CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 26-Apr-2022

Day Change Summary
	Previous	Current
	25-Apr-2022	26-Apr-2022	Change	Change %	Previous Week
Open	0.7253	0.7188	-0.0065	-0.9%	0.7404
High	0.7255	0.7234	-0.0021	-0.3%	0.7465
Low	0.7140	0.7124	-0.0016	-0.2%	0.7240
Close	0.7172	0.7151	-0.0021	-0.3%	0.7242
Range	0.0115	0.0110	-0.0005	-4.3%	0.0226
ATR	0.0083	0.0085	0.0002	2.4%	0.0000
Volume	127,544	111,495	-16,049	-12.6%	366,476

Daily Pivots for day following 26-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7435	0.7211
R3	0.7390	0.7325	0.7181
R2	0.7280	0.7280	0.7171
R1	0.7215	0.7215	0.7161	0.7192
PP	0.7170	0.7170	0.7170	0.7158
S1	0.7105	0.7105	0.7140	0.7082
S2	0.7060	0.7060	0.7130
S3	0.6950	0.6995	0.7120
S4	0.6840	0.6885	0.7090

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7992	0.7843	0.7366
R3	0.7767	0.7617	0.7304
R2	0.7541	0.7541	0.7283
R1	0.7392	0.7392	0.7263	0.7354
PP	0.7316	0.7316	0.7316	0.7297
S1	0.7166	0.7166	0.7221	0.7128
S2	0.7090	0.7090	0.7201
S3	0.6865	0.6941	0.7180
S4	0.6639	0.6715	0.7118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7465	0.7124	0.0341	4.8%	0.0109	1.5%	8%	False	True	97,222
10	0.7502	0.7124	0.0378	5.3%	0.0091	1.3%	7%	False	True	81,651
20	0.7669	0.7124	0.0545	7.6%	0.0080	1.1%	5%	False	True	80,279
40	0.7669	0.7124	0.0545	7.6%	0.0079	1.1%	5%	False	True	68,101
60	0.7669	0.6997	0.0672	9.4%	0.0077	1.1%	23%	False	False	45,554
80	0.7669	0.6974	0.0695	9.7%	0.0071	1.0%	25%	False	False	34,210
100	0.7669	0.6974	0.0695	9.7%	0.0064	0.9%	25%	False	False	27,374
120	0.7669	0.6974	0.0695	9.7%	0.0058	0.8%	25%	False	False	22,813

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7522
1.618	0.7412
1.000	0.7344
0.618	0.7302
HIGH	0.7234
0.618	0.7192
0.500	0.7179
0.382	0.7166
LOW	0.7124
0.618	0.7056
1.000	0.7014
1.618	0.6946
2.618	0.6836
4.250	0.6657

Fisher Pivots for day following 26-Apr-2022
Pivot	1 day	3 day
R1	0.7179	0.7252
PP	0.7170	0.7218
S1	0.7160	0.7184

Download as Excel Spreadsheet

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

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