CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	0.6912	0.6982	0.0070	1.0%	0.6875
High	0.6993	0.7011	0.0018	0.3%	0.7011
Low	0.6904	0.6890	-0.0015	-0.2%	0.6858
Close	0.6980	0.6893	-0.0087	-1.2%	0.6893
Range	0.0089	0.0121	0.0032	36.0%	0.0153
ATR	0.0084	0.0086	0.0003	3.2%	0.0000
Volume	85,855	101,934	16,079	18.7%	439,598

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7294	0.7214	0.6959
R3	0.7173	0.7093	0.6926
R2	0.7052	0.7052	0.6915
R1	0.6972	0.6972	0.6904	0.6952
PP	0.6931	0.6931	0.6931	0.6921
S1	0.6851	0.6851	0.6881	0.6831
S2	0.6810	0.6810	0.6870
S3	0.6689	0.6730	0.6859
S4	0.6568	0.6609	0.6826

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7379	0.7289	0.6977
R3	0.7226	0.7136	0.6935
R2	0.7073	0.7073	0.6921
R1	0.6983	0.6983	0.6907	0.7028
PP	0.6920	0.6920	0.6920	0.6943
S1	0.6830	0.6830	0.6878	0.6875
S2	0.6767	0.6767	0.6864
S3	0.6614	0.6677	0.6850
S4	0.6461	0.6524	0.6808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7011	0.6858	0.0153	2.2%	0.0087	1.3%	23%	True	False	87,919
10	0.7128	0.6858	0.0271	3.9%	0.0085	1.2%	13%	False	False	88,334
20	0.7140	0.6858	0.0283	4.1%	0.0086	1.2%	12%	False	False	84,971
40	0.7140	0.6686	0.0454	6.6%	0.0088	1.3%	45%	False	False	91,913
60	0.7291	0.6686	0.0605	8.8%	0.0089	1.3%	34%	False	False	89,402
80	0.7291	0.6686	0.0605	8.8%	0.0089	1.3%	34%	False	False	67,180
100	0.7665	0.6686	0.0979	14.2%	0.0086	1.2%	21%	False	False	53,761
120	0.7665	0.6686	0.0979	14.2%	0.0081	1.2%	21%	False	False	44,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7327
1.618	0.7206
1.000	0.7132
0.618	0.7085
HIGH	0.7011
0.618	0.6964
0.500	0.6950
0.382	0.6936
LOW	0.6890
0.618	0.6815
1.000	0.6769
1.618	0.6694
2.618	0.6573
4.250	0.6375

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	0.6950	0.6946
PP	0.6931	0.6928
S1	0.6912	0.6910

Download as Excel Spreadsheet

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

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