CME Australian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	0.6698	0.6713	0.0015	0.2%	0.6841
High	0.6724	0.6734	0.0010	0.1%	0.6917
Low	0.6670	0.6672	0.0002	0.0%	0.6670
Close	0.6707	0.6687	-0.0021	-0.3%	0.6707
Range	0.0054	0.0062	0.0008	13.9%	0.0247
ATR	0.0087	0.0085	-0.0002	-2.1%	0.0000
Volume	9,324	718	-8,606	-92.3%	600,022

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6882	0.6846	0.6720
R3	0.6820	0.6784	0.6703
R2	0.6759	0.6759	0.6698
R1	0.6723	0.6723	0.6692	0.6710
PP	0.6697	0.6697	0.6697	0.6691
S1	0.6661	0.6661	0.6681	0.6649
S2	0.6636	0.6636	0.6675
S3	0.6574	0.6600	0.6670
S4	0.6513	0.6538	0.6653

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%	0.0087	1.3%	7%	False	False	100,462
10	0.6917	0.6670	0.0247	3.7%	0.0088	1.3%	7%	False	False	104,326
20	0.7011	0.6670	0.0341	5.1%	0.0087	1.3%	5%	False	False	101,294
40	0.7140	0.6670	0.0470	7.0%	0.0086	1.3%	4%	False	False	93,922
60	0.7140	0.6670	0.0470	7.0%	0.0085	1.3%	4%	False	False	94,718
80	0.7291	0.6670	0.0621	9.3%	0.0087	1.3%	3%	False	False	86,958
100	0.7291	0.6670	0.0621	9.3%	0.0088	1.3%	3%	False	False	69,612
120	0.7665	0.6670	0.0995	14.9%	0.0084	1.3%	2%	False	False	58,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6995
2.618	0.6895
1.618	0.6833
1.000	0.6795
0.618	0.6772
HIGH	0.6734
0.618	0.6710
0.500	0.6703
0.382	0.6695
LOW	0.6672
0.618	0.6634
1.000	0.6611
1.618	0.6572
2.618	0.6511
4.250	0.6411

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	0.6703	0.6721
PP	0.6697	0.6709
S1	0.6692	0.6698

Download as Excel Spreadsheet

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

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