CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	0.6841	0.6887	0.0047	0.7%	0.6790
High	0.6901	0.6917	0.0016	0.2%	0.6878
Low	0.6824	0.6727	-0.0098	-1.4%	0.6699
Close	0.6881	0.6735	-0.0146	-2.1%	0.6841
Range	0.0077	0.0190	0.0114	148.4%	0.0179
ATR	0.0086	0.0094	0.0007	8.6%	0.0000
Volume	98,427	178,389	79,962	81.2%	442,522

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7363	0.7239	0.6840
R3	0.7173	0.7049	0.6787
R2	0.6983	0.6983	0.6770
R1	0.6859	0.6859	0.6752	0.6826
PP	0.6793	0.6793	0.6793	0.6776
S1	0.6669	0.6669	0.6718	0.6636
S2	0.6603	0.6603	0.6700
S3	0.6413	0.6479	0.6683
S4	0.6223	0.6289	0.6631

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	0.6917	0.6699	0.0218	3.2%	0.0106	1.6%	17%	True	False	117,068
10	0.6958	0.6699	0.0259	3.8%	0.0096	1.4%	14%	False	False	116,772
20	0.7043	0.6699	0.0344	5.1%	0.0089	1.3%	10%	False	False	102,796
40	0.7140	0.6699	0.0441	6.5%	0.0088	1.3%	8%	False	False	95,123
60	0.7140	0.6686	0.0454	6.7%	0.0088	1.3%	11%	False	False	95,471
80	0.7291	0.6686	0.0605	9.0%	0.0088	1.3%	8%	False	False	82,931
100	0.7475	0.6686	0.0789	11.7%	0.0090	1.3%	6%	False	False	66,378
120	0.7665	0.6686	0.0979	14.5%	0.0084	1.2%	5%	False	False	55,324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 139 trading days

Fibonacci Retracements and Extensions
4.250	0.7724
2.618	0.7414
1.618	0.7224
1.000	0.7107
0.618	0.7034
HIGH	0.6917
0.618	0.6844
0.500	0.6822
0.382	0.6799
LOW	0.6727
0.618	0.6609
1.000	0.6537
1.618	0.6419
2.618	0.6229
4.250	0.5919

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	0.6822	0.6822
PP	0.6793	0.6793
S1	0.6764	0.6764

Download as Excel Spreadsheet

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

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