CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 06-May-2022

Day Change Summary
	Previous	Current
	05-May-2022	06-May-2022	Change	Change %	Previous Week
Open	0.7260	0.7117	-0.0143	-2.0%	0.7071
High	0.7271	0.7139	-0.0132	-1.8%	0.7271
Low	0.7082	0.7062	-0.0020	-0.3%	0.7036
Close	0.7096	0.7079	-0.0018	-0.2%	0.7079
Range	0.0190	0.0078	-0.0112	-59.1%	0.0236
ATR	0.0101	0.0100	-0.0002	-1.7%	0.0000
Volume	112,032	119,240	7,208	6.4%	556,100

Daily Pivots for day following 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7326	0.7280	0.7121
R3	0.7248	0.7202	0.7100
R2	0.7171	0.7171	0.7093
R1	0.7125	0.7125	0.7086	0.7109
PP	0.7093	0.7093	0.7093	0.7085
S1	0.7047	0.7047	0.7071	0.7031
S2	0.7016	0.7016	0.7064
S3	0.6938	0.6970	0.7057
S4	0.6861	0.6892	0.7036

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7835	0.7692	0.7208
R3	0.7599	0.7457	0.7143
R2	0.7364	0.7364	0.7122
R1	0.7221	0.7221	0.7100	0.7293
PP	0.7128	0.7128	0.7128	0.7164
S1	0.6986	0.6986	0.7057	0.7057
S2	0.6893	0.6893	0.7035
S3	0.6657	0.6750	0.7014
S4	0.6422	0.6515	0.6949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7271	0.7036	0.0236	3.3%	0.0119	1.7%	18%	False	False	111,220
10	0.7271	0.7036	0.0236	3.3%	0.0114	1.6%	18%	False	False	114,599
20	0.7502	0.7036	0.0466	6.6%	0.0097	1.4%	9%	False	False	92,438
40	0.7669	0.7036	0.0634	8.9%	0.0086	1.2%	7%	False	False	85,084
60	0.7669	0.7036	0.0634	8.9%	0.0084	1.2%	7%	False	False	60,644
80	0.7669	0.6974	0.0695	9.8%	0.0078	1.1%	15%	False	False	45,545
100	0.7669	0.6974	0.0695	9.8%	0.0071	1.0%	15%	False	False	36,440
120	0.7669	0.6974	0.0695	9.8%	0.0064	0.9%	15%	False	False	30,370

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7468
2.618	0.7342
1.618	0.7264
1.000	0.7217
0.618	0.7187
HIGH	0.7139
0.618	0.7109
0.500	0.7100
0.382	0.7091
LOW	0.7062
0.618	0.7014
1.000	0.6984
1.618	0.6936
2.618	0.6859
4.250	0.6732

Fisher Pivots for day following 06-May-2022
Pivot	1 day	3 day
R1	0.7100	0.7166
PP	0.7093	0.7137
S1	0.7086	0.7108

Download as Excel Spreadsheet

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

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