CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	0.6867	0.6855	-0.0013	-0.2%	0.6884
High	0.6912	0.6856	-0.0057	-0.8%	0.7018
Low	0.6844	0.6782	-0.0062	-0.9%	0.6864
Close	0.6857	0.6792	-0.0065	-0.9%	0.6901
Range	0.0069	0.0074	0.0005	7.3%	0.0154
ATR	0.0080	0.0080	0.0000	-0.5%	0.0000
Volume	4,259	1,673	-2,586	-60.7%	1,327

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7030	0.6985	0.6832
R3	0.6957	0.6911	0.6812
R2	0.6883	0.6883	0.6805
R1	0.6838	0.6838	0.6799	0.6824
PP	0.6810	0.6810	0.6810	0.6803
S1	0.6764	0.6764	0.6785	0.6750
S2	0.6736	0.6736	0.6779
S3	0.6663	0.6691	0.6772
S4	0.6589	0.6617	0.6752

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7390	0.7299	0.6986
R3	0.7236	0.7145	0.6943
R2	0.7082	0.7082	0.6929
R1	0.6991	0.6991	0.6915	0.7037
PP	0.6928	0.6928	0.6928	0.6950
S1	0.6837	0.6837	0.6887	0.6883
S2	0.6774	0.6774	0.6873
S3	0.6620	0.6683	0.6859
S4	0.6466	0.6529	0.6816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7018	0.6782	0.0236	3.5%	0.0091	1.3%	4%	False	True	1,690
10	0.7018	0.6782	0.0236	3.5%	0.0081	1.2%	4%	False	True	930
20	0.7140	0.6782	0.0358	5.3%	0.0080	1.2%	3%	False	True	549
40	0.7140	0.6700	0.0441	6.5%	0.0075	1.1%	21%	False	False	350
60	0.7200	0.6700	0.0501	7.4%	0.0075	1.1%	18%	False	False	257
80	0.7287	0.6700	0.0588	8.6%	0.0065	1.0%	16%	False	False	206

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7168
2.618	0.7048
1.618	0.6974
1.000	0.6929
0.618	0.6901
HIGH	0.6856
0.618	0.6827
0.500	0.6819
0.382	0.6810
LOW	0.6782
0.618	0.6737
1.000	0.6709
1.618	0.6663
2.618	0.6590
4.250	0.6470

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	0.6819	0.6874
PP	0.6810	0.6846
S1	0.6801	0.6819

Download as Excel Spreadsheet

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

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