CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 03-May-2022

Day Change Summary
	Previous	Current
	02-May-2022	03-May-2022	Change	Change %	Previous Week
Open	0.7071	0.7057	-0.0014	-0.2%	0.7253
High	0.7087	0.7154	0.0067	0.9%	0.7255
Low	0.7036	0.7053	0.0017	0.2%	0.7060
Close	0.7042	0.7099	0.0058	0.8%	0.7087
Range	0.0052	0.0101	0.0050	96.1%	0.0196
ATR	0.0086	0.0088	0.0002	2.1%	0.0000
Volume	91,858	114,286	22,428	24.4%	589,898

Daily Pivots for day following 03-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7353	0.7155
R3	0.7304	0.7252	0.7127
R2	0.7203	0.7203	0.7118
R1	0.7151	0.7151	0.7108	0.7177
PP	0.7102	0.7102	0.7102	0.7115
S1	0.7050	0.7050	0.7090	0.7076
S2	0.7001	0.7001	0.7080
S3	0.6900	0.6949	0.7071
S4	0.6799	0.6848	0.7043

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	0.7194	0.7036	0.0159	2.2%	0.0094	1.3%	40%	False	False	111,400
10	0.7465	0.7036	0.0430	6.1%	0.0102	1.4%	15%	False	False	104,311
20	0.7669	0.7036	0.0634	8.9%	0.0089	1.3%	10%	False	False	89,035
40	0.7669	0.7036	0.0634	8.9%	0.0081	1.1%	10%	False	False	81,354
60	0.7669	0.7036	0.0634	8.9%	0.0079	1.1%	10%	False	False	54,817
80	0.7669	0.6974	0.0695	9.8%	0.0074	1.0%	18%	False	False	41,171
100	0.7669	0.6974	0.0695	9.8%	0.0067	0.9%	18%	False	False	32,942
120	0.7669	0.6974	0.0695	9.8%	0.0061	0.9%	18%	False	False	27,454

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7418
1.618	0.7317
1.000	0.7255
0.618	0.7216
HIGH	0.7154
0.618	0.7115
0.500	0.7103
0.382	0.7091
LOW	0.7053
0.618	0.6990
1.000	0.6952
1.618	0.6889
2.618	0.6788
4.250	0.6623

Fisher Pivots for day following 03-May-2022
Pivot	1 day	3 day
R1	0.7103	0.7110
PP	0.7102	0.7106
S1	0.7100	0.7103

Download as Excel Spreadsheet

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

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