CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	0.6887	0.6735	-0.0153	-2.2%	0.6790
High	0.6917	0.6761	-0.0156	-2.3%	0.6878
Low	0.6727	0.6705	-0.0022	-0.3%	0.6699
Close	0.6735	0.6740	0.0005	0.1%	0.6841
Range	0.0190	0.0056	-0.0134	-70.5%	0.0179
ATR	0.0094	0.0091	-0.0003	-2.9%	0.0000
Volume	178,389	201,069	22,680	12.7%	442,522

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6903	0.6877	0.6770
R3	0.6847	0.6821	0.6755
R2	0.6791	0.6791	0.6750
R1	0.6765	0.6765	0.6745	0.6778
PP	0.6735	0.6735	0.6735	0.6741
S1	0.6709	0.6709	0.6734	0.6722
S2	0.6679	0.6679	0.6729
S3	0.6623	0.6653	0.6724
S4	0.6567	0.6597	0.6709

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	0.6705	0.0212	3.1%	0.0103	1.5%	17%	False	True	137,939
10	0.6917	0.6699	0.0218	3.2%	0.0091	1.3%	19%	False	False	126,884
20	0.7030	0.6699	0.0331	4.9%	0.0089	1.3%	12%	False	False	109,249
40	0.7140	0.6699	0.0441	6.5%	0.0087	1.3%	9%	False	False	97,812
60	0.7140	0.6686	0.0454	6.7%	0.0086	1.3%	12%	False	False	97,150
80	0.7291	0.6686	0.0605	9.0%	0.0087	1.3%	9%	False	False	85,435
100	0.7393	0.6686	0.0707	10.5%	0.0090	1.3%	8%	False	False	68,388
120	0.7665	0.6686	0.0979	14.5%	0.0084	1.2%	5%	False	False	56,999

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	0.0019
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.6999
2.618	0.6907
1.618	0.6851
1.000	0.6817
0.618	0.6795
HIGH	0.6761
0.618	0.6739
0.500	0.6733
0.382	0.6726
LOW	0.6705
0.618	0.6670
1.000	0.6649
1.618	0.6614
2.618	0.6558
4.250	0.6467

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	0.6737	0.6811
PP	0.6735	0.6787
S1	0.6733	0.6763

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols