CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 25-Aug-2022

Day Change Summary
	Previous	Current
	24-Aug-2022	25-Aug-2022	Change	Change %	Previous Week
Open	0.6932	0.6912	-0.0020	-0.3%	0.7124
High	0.6933	0.6993	0.0060	0.9%	0.7128
Low	0.6881	0.6904	0.0024	0.3%	0.6861
Close	0.6906	0.6980	0.0074	1.1%	0.6869
Range	0.0053	0.0089	0.0037	69.5%	0.0267
ATR	0.0083	0.0084	0.0000	0.5%	0.0000
Volume	78,280	85,855	7,575	9.7%	443,745

Daily Pivots for day following 25-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7226	0.7192	0.7028
R3	0.7137	0.7103	0.7004
R2	0.7048	0.7048	0.6996
R1	0.7014	0.7014	0.6988	0.7031
PP	0.6959	0.6959	0.6959	0.6967
S1	0.6925	0.6925	0.6971	0.6942
S2	0.6870	0.6870	0.6963
S3	0.6781	0.6836	0.6955
S4	0.6692	0.6747	0.6931

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	0.6993	0.6858	0.0136	1.9%	0.0075	1.1%	90%	True	False	83,200
10	0.7132	0.6858	0.0275	3.9%	0.0077	1.1%	44%	False	False	85,367
20	0.7140	0.6858	0.0283	4.0%	0.0085	1.2%	43%	False	False	86,114
40	0.7140	0.6686	0.0454	6.5%	0.0087	1.2%	65%	False	False	91,875
60	0.7291	0.6686	0.0605	8.7%	0.0088	1.3%	49%	False	False	87,729
80	0.7291	0.6686	0.0605	8.7%	0.0089	1.3%	49%	False	False	65,907
100	0.7665	0.6686	0.0979	14.0%	0.0086	1.2%	30%	False	False	52,742
120	0.7665	0.6686	0.0979	14.0%	0.0081	1.2%	30%	False	False	43,959

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7371
2.618	0.7226
1.618	0.7137
1.000	0.7082
0.618	0.7048
HIGH	0.6993
0.618	0.6959
0.500	0.6949
0.382	0.6938
LOW	0.6904
0.618	0.6849
1.000	0.6815
1.618	0.6760
2.618	0.6671
4.250	0.6526

Fisher Pivots for day following 25-Aug-2022
Pivot	1 day	3 day
R1	0.6969	0.6961
PP	0.6959	0.6943
S1	0.6949	0.6925

Download as Excel Spreadsheet

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

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