CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 28-Apr-2022

Day Change Summary
	Previous	Current
	27-Apr-2022	28-Apr-2022	Change	Change %	Previous Week
Open	0.7129	0.7129	0.0000	0.0%	0.7404
High	0.7194	0.7166	-0.0028	-0.4%	0.7465
Low	0.7106	0.7060	-0.0046	-0.6%	0.7240
Close	0.7125	0.7100	-0.0025	-0.4%	0.7242
Range	0.0089	0.0107	0.0018	20.3%	0.0226
ATR	0.0085	0.0086	0.0002	1.8%	0.0000
Volume	111,395	112,860	1,465	1.3%	366,476

Daily Pivots for day following 28-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7428	0.7370	0.7158
R3	0.7321	0.7264	0.7129
R2	0.7215	0.7215	0.7119
R1	0.7157	0.7157	0.7109	0.7133
PP	0.7108	0.7108	0.7108	0.7096
S1	0.7051	0.7051	0.7090	0.7026
S2	0.7002	0.7002	0.7080
S3	0.6895	0.6944	0.7070
S4	0.6789	0.6838	0.7041

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	0.7381	0.7060	0.0321	4.5%	0.0112	1.6%	12%	False	True	112,208
10	0.7476	0.7060	0.0416	5.9%	0.0093	1.3%	10%	False	True	89,011
20	0.7669	0.7060	0.0610	8.6%	0.0085	1.2%	7%	False	True	83,490
40	0.7669	0.7060	0.0610	8.6%	0.0082	1.1%	7%	False	True	73,637
60	0.7669	0.7060	0.0610	8.6%	0.0077	1.1%	7%	False	True	49,282
80	0.7669	0.6974	0.0695	9.8%	0.0073	1.0%	18%	False	False	37,013
100	0.7669	0.6974	0.0695	9.8%	0.0065	0.9%	18%	False	False	29,617
120	0.7669	0.6974	0.0695	9.8%	0.0059	0.8%	18%	False	False	24,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7619
2.618	0.7445
1.618	0.7338
1.000	0.7273
0.618	0.7232
HIGH	0.7166
0.618	0.7125
0.500	0.7113
0.382	0.7100
LOW	0.7060
0.618	0.6994
1.000	0.6953
1.618	0.6887
2.618	0.6781
4.250	0.6607

Fisher Pivots for day following 28-Apr-2022
Pivot	1 day	3 day
R1	0.7113	0.7147
PP	0.7108	0.7131
S1	0.7104	0.7115

Download as Excel Spreadsheet

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

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