CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 14-Apr-2022

Day Change Summary
	Previous	Current
	13-Apr-2022	14-Apr-2022	Change	Change %	Previous Week
Open	0.7461	0.7461	0.0000	0.0%	0.7501
High	0.7482	0.7476	-0.0007	-0.1%	0.7669
Low	0.7399	0.7404	0.0005	0.1%	0.7434
Close	0.7453	0.7423	-0.0030	-0.4%	0.7468
Range	0.0084	0.0072	-0.0012	-13.8%	0.0235
ATR	0.0075	0.0075	0.0000	-0.3%	0.0000
Volume	79,717	60,345	-19,372	-24.3%	405,494

Daily Pivots for day following 14-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7608	0.7462
R3	0.7578	0.7536	0.7442
R2	0.7506	0.7506	0.7436
R1	0.7464	0.7464	0.7429	0.7449
PP	0.7434	0.7434	0.7434	0.7426
S1	0.7392	0.7392	0.7416	0.7377
S2	0.7362	0.7362	0.7409
S3	0.7290	0.7320	0.7403
S4	0.7218	0.7248	0.7383

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	0.7502	0.7399	0.0103	1.4%	0.0074	1.0%	23%	False	False	67,259
10	0.7669	0.7399	0.0271	3.6%	0.0078	1.1%	9%	False	False	75,353
20	0.7669	0.7370	0.0300	4.0%	0.0069	0.9%	18%	False	False	75,151
40	0.7669	0.7105	0.0564	7.6%	0.0078	1.0%	56%	False	False	53,117
60	0.7669	0.6974	0.0695	9.4%	0.0073	1.0%	65%	False	False	35,502
80	0.7669	0.6974	0.0695	9.4%	0.0066	0.9%	65%	False	False	26,643
100	0.7669	0.6974	0.0695	9.4%	0.0060	0.8%	65%	False	False	21,320

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

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7664
1.618	0.7592
1.000	0.7548
0.618	0.7520
HIGH	0.7476
0.618	0.7448
0.500	0.7440
0.382	0.7431
LOW	0.7404
0.618	0.7359
1.000	0.7332
1.618	0.7287
2.618	0.7215
4.250	0.7098

Fisher Pivots for day following 14-Apr-2022
Pivot	1 day	3 day
R1	0.7440	0.7450
PP	0.7434	0.7441
S1	0.7428	0.7432

Download as Excel Spreadsheet

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

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