CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	0.6748	0.6698	-0.0051	-0.7%	0.6841
High	0.6771	0.6724	-0.0047	-0.7%	0.6917
Low	0.6697	0.6670	-0.0027	-0.4%	0.6670
Close	0.6703	0.6707	0.0004	0.1%	0.6707
Range	0.0075	0.0054	-0.0021	-27.5%	0.0247
ATR	0.0090	0.0087	-0.0003	-2.9%	0.0000
Volume	112,813	9,324	-103,489	-91.7%	600,022

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6862	0.6839	0.6737
R3	0.6808	0.6785	0.6722
R2	0.6754	0.6754	0.6717
R1	0.6731	0.6731	0.6712	0.6743
PP	0.6700	0.6700	0.6700	0.6706
S1	0.6677	0.6677	0.6702	0.6689
S2	0.6646	0.6646	0.6697
S3	0.6592	0.6623	0.6692
S4	0.6538	0.6569	0.6677

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7352	0.6843
R3	0.7258	0.7106	0.6775
R2	0.7011	0.7011	0.6752
R1	0.6859	0.6859	0.6730	0.6812
PP	0.6765	0.6765	0.6765	0.6741
S1	0.6613	0.6613	0.6684	0.6565
S2	0.6518	0.6518	0.6662
S3	0.6272	0.6366	0.6639
S4	0.6025	0.6120	0.6571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6917	0.6670	0.0247	3.7%	0.0090	1.3%	15%	False	True	120,004
10	0.6917	0.6670	0.0247	3.7%	0.0089	1.3%	15%	False	True	115,775
20	0.7011	0.6670	0.0341	5.1%	0.0087	1.3%	11%	False	True	105,175
40	0.7140	0.6670	0.0470	7.0%	0.0086	1.3%	8%	False	True	96,225
60	0.7140	0.6670	0.0470	7.0%	0.0085	1.3%	8%	False	True	95,986
80	0.7291	0.6670	0.0621	9.3%	0.0087	1.3%	6%	False	True	86,951
100	0.7291	0.6670	0.0621	9.3%	0.0088	1.3%	6%	False	True	69,605
120	0.7665	0.6670	0.0995	14.8%	0.0084	1.3%	4%	False	True	58,016

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.6954
2.618	0.6865
1.618	0.6811
1.000	0.6778
0.618	0.6757
HIGH	0.6724
0.618	0.6703
0.500	0.6697
0.382	0.6691
LOW	0.6670
0.618	0.6637
1.000	0.6616
1.618	0.6583
2.618	0.6529
4.250	0.6441

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	0.6704	0.6721
PP	0.6700	0.6716
S1	0.6697	0.6712

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

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