CME Australian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	0.6700	0.6641	-0.0059	-0.9%	0.6853
High	0.6715	0.6681	-0.0035	-0.5%	0.6928
Low	0.6631	0.6583	-0.0048	-0.7%	0.6682
Close	0.6708	0.6647	-0.0061	-0.9%	0.6718
Range	0.0085	0.0098	0.0013	15.4%	0.0246
ATR	0.0082	0.0085	0.0003	3.7%	0.0000
Volume	113,227	119,024	5,797	5.1%	403,036

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.6929	0.6885	0.6700
R3	0.6832	0.6788	0.6673
R2	0.6734	0.6734	0.6664
R1	0.6690	0.6690	0.6655	0.6712
PP	0.6637	0.6637	0.6637	0.6648
S1	0.6593	0.6593	0.6638	0.6615
S2	0.6539	0.6539	0.6629
S3	0.6442	0.6495	0.6620
S4	0.6344	0.6398	0.6593

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	0.6759	0.6583	0.0176	2.6%	0.0074	1.1%	36%	False	True	94,227
10	0.6928	0.6583	0.0345	5.2%	0.0089	1.3%	18%	False	True	78,261
20	0.7018	0.6583	0.0435	6.5%	0.0087	1.3%	15%	False	True	40,933
40	0.7140	0.6583	0.0557	8.4%	0.0080	1.2%	11%	False	True	20,537
60	0.7140	0.6583	0.0557	8.4%	0.0078	1.2%	11%	False	True	13,738
80	0.7287	0.6583	0.0704	10.6%	0.0075	1.1%	9%	False	True	10,331
100	0.7287	0.6583	0.0704	10.6%	0.0067	1.0%	9%	False	True	8,266

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	0.0021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7095
2.618	0.6936
1.618	0.6838
1.000	0.6778
0.618	0.6741
HIGH	0.6681
0.618	0.6643
0.500	0.6632
0.382	0.6620
LOW	0.6583
0.618	0.6523
1.000	0.6486
1.618	0.6425
2.618	0.6328
4.250	0.6169

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	0.6642	0.6671
PP	0.6637	0.6663
S1	0.6632	0.6655

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

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