CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	0.6875	0.6878	0.0003	0.0%	0.7124
High	0.6931	0.6965	0.0035	0.5%	0.7128
Low	0.6864	0.6858	-0.0007	-0.1%	0.6861
Close	0.6873	0.6921	0.0048	0.7%	0.6869
Range	0.0067	0.0108	0.0041	61.7%	0.0267
ATR	0.0084	0.0086	0.0002	2.0%	0.0000
Volume	75,379	98,150	22,771	30.2%	443,745

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7237	0.7186	0.6980
R3	0.7129	0.7079	0.6950
R2	0.7022	0.7022	0.6940
R1	0.6971	0.6971	0.6930	0.6997
PP	0.6914	0.6914	0.6914	0.6927
S1	0.6864	0.6864	0.6911	0.6889
S2	0.6807	0.6807	0.6901
S3	0.6699	0.6756	0.6891
S4	0.6592	0.6649	0.6861

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	0.7030	0.6858	0.0172	2.5%	0.0084	1.2%	37%	False	True	91,096
10	0.7140	0.6858	0.0283	4.1%	0.0086	1.2%	22%	False	True	89,005
20	0.7140	0.6858	0.0283	4.1%	0.0086	1.2%	22%	False	True	87,850
40	0.7140	0.6686	0.0454	6.6%	0.0086	1.2%	52%	False	False	91,736
60	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	39%	False	False	85,058
80	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	39%	False	False	63,856
100	0.7665	0.6686	0.0979	14.1%	0.0085	1.2%	24%	False	False	51,102
120	0.7665	0.6686	0.0979	14.1%	0.0080	1.2%	24%	False	False	42,591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7422
2.618	0.7246
1.618	0.7139
1.000	0.7073
0.618	0.7031
HIGH	0.6965
0.618	0.6924
0.500	0.6911
0.382	0.6899
LOW	0.6858
0.618	0.6791
1.000	0.6750
1.618	0.6684
2.618	0.6576
4.250	0.6401

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	0.6917	0.6917
PP	0.6914	0.6914
S1	0.6911	0.6911

Download as Excel Spreadsheet

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

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