CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	0.6954	0.6943	-0.0011	-0.2%	0.7071
High	0.6990	0.7058	0.0068	1.0%	0.7271
Low	0.6915	0.6931	0.0016	0.2%	0.7036
Close	0.6944	0.6951	0.0008	0.1%	0.7079
Range	0.0075	0.0127	0.0052	69.3%	0.0236
ATR	0.0100	0.0102	0.0002	1.9%	0.0000
Volume	110,938	135,289	24,351	22.0%	556,100

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7361	0.7283	0.7021
R3	0.7234	0.7156	0.6986
R2	0.7107	0.7107	0.6974
R1	0.7029	0.7029	0.6963	0.7068
PP	0.6980	0.6980	0.6980	0.6999
S1	0.6902	0.6902	0.6939	0.6941
S2	0.6853	0.6853	0.6928
S3	0.6726	0.6775	0.6916
S4	0.6599	0.6648	0.6881

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	0.6915	0.0357	5.1%	0.0119	1.7%	10%	False	False	117,723
10	0.7271	0.6915	0.0357	5.1%	0.0116	1.7%	10%	False	False	115,290
20	0.7482	0.6915	0.0568	8.2%	0.0103	1.5%	6%	False	False	100,494
40	0.7669	0.6915	0.0755	10.9%	0.0088	1.3%	5%	False	False	88,286
60	0.7669	0.6915	0.0755	10.9%	0.0085	1.2%	5%	False	False	66,579
80	0.7669	0.6915	0.0755	10.9%	0.0080	1.2%	5%	False	False	50,008
100	0.7669	0.6915	0.0755	10.9%	0.0073	1.0%	5%	False	False	40,013
120	0.7669	0.6915	0.0755	10.9%	0.0067	1.0%	5%	False	False	33,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7390
1.618	0.7263
1.000	0.7185
0.618	0.7136
HIGH	0.7058
0.618	0.7009
0.500	0.6994
0.382	0.6979
LOW	0.6931
0.618	0.6852
1.000	0.6804
1.618	0.6725
2.618	0.6598
4.250	0.6391

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	0.6994	0.6995
PP	0.6980	0.6980
S1	0.6965	0.6966

Download as Excel Spreadsheet

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

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