CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 04-Apr-2022

Day Change Summary
	Previous	Current
	01-Apr-2022	04-Apr-2022	Change	Change %	Previous Week
Open	0.7494	0.7501	0.0007	0.1%	0.7524
High	0.7534	0.7565	0.0032	0.4%	0.7549
Low	0.7481	0.7492	0.0011	0.1%	0.7464
Close	0.7504	0.7557	0.0053	0.7%	0.7504
Range	0.0053	0.0074	0.0021	40.0%	0.0085
ATR	0.0070	0.0070	0.0000	0.4%	0.0000
Volume	75,283	60,065	-15,218	-20.2%	409,210

Daily Pivots for day following 04-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7758	0.7731	0.7597
R3	0.7685	0.7658	0.7577
R2	0.7611	0.7611	0.7570
R1	0.7584	0.7584	0.7564	0.7598
PP	0.7538	0.7538	0.7538	0.7545
S1	0.7511	0.7511	0.7550	0.7524
S2	0.7464	0.7464	0.7544
S3	0.7391	0.7437	0.7537
S4	0.7317	0.7364	0.7517

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7717	0.7551
R3	0.7676	0.7632	0.7527
R2	0.7591	0.7591	0.7520
R1	0.7547	0.7547	0.7512	0.7527
PP	0.7506	0.7506	0.7506	0.7495
S1	0.7462	0.7462	0.7496	0.7442
S2	0.7421	0.7421	0.7488
S3	0.7336	0.7377	0.7481
S4	0.7251	0.7292	0.7457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7565	0.7464	0.0101	1.3%	0.0056	0.7%	92%	True	False	76,376
10	0.7565	0.7385	0.0180	2.4%	0.0061	0.8%	96%	True	False	75,215
20	0.7565	0.7174	0.0391	5.2%	0.0073	1.0%	98%	True	False	73,674
40	0.7565	0.7078	0.0487	6.4%	0.0073	1.0%	98%	True	False	37,708
60	0.7565	0.6974	0.0591	7.8%	0.0069	0.9%	99%	True	False	25,217
80	0.7565	0.6974	0.0591	7.8%	0.0062	0.8%	99%	True	False	18,918
100	0.7565	0.6974	0.0591	7.8%	0.0055	0.7%	99%	True	False	15,138

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	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7757
1.618	0.7684
1.000	0.7639
0.618	0.7610
HIGH	0.7565
0.618	0.7537
0.500	0.7528
0.382	0.7520
LOW	0.7492
0.618	0.7446
1.000	0.7418
1.618	0.7373
2.618	0.7299
4.250	0.7179

Fisher Pivots for day following 04-Apr-2022
Pivot	1 day	3 day
R1	0.7547	0.7545
PP	0.7538	0.7534
S1	0.7528	0.7522

Download as Excel Spreadsheet

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

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