CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-Apr-2022

Day Change Summary
	Previous	Current
	08-Apr-2022	11-Apr-2022	Change	Change %	Previous Week
Open	0.7488	0.7468	-0.0020	-0.3%	0.7501
High	0.7500	0.7475	-0.0026	-0.3%	0.7669
Low	0.7434	0.7422	-0.0013	-0.2%	0.7434
Close	0.7468	0.7437	-0.0031	-0.4%	0.7468
Range	0.0066	0.0053	-0.0013	-19.7%	0.0235
ATR	0.0074	0.0073	-0.0002	-2.0%	0.0000
Volume	63,538	61,761	-1,777	-2.8%	405,494

Daily Pivots for day following 11-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7603	0.7573	0.7466
R3	0.7550	0.7520	0.7451
R2	0.7497	0.7497	0.7446
R1	0.7467	0.7467	0.7441	0.7456
PP	0.7444	0.7444	0.7444	0.7439
S1	0.7414	0.7414	0.7432	0.7403
S2	0.7391	0.7391	0.7427
S3	0.7338	0.7361	0.7422
S4	0.7285	0.7308	0.7407

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8083	0.7597
R3	0.7994	0.7848	0.7532
R2	0.7759	0.7759	0.7511
R1	0.7613	0.7613	0.7489	0.7568
PP	0.7524	0.7524	0.7524	0.7501
S1	0.7378	0.7378	0.7446	0.7333
S2	0.7289	0.7289	0.7424
S3	0.7054	0.7143	0.7403
S4	0.6819	0.6908	0.7338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7422	0.0248	3.3%	0.0081	1.1%	6%	False	True	81,438
10	0.7669	0.7422	0.0248	3.3%	0.0069	0.9%	6%	False	True	78,907
20	0.7669	0.7174	0.0495	6.7%	0.0071	1.0%	53%	False	False	76,459
40	0.7669	0.7099	0.0571	7.7%	0.0075	1.0%	59%	False	False	47,855
60	0.7669	0.6974	0.0695	9.3%	0.0072	1.0%	67%	False	False	31,998
80	0.7669	0.6974	0.0695	9.3%	0.0064	0.9%	67%	False	False	24,006
100	0.7669	0.6974	0.0695	9.3%	0.0058	0.8%	67%	False	False	19,210

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7700
2.618	0.7613
1.618	0.7560
1.000	0.7528
0.618	0.7507
HIGH	0.7475
0.618	0.7454
0.500	0.7448
0.382	0.7442
LOW	0.7422
0.618	0.7389
1.000	0.7369
1.618	0.7336
2.618	0.7283
4.250	0.7196

Fisher Pivots for day following 11-Apr-2022
Pivot	1 day	3 day
R1	0.7448	0.7474
PP	0.7444	0.7462
S1	0.7440	0.7449

Download as Excel Spreadsheet

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

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