CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	0.6787	0.6790	0.0003	0.0%	0.6887
High	0.6856	0.6833	-0.0023	-0.3%	0.6958
Low	0.6781	0.6728	-0.0053	-0.8%	0.6772
Close	0.6816	0.6732	-0.0084	-1.2%	0.6816
Range	0.0076	0.0105	0.0030	39.1%	0.0186
ATR	0.0085	0.0087	0.0001	1.7%	0.0000
Volume	115,215	133,996	18,781	16.3%	543,030

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7079	0.7011	0.6790
R3	0.6974	0.6906	0.6761
R2	0.6869	0.6869	0.6751
R1	0.6801	0.6801	0.6742	0.6783
PP	0.6764	0.6764	0.6764	0.6755
S1	0.6696	0.6696	0.6722	0.6678
S2	0.6659	0.6659	0.6713
S3	0.6554	0.6591	0.6703
S4	0.6449	0.6486	0.6674

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	0.6728	0.0230	3.4%	0.0087	1.3%	2%	False	True	116,476
10	0.7011	0.6728	0.0283	4.2%	0.0089	1.3%	1%	False	True	104,124
20	0.7140	0.6728	0.0412	6.1%	0.0084	1.3%	1%	False	True	94,285
40	0.7140	0.6686	0.0454	6.7%	0.0085	1.3%	10%	False	False	92,966
60	0.7142	0.6686	0.0456	6.8%	0.0089	1.3%	10%	False	False	96,332
80	0.7291	0.6686	0.0605	9.0%	0.0087	1.3%	8%	False	False	75,629
100	0.7489	0.6686	0.0803	11.9%	0.0087	1.3%	6%	False	False	60,528
120	0.7665	0.6686	0.0979	14.5%	0.0082	1.2%	5%	False	False	50,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7279
2.618	0.7108
1.618	0.7003
1.000	0.6938
0.618	0.6898
HIGH	0.6833
0.618	0.6793
0.500	0.6781
0.382	0.6768
LOW	0.6728
0.618	0.6663
1.000	0.6623
1.618	0.6558
2.618	0.6453
4.250	0.6282

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	0.6781	0.6792
PP	0.6764	0.6772
S1	0.6748	0.6752

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

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