CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	0.6878	0.6932	0.0054	0.8%	0.7124
High	0.6965	0.6933	-0.0032	-0.5%	0.7128
Low	0.6858	0.6881	0.0023	0.3%	0.6861
Close	0.6921	0.6906	-0.0015	-0.2%	0.6869
Range	0.0108	0.0053	-0.0055	-51.2%	0.0267
ATR	0.0086	0.0083	-0.0002	-2.8%	0.0000
Volume	98,150	78,280	-19,870	-20.2%	443,745

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7064	0.7037	0.6934
R3	0.7011	0.6985	0.6920
R2	0.6959	0.6959	0.6915
R1	0.6932	0.6932	0.6910	0.6919
PP	0.6906	0.6906	0.6906	0.6900
S1	0.6880	0.6880	0.6901	0.6867
S2	0.6854	0.6854	0.6896
S3	0.6801	0.6827	0.6891
S4	0.6749	0.6775	0.6877

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	0.6973	0.6858	0.0115	1.7%	0.0072	1.0%	42%	False	False	84,674
10	0.7140	0.6858	0.0283	4.1%	0.0076	1.1%	17%	False	False	85,686
20	0.7140	0.6858	0.0283	4.1%	0.0084	1.2%	17%	False	False	86,690
40	0.7140	0.6686	0.0454	6.6%	0.0086	1.2%	48%	False	False	91,851
60	0.7291	0.6686	0.0605	8.8%	0.0088	1.3%	36%	False	False	86,346
80	0.7291	0.6686	0.0605	8.8%	0.0088	1.3%	36%	False	False	64,834
100	0.7665	0.6686	0.0979	14.2%	0.0085	1.2%	22%	False	False	51,884
120	0.7665	0.6686	0.0979	14.2%	0.0081	1.2%	22%	False	False	43,243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7156
2.618	0.7070
1.618	0.7018
1.000	0.6986
0.618	0.6965
HIGH	0.6933
0.618	0.6913
0.500	0.6907
0.382	0.6901
LOW	0.6881
0.618	0.6848
1.000	0.6828
1.618	0.6796
2.618	0.6743
4.250	0.6657

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	0.6907	0.6911
PP	0.6906	0.6909
S1	0.6906	0.6907

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

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