CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	0.6736	0.6769	0.0033	0.5%	0.6887
High	0.6770	0.6775	0.0005	0.1%	0.6958
Low	0.6699	0.6713	0.0014	0.2%	0.6772
Close	0.6753	0.6747	-0.0006	-0.1%	0.6816
Range	0.0071	0.0062	-0.0009	-12.7%	0.0186
ATR	0.0085	0.0084	-0.0002	-2.0%	0.0000
Volume	96,714	106,734	10,020	10.4%	543,030

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6931	0.6901	0.6781
R3	0.6869	0.6839	0.6764
R2	0.6807	0.6807	0.6758
R1	0.6777	0.6777	0.6752	0.6761
PP	0.6745	0.6745	0.6745	0.6737
S1	0.6715	0.6715	0.6741	0.6699
S2	0.6683	0.6683	0.6735
S3	0.6621	0.6653	0.6729
S4	0.6559	0.6591	0.6712

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	0.6856	0.6699	0.0157	2.3%	0.0078	1.1%	30%	False	False	115,228
10	0.7011	0.6699	0.0312	4.6%	0.0086	1.3%	15%	False	False	106,826
20	0.7140	0.6699	0.0441	6.5%	0.0081	1.2%	11%	False	False	96,256
40	0.7140	0.6686	0.0454	6.7%	0.0085	1.3%	13%	False	False	92,989
60	0.7140	0.6686	0.0454	6.7%	0.0088	1.3%	13%	False	False	95,692
80	0.7291	0.6686	0.0605	9.0%	0.0086	1.3%	10%	False	False	78,166
100	0.7475	0.6686	0.0789	11.7%	0.0087	1.3%	8%	False	False	62,561
120	0.7665	0.6686	0.0979	14.5%	0.0082	1.2%	6%	False	False	52,142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7038
2.618	0.6937
1.618	0.6875
1.000	0.6837
0.618	0.6813
HIGH	0.6775
0.618	0.6751
0.500	0.6744
0.382	0.6736
LOW	0.6713
0.618	0.6674
1.000	0.6651
1.618	0.6612
2.618	0.6550
4.250	0.6449

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	0.6746	0.6766
PP	0.6745	0.6760
S1	0.6744	0.6753

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

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