CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Sep-2022

Day Change Summary
	Previous	Current
	08-Sep-2022	09-Sep-2022	Change	Change %	Previous Week
Open	0.6781	0.6761	-0.0020	-0.3%	0.6800
High	0.6783	0.6889	0.0106	1.6%	0.6889
Low	0.6727	0.6761	0.0035	0.5%	0.6709
Close	0.6759	0.6853	0.0095	1.4%	0.6853
Range	0.0056	0.0128	0.0072	127.7%	0.0180
ATR	0.0079	0.0083	0.0004	4.6%	0.0000
Volume	9,822	10,144	322	3.3%	30,804

Daily Pivots for day following 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7217	0.7162	0.6923
R3	0.7089	0.7035	0.6888
R2	0.6962	0.6962	0.6876
R1	0.6907	0.6907	0.6865	0.6935
PP	0.6834	0.6834	0.6834	0.6848
S1	0.6780	0.6780	0.6841	0.6807
S2	0.6707	0.6707	0.6830
S3	0.6579	0.6652	0.6818
S4	0.6452	0.6525	0.6783

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7355	0.7284	0.6952
R3	0.7176	0.7104	0.6902
R2	0.6996	0.6996	0.6886
R1	0.6925	0.6925	0.6869	0.6961
PP	0.6817	0.6817	0.6817	0.6835
S1	0.6745	0.6745	0.6837	0.6781
S2	0.6637	0.6637	0.6820
S3	0.6458	0.6566	0.6804
S4	0.6278	0.6386	0.6754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6889	0.6709	0.0180	2.6%	0.0088	1.3%	80%	True	False	7,512
10	0.7018	0.6709	0.0309	4.5%	0.0090	1.3%	47%	False	False	4,601
20	0.7138	0.6709	0.0429	6.3%	0.0080	1.2%	34%	False	False	2,367
40	0.7140	0.6709	0.0431	6.3%	0.0076	1.1%	33%	False	False	1,281
60	0.7140	0.6700	0.0441	6.4%	0.0076	1.1%	35%	False	False	876
80	0.7287	0.6700	0.0588	8.6%	0.0069	1.0%	26%	False	False	675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7430
2.618	0.7222
1.618	0.7095
1.000	0.7016
0.618	0.6967
HIGH	0.6889
0.618	0.6840
0.500	0.6825
0.382	0.6810
LOW	0.6761
0.618	0.6682
1.000	0.6634
1.618	0.6555
2.618	0.6427
4.250	0.6219

Fisher Pivots for day following 09-Sep-2022
Pivot	1 day	3 day
R1	0.6844	0.6835
PP	0.6834	0.6817
S1	0.6825	0.6799

Download as Excel Spreadsheet

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

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