CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 29-Apr-2022

Day Change Summary
	Previous	Current
	28-Apr-2022	29-Apr-2022	Change	Change %	Previous Week
Open	0.7129	0.7104	-0.0026	-0.4%	0.7253
High	0.7166	0.7185	0.0019	0.3%	0.7255
Low	0.7060	0.7061	0.0002	0.0%	0.7060
Close	0.7100	0.7087	-0.0013	-0.2%	0.7087
Range	0.0107	0.0124	0.0017	16.0%	0.0196
ATR	0.0086	0.0089	0.0003	3.1%	0.0000
Volume	112,860	126,604	13,744	12.2%	589,898

Daily Pivots for day following 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7408	0.7155
R3	0.7358	0.7284	0.7121
R2	0.7234	0.7234	0.7110
R1	0.7161	0.7161	0.7098	0.7136
PP	0.7111	0.7111	0.7111	0.7098
S1	0.7037	0.7037	0.7076	0.7012
S2	0.6987	0.6987	0.7064
S3	0.6864	0.6914	0.7053
S4	0.6740	0.6790	0.7019

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7599	0.7195
R3	0.7525	0.7404	0.7141
R2	0.7329	0.7329	0.7123
R1	0.7208	0.7208	0.7105	0.7171
PP	0.7134	0.7134	0.7134	0.7115
S1	0.7013	0.7013	0.7069	0.6976
S2	0.6938	0.6938	0.7051
S3	0.6743	0.6817	0.7033
S4	0.6547	0.6622	0.6979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7255	0.7060	0.0196	2.8%	0.0109	1.5%	14%	False	False	117,979
10	0.7465	0.7060	0.0406	5.7%	0.0098	1.4%	7%	False	False	95,637
20	0.7669	0.7060	0.0610	8.6%	0.0088	1.2%	5%	False	False	85,495
40	0.7669	0.7060	0.0610	8.6%	0.0083	1.2%	5%	False	False	76,707
60	0.7669	0.7060	0.0610	8.6%	0.0078	1.1%	5%	False	False	51,387
80	0.7669	0.6974	0.0695	9.8%	0.0074	1.0%	16%	False	False	38,596
100	0.7669	0.6974	0.0695	9.8%	0.0066	0.9%	16%	False	False	30,883
120	0.7669	0.6974	0.0695	9.8%	0.0060	0.8%	16%	False	False	25,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7508
1.618	0.7384
1.000	0.7308
0.618	0.7261
HIGH	0.7185
0.618	0.7137
0.500	0.7123
0.382	0.7108
LOW	0.7061
0.618	0.6985
1.000	0.6938
1.618	0.6861
2.618	0.6738
4.250	0.6536

Fisher Pivots for day following 29-Apr-2022
Pivot	1 day	3 day
R1	0.7123	0.7127
PP	0.7111	0.7114
S1	0.7099	0.7100

Download as Excel Spreadsheet

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

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