CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 20-May-2022

Day Change Summary
	Previous	Current
	19-May-2022	20-May-2022	Change	Change %	Previous Week
Open	0.6957	0.7051	0.0094	1.3%	0.6938
High	0.7075	0.7076	0.0001	0.0%	0.7076
Low	0.6956	0.7005	0.0049	0.7%	0.6875
Close	0.7065	0.7022	-0.0043	-0.6%	0.7022
Range	0.0119	0.0072	-0.0048	-39.9%	0.0202
ATR	0.0103	0.0101	-0.0002	-2.2%	0.0000
Volume	116,886	90,559	-26,327	-22.5%	491,656

Daily Pivots for day following 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7249	0.7207	0.7061
R3	0.7177	0.7135	0.7042
R2	0.7106	0.7106	0.7035
R1	0.7064	0.7064	0.7029	0.7049
PP	0.7034	0.7034	0.7034	0.7027
S1	0.6992	0.6992	0.7015	0.6978
S2	0.6963	0.6963	0.7009
S3	0.6891	0.6921	0.7002
S4	0.6820	0.6849	0.6983

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7510	0.7133
R3	0.7394	0.7309	0.7077
R2	0.7192	0.7192	0.7059
R1	0.7107	0.7107	0.7040	0.7150
PP	0.6991	0.6991	0.6991	0.7012
S1	0.6906	0.6906	0.7004	0.6948
S2	0.6789	0.6789	0.6985
S3	0.6588	0.6704	0.6967
S4	0.6386	0.6503	0.6911

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7076	0.6875	0.0202	2.9%	0.0094	1.3%	73%	True	False	98,331
10	0.7076	0.6832	0.0245	3.5%	0.0101	1.4%	78%	True	False	107,130
20	0.7271	0.6832	0.0440	6.3%	0.0108	1.5%	43%	False	False	110,865
40	0.7669	0.6832	0.0838	11.9%	0.0091	1.3%	23%	False	False	93,488
60	0.7669	0.6832	0.0838	11.9%	0.0088	1.3%	23%	False	False	78,392
80	0.7669	0.6832	0.0838	11.9%	0.0083	1.2%	23%	False	False	58,902
100	0.7669	0.6832	0.0838	11.9%	0.0076	1.1%	23%	False	False	47,152
120	0.7669	0.6832	0.0838	11.9%	0.0071	1.0%	23%	False	False	39,298

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7380
2.618	0.7263
1.618	0.7192
1.000	0.7148
0.618	0.7120
HIGH	0.7076
0.618	0.7049
0.500	0.7040
0.382	0.7032
LOW	0.7005
0.618	0.6960
1.000	0.6933
1.618	0.6889
2.618	0.6817
4.250	0.6701

Fisher Pivots for day following 20-May-2022
Pivot	1 day	3 day
R1	0.7040	0.7019
PP	0.7034	0.7017
S1	0.7028	0.7014

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

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