CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	0.6790	0.6736	-0.0054	-0.8%	0.6887
High	0.6833	0.6770	-0.0063	-0.9%	0.6958
Low	0.6728	0.6699	-0.0029	-0.4%	0.6772
Close	0.6732	0.6753	0.0021	0.3%	0.6816
Range	0.0105	0.0071	-0.0034	-32.4%	0.0186
ATR	0.0087	0.0085	-0.0001	-1.3%	0.0000
Volume	133,996	96,714	-37,282	-27.8%	543,030

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6954	0.6924	0.6792
R3	0.6883	0.6853	0.6772
R2	0.6812	0.6812	0.6766
R1	0.6782	0.6782	0.6759	0.6797
PP	0.6741	0.6741	0.6741	0.6748
S1	0.6711	0.6711	0.6746	0.6726
S2	0.6670	0.6670	0.6739
S3	0.6599	0.6640	0.6733
S4	0.6528	0.6569	0.6713

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	0.6905	0.6699	0.0206	3.1%	0.0079	1.2%	26%	False	True	115,829
10	0.7011	0.6699	0.0312	4.6%	0.0085	1.3%	17%	False	True	103,980
20	0.7140	0.6699	0.0441	6.5%	0.0086	1.3%	12%	False	True	96,493
40	0.7140	0.6686	0.0454	6.7%	0.0085	1.3%	15%	False	False	93,482
60	0.7140	0.6686	0.0454	6.7%	0.0089	1.3%	15%	False	False	95,725
80	0.7291	0.6686	0.0605	9.0%	0.0086	1.3%	11%	False	False	76,833
100	0.7489	0.6686	0.0803	11.9%	0.0087	1.3%	8%	False	False	61,494
120	0.7665	0.6686	0.0979	14.5%	0.0082	1.2%	7%	False	False	51,253

Crabel Price Patterns
NR	True
NR4	True
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	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7072
2.618	0.6956
1.618	0.6885
1.000	0.6841
0.618	0.6814
HIGH	0.6770
0.618	0.6743
0.500	0.6735
0.382	0.6726
LOW	0.6699
0.618	0.6655
1.000	0.6628
1.618	0.6584
2.618	0.6513
4.250	0.6397

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	0.6747	0.6778
PP	0.6741	0.6769
S1	0.6735	0.6761

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

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