CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 23-May-2022

Day Change Summary
	Previous	Current
	20-May-2022	23-May-2022	Change	Change %	Previous Week
Open	0.7051	0.7064	0.0014	0.2%	0.6938
High	0.7076	0.7130	0.0054	0.8%	0.7076
Low	0.7005	0.7052	0.0047	0.7%	0.6875
Close	0.7022	0.7110	0.0088	1.2%	0.7022
Range	0.0072	0.0078	0.0007	9.1%	0.0202
ATR	0.0101	0.0101	0.0000	0.5%	0.0000
Volume	90,559	92,492	1,933	2.1%	491,656

Daily Pivots for day following 23-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7331	0.7298	0.7152
R3	0.7253	0.7220	0.7131
R2	0.7175	0.7175	0.7124
R1	0.7142	0.7142	0.7117	0.7159
PP	0.7097	0.7097	0.7097	0.7105
S1	0.7064	0.7064	0.7102	0.7081
S2	0.7019	0.7019	0.7095
S3	0.6941	0.6986	0.7088
S4	0.6863	0.6908	0.7067

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	0.7130	0.6952	0.0178	2.5%	0.0088	1.2%	89%	True	False	96,422
10	0.7130	0.6832	0.0298	4.2%	0.0096	1.4%	93%	True	False	105,268
20	0.7271	0.6832	0.0440	6.2%	0.0106	1.5%	63%	False	False	109,112
40	0.7669	0.6832	0.0838	11.8%	0.0092	1.3%	33%	False	False	94,093
60	0.7669	0.6832	0.0838	11.8%	0.0088	1.2%	33%	False	False	79,924
80	0.7669	0.6832	0.0838	11.8%	0.0083	1.2%	33%	False	False	60,054
100	0.7669	0.6832	0.0838	11.8%	0.0077	1.1%	33%	False	False	48,076
120	0.7669	0.6832	0.0838	11.8%	0.0071	1.0%	33%	False	False	40,068

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7334
1.618	0.7256
1.000	0.7208
0.618	0.7178
HIGH	0.7130
0.618	0.7100
0.500	0.7091
0.382	0.7081
LOW	0.7052
0.618	0.7003
1.000	0.6974
1.618	0.6925
2.618	0.6847
4.250	0.6720

Fisher Pivots for day following 23-May-2022
Pivot	1 day	3 day
R1	0.7103	0.7087
PP	0.7097	0.7065
S1	0.7091	0.7043

Download as Excel Spreadsheet

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

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