CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	0.7260	0.7261	0.0001	0.0%	0.7236
High	0.7260	0.7281	0.0021	0.3%	0.7281
Low	0.7260	0.7249	-0.0012	-0.2%	0.7224
Close	0.7260	0.7281	0.0021	0.3%	0.7281
Range	0.0000	0.0032	0.0032		0.0057
ATR	0.0043	0.0042	-0.0001	-1.8%	0.0000
Volume	0	5	5		89

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7366	0.7355	0.7298
R3	0.7334	0.7323	0.7289
R2	0.7302	0.7302	0.7286
R1	0.7291	0.7291	0.7283	0.7297
PP	0.7270	0.7270	0.7270	0.7273
S1	0.7259	0.7259	0.7278	0.7265
S2	0.7238	0.7238	0.7275
S3	0.7206	0.7227	0.7272
S4	0.7174	0.7195	0.7263

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7433	0.7414	0.7312
R3	0.7376	0.7357	0.7296
R2	0.7319	0.7319	0.7291
R1	0.7300	0.7300	0.7286	0.7309
PP	0.7262	0.7262	0.7262	0.7266
S1	0.7243	0.7243	0.7275	0.7252
S2	0.7205	0.7205	0.7270
S3	0.7148	0.7186	0.7265
S4	0.7091	0.7129	0.7249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7281	0.7224	0.0057	0.8%	0.0021	0.3%	100%	True	False	17
10	0.7281	0.7090	0.0191	2.6%	0.0035	0.5%	100%	True	False	14
20	0.7281	0.7001	0.0280	3.8%	0.0038	0.5%	100%	True	False	31
40	0.7427	0.7001	0.0426	5.9%	0.0031	0.4%	66%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7417
2.618	0.7364
1.618	0.7332
1.000	0.7313
0.618	0.7300
HIGH	0.7281
0.618	0.7268
0.500	0.7265
0.382	0.7261
LOW	0.7249
0.618	0.7229
1.000	0.7217
1.618	0.7197
2.618	0.7165
4.250	0.7113

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	0.7275	0.7271
PP	0.7270	0.7262
S1	0.7265	0.7252

Download as Excel Spreadsheet

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

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