CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 21-Apr-2022

Day Change Summary
	Previous	Current
	20-Apr-2022	21-Apr-2022	Change	Change %	Previous Week
Open	0.7383	0.7457	0.0074	1.0%	0.7468
High	0.7465	0.7465	0.0001	0.0%	0.7502
Low	0.7379	0.7370	-0.0010	-0.1%	0.7399
Close	0.7447	0.7376	-0.0071	-0.9%	0.7423
Range	0.0086	0.0096	0.0010	11.7%	0.0103
ATR	0.0074	0.0076	0.0002	2.1%	0.0000
Volume	73,104	76,221	3,117	4.3%	272,760

Daily Pivots for day following 21-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7629	0.7429
R3	0.7595	0.7533	0.7402
R2	0.7499	0.7499	0.7394
R1	0.7438	0.7438	0.7385	0.7421
PP	0.7404	0.7404	0.7404	0.7395
S1	0.7342	0.7342	0.7367	0.7325
S2	0.7308	0.7308	0.7358
S3	0.7213	0.7247	0.7350
S4	0.7117	0.7151	0.7323

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7689	0.7479
R3	0.7647	0.7586	0.7451
R2	0.7544	0.7544	0.7441
R1	0.7483	0.7483	0.7432	0.7462
PP	0.7441	0.7441	0.7441	0.7430
S1	0.7380	0.7380	0.7413	0.7359
S2	0.7338	0.7338	0.7404
S3	0.7235	0.7277	0.7394
S4	0.7132	0.7174	0.7366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7349	0.0127	1.7%	0.0074	1.0%	21%	False	False	65,814
10	0.7527	0.7349	0.0178	2.4%	0.0072	1.0%	15%	False	False	68,133
20	0.7669	0.7349	0.0320	4.3%	0.0070	1.0%	8%	False	False	74,915
40	0.7669	0.7105	0.0564	7.6%	0.0079	1.1%	48%	False	False	59,764
60	0.7669	0.6974	0.0695	9.4%	0.0074	1.0%	58%	False	False	39,959
80	0.7669	0.6974	0.0695	9.4%	0.0067	0.9%	58%	False	False	30,002
100	0.7669	0.6974	0.0695	9.4%	0.0062	0.8%	58%	False	False	24,007
120	0.7669	0.6974	0.0695	9.4%	0.0055	0.7%	58%	False	False	20,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7715
1.618	0.7620
1.000	0.7561
0.618	0.7524
HIGH	0.7465
0.618	0.7429
0.500	0.7417
0.382	0.7406
LOW	0.7370
0.618	0.7310
1.000	0.7274
1.618	0.7215
2.618	0.7119
4.250	0.6964

Fisher Pivots for day following 21-Apr-2022
Pivot	1 day	3 day
R1	0.7417	0.7409
PP	0.7404	0.7398
S1	0.7390	0.7387

Download as Excel Spreadsheet

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

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