CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	0.6843	0.6787	-0.0057	-0.8%	0.6887
High	0.6846	0.6856	0.0010	0.1%	0.6958
Low	0.6772	0.6781	0.0009	0.1%	0.6772
Close	0.6783	0.6816	0.0033	0.5%	0.6816
Range	0.0074	0.0076	0.0002	2.0%	0.0186
ATR	0.0086	0.0085	-0.0001	-0.9%	0.0000
Volume	123,481	115,215	-8,266	-6.7%	543,030

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7044	0.7005	0.6857
R3	0.6968	0.6930	0.6836
R2	0.6893	0.6893	0.6829
R1	0.6854	0.6854	0.6822	0.6874
PP	0.6817	0.6817	0.6817	0.6827
S1	0.6779	0.6779	0.6809	0.6798
S2	0.6742	0.6742	0.6802
S3	0.6666	0.6703	0.6795
S4	0.6591	0.6628	0.6774

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7296	0.6918
R3	0.7219	0.7110	0.6867
R2	0.7034	0.7034	0.6850
R1	0.6925	0.6925	0.6833	0.6887
PP	0.6848	0.6848	0.6848	0.6829
S1	0.6739	0.6739	0.6798	0.6701
S2	0.6663	0.6663	0.6781
S3	0.6477	0.6554	0.6764
S4	0.6292	0.6368	0.6713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6958	0.6772	0.0186	2.7%	0.0083	1.2%	23%	False	False	108,606
10	0.7011	0.6772	0.0239	3.5%	0.0085	1.2%	18%	False	False	98,262
20	0.7140	0.6772	0.0368	5.4%	0.0085	1.2%	12%	False	False	91,583
40	0.7140	0.6686	0.0454	6.7%	0.0086	1.3%	29%	False	False	91,831
60	0.7202	0.6686	0.0516	7.6%	0.0089	1.3%	25%	False	False	95,357
80	0.7291	0.6686	0.0605	8.9%	0.0087	1.3%	21%	False	False	73,959
100	0.7500	0.6686	0.0814	11.9%	0.0087	1.3%	16%	False	False	59,189
120	0.7665	0.6686	0.0979	14.4%	0.0082	1.2%	13%	False	False	49,332

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7177
2.618	0.7054
1.618	0.6978
1.000	0.6932
0.618	0.6903
HIGH	0.6856
0.618	0.6827
0.500	0.6818
0.382	0.6809
LOW	0.6781
0.618	0.6734
1.000	0.6705
1.618	0.6658
2.618	0.6583
4.250	0.6460

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	0.6818	0.6839
PP	0.6817	0.6831
S1	0.6816	0.6823

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

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