CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	0.6739	0.6700	-0.0040	-0.6%	0.6853
High	0.6759	0.6715	-0.0044	-0.7%	0.6928
Low	0.6688	0.6631	-0.0058	-0.9%	0.6682
Close	0.6702	0.6708	0.0006	0.1%	0.6718
Range	0.0071	0.0085	0.0014	19.0%	0.0246
ATR	0.0082	0.0082	0.0000	0.3%	0.0000
Volume	76,904	113,227	36,323	47.2%	403,036

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6938	0.6907	0.6754
R3	0.6853	0.6823	0.6731
R2	0.6769	0.6769	0.6723
R1	0.6738	0.6738	0.6715	0.6754
PP	0.6684	0.6684	0.6684	0.6692
S1	0.6654	0.6654	0.6700	0.6669
S2	0.6600	0.6600	0.6692
S3	0.6515	0.6569	0.6684
S4	0.6431	0.6485	0.6661

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7362	0.6853
R3	0.7268	0.7116	0.6786
R2	0.7022	0.7022	0.6763
R1	0.6870	0.6870	0.6741	0.6823
PP	0.6776	0.6776	0.6776	0.6752
S1	0.6624	0.6624	0.6695	0.6577
S2	0.6530	0.6530	0.6673
S3	0.6284	0.6378	0.6650
S4	0.6038	0.6132	0.6583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6783	0.6631	0.0152	2.3%	0.0069	1.0%	51%	False	True	86,479
10	0.6928	0.6631	0.0297	4.4%	0.0085	1.3%	26%	False	True	67,341
20	0.7018	0.6631	0.0388	5.8%	0.0084	1.3%	20%	False	True	34,986
40	0.7140	0.6631	0.0510	7.6%	0.0080	1.2%	15%	False	True	17,607
60	0.7140	0.6631	0.0510	7.6%	0.0077	1.1%	15%	False	True	11,754
80	0.7287	0.6631	0.0657	9.8%	0.0074	1.1%	12%	False	True	8,843
100	0.7287	0.6631	0.0657	9.8%	0.0067	1.0%	12%	False	True	7,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7074
2.618	0.6936
1.618	0.6852
1.000	0.6800
0.618	0.6767
HIGH	0.6715
0.618	0.6683
0.500	0.6673
0.382	0.6663
LOW	0.6631
0.618	0.6578
1.000	0.6546
1.618	0.6494
2.618	0.6409
4.250	0.6271

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	0.6696	0.6703
PP	0.6684	0.6699
S1	0.6673	0.6695

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

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