CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	0.6735	0.6748	0.0014	0.2%	0.6790
High	0.6761	0.6771	0.0011	0.2%	0.6878
Low	0.6705	0.6697	-0.0008	-0.1%	0.6699
Close	0.6740	0.6703	-0.0037	-0.5%	0.6841
Range	0.0056	0.0075	0.0019	33.0%	0.0179
ATR	0.0091	0.0090	-0.0001	-1.3%	0.0000
Volume	201,069	112,813	-88,256	-43.9%	442,522

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6947	0.6900	0.6744
R3	0.6873	0.6825	0.6723
R2	0.6798	0.6798	0.6717
R1	0.6751	0.6751	0.6710	0.6737
PP	0.6724	0.6724	0.6724	0.6717
S1	0.6676	0.6676	0.6696	0.6663
S2	0.6649	0.6649	0.6689
S3	0.6575	0.6602	0.6683
S4	0.6500	0.6527	0.6662

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	0.6697	0.0220	3.3%	0.0105	1.6%	3%	False	True	139,155
10	0.6917	0.6697	0.0220	3.3%	0.0091	1.4%	3%	False	True	127,191
20	0.7011	0.6697	0.0314	4.7%	0.0087	1.3%	2%	False	True	109,370
40	0.7140	0.6697	0.0444	6.6%	0.0087	1.3%	1%	False	True	98,457
60	0.7140	0.6686	0.0454	6.8%	0.0086	1.3%	4%	False	False	97,198
80	0.7291	0.6686	0.0605	9.0%	0.0087	1.3%	3%	False	False	86,839
100	0.7291	0.6686	0.0605	9.0%	0.0089	1.3%	3%	False	False	69,514
120	0.7665	0.6686	0.0979	14.6%	0.0084	1.3%	2%	False	False	57,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7088
2.618	0.6966
1.618	0.6892
1.000	0.6846
0.618	0.6817
HIGH	0.6771
0.618	0.6743
0.500	0.6734
0.382	0.6725
LOW	0.6697
0.618	0.6650
1.000	0.6622
1.618	0.6576
2.618	0.6501
4.250	0.6380

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	0.6734	0.6807
PP	0.6724	0.6772
S1	0.6713	0.6738

Download as Excel Spreadsheet

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

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