CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	0.6982	0.6887	-0.0095	-1.4%	0.6875
High	0.7011	0.6927	-0.0084	-1.2%	0.7011
Low	0.6890	0.6842	-0.0048	-0.7%	0.6858
Close	0.6893	0.6902	0.0009	0.1%	0.6893
Range	0.0121	0.0085	-0.0036	-29.8%	0.0153
ATR	0.0086	0.0086	0.0000	-0.1%	0.0000
Volume	101,934	94,646	-7,288	-7.1%	439,598

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7145	0.7108	0.6948
R3	0.7060	0.7023	0.6925
R2	0.6975	0.6975	0.6917
R1	0.6938	0.6938	0.6909	0.6957
PP	0.6890	0.6890	0.6890	0.6899
S1	0.6853	0.6853	0.6894	0.6872
S2	0.6805	0.6805	0.6886
S3	0.6720	0.6768	0.6878
S4	0.6635	0.6683	0.6855

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	0.6842	0.0169	2.4%	0.0091	1.3%	35%	False	True	91,773
10	0.7043	0.6842	0.0201	2.9%	0.0082	1.2%	30%	False	True	88,821
20	0.7140	0.6842	0.0298	4.3%	0.0086	1.2%	20%	False	True	85,849
40	0.7140	0.6686	0.0454	6.6%	0.0087	1.3%	47%	False	False	90,979
60	0.7291	0.6686	0.0605	8.8%	0.0088	1.3%	36%	False	False	90,928
80	0.7291	0.6686	0.0605	8.8%	0.0088	1.3%	36%	False	False	68,362
100	0.7601	0.6686	0.0915	13.3%	0.0086	1.2%	24%	False	False	54,706
120	0.7665	0.6686	0.0979	14.2%	0.0081	1.2%	22%	False	False	45,596

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7288
2.618	0.7150
1.618	0.7065
1.000	0.7012
0.618	0.6980
HIGH	0.6927
0.618	0.6895
0.500	0.6885
0.382	0.6874
LOW	0.6842
0.618	0.6789
1.000	0.6757
1.618	0.6704
2.618	0.6619
4.250	0.6481

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	0.6896	0.6926
PP	0.6890	0.6918
S1	0.6885	0.6910

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

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