	0.0079	1.2%	19%	False	False	41,773

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7213
2.618	0.7105
1.618	0.7038
1.000	0.6997
0.618	0.6972
HIGH	0.6931
0.618	0.6905
0.500	0.6897
0.382	0.6889
LOW	0.6864
0.618	0.6823
1.000	0.6798
1.618	0.6756
2.618	0.6690
4.250	0.6581

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	0.6897	0.6917
PP	0.6889	0.6902
S1	0.6881	0.6887

Download as Excel Spreadsheet

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

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