CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	0.6750	0.6841	0.0091	1.3%	0.6790
High	0.6878	0.6901	0.0023	0.3%	0.6878
Low	0.6749	0.6824	0.0075	1.1%	0.6699
Close	0.6841	0.6881	0.0040	0.6%	0.6841
Range	0.0129	0.0077	-0.0053	-40.7%	0.0179
ATR	0.0087	0.0086	-0.0001	-0.9%	0.0000
Volume	105,078	98,427	-6,651	-6.3%	442,522

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7098	0.7066	0.6923
R3	0.7021	0.6989	0.6902
R2	0.6945	0.6945	0.6895
R1	0.6913	0.6913	0.6888	0.6929
PP	0.6868	0.6868	0.6868	0.6876
S1	0.6836	0.6836	0.6873	0.6852
S2	0.6792	0.6792	0.6866
S3	0.6715	0.6760	0.6859
S4	0.6639	0.6683	0.6838

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7271	0.6939
R3	0.7164	0.7092	0.6890
R2	0.6985	0.6985	0.6874
R1	0.6913	0.6913	0.6857	0.6949
PP	0.6806	0.6806	0.6806	0.6824
S1	0.6734	0.6734	0.6825	0.6770
S2	0.6627	0.6627	0.6808
S3	0.6448	0.6555	0.6792
S4	0.6269	0.6376	0.6743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6901	0.6699	0.0202	2.9%	0.0089	1.3%	90%	True	False	108,189
10	0.6958	0.6699	0.0259	3.8%	0.0086	1.2%	70%	False	False	108,397
20	0.7128	0.6699	0.0429	6.2%	0.0085	1.2%	42%	False	False	98,366
40	0.7140	0.6699	0.0441	6.4%	0.0085	1.2%	41%	False	False	92,546
60	0.7140	0.6686	0.0454	6.6%	0.0087	1.3%	43%	False	False	94,671
80	0.7291	0.6686	0.0605	8.8%	0.0086	1.3%	32%	False	False	80,704
100	0.7475	0.6686	0.0789	11.5%	0.0089	1.3%	25%	False	False	64,595
120	0.7665	0.6686	0.0979	14.2%	0.0083	1.2%	20%	False	False	53,837

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	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7226
2.618	0.7101
1.618	0.7024
1.000	0.6977
0.618	0.6948
HIGH	0.6901
0.618	0.6871
0.500	0.6862
0.382	0.6853
LOW	0.6824
0.618	0.6777
1.000	0.6748
1.618	0.6700
2.618	0.6624
4.250	0.6499

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	0.6874	0.6856
PP	0.6868	0.6831
S1	0.6862	0.6807

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

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