CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 25-May-2022

Day Change Summary
	Previous	Current
	24-May-2022	25-May-2022	Change	Change %	Previous Week
Open	0.7112	0.7110	-0.0002	0.0%	0.6938
High	0.7115	0.7121	0.0006	0.1%	0.7076
Low	0.7059	0.7037	-0.0022	-0.3%	0.6875
Close	0.7085	0.7094	0.0009	0.1%	0.7022
Range	0.0057	0.0084	0.0028	48.7%	0.0202
ATR	0.0098	0.0097	-0.0001	-1.0%	0.0000
Volume	85,053	93,661	8,608	10.1%	491,656

Daily Pivots for day following 25-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7336	0.7299	0.7140
R3	0.7252	0.7215	0.7117
R2	0.7168	0.7168	0.7109
R1	0.7131	0.7131	0.7101	0.7107
PP	0.7084	0.7084	0.7084	0.7072
S1	0.7047	0.7047	0.7086	0.7023
S2	0.7000	0.7000	0.7078
S3	0.6916	0.6963	0.7070
S4	0.6832	0.6879	0.7047

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	0.6956	0.0174	2.4%	0.0082	1.2%	79%	False	False	95,730
10	0.7130	0.6832	0.0298	4.2%	0.0090	1.3%	88%	False	False	98,517
20	0.7271	0.6832	0.0440	6.2%	0.0103	1.4%	60%	False	False	106,903
40	0.7669	0.6832	0.0838	11.8%	0.0092	1.3%	31%	False	False	94,094
60	0.7669	0.6832	0.0838	11.8%	0.0088	1.2%	31%	False	False	82,884
80	0.7669	0.6832	0.0838	11.8%	0.0083	1.2%	31%	False	False	62,281
100	0.7669	0.6832	0.0838	11.8%	0.0078	1.1%	31%	False	False	49,863
120	0.7669	0.6832	0.0838	11.8%	0.0071	1.0%	31%	False	False	41,558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7478
2.618	0.7341
1.618	0.7257
1.000	0.7205
0.618	0.7173
HIGH	0.7121
0.618	0.7089
0.500	0.7079
0.382	0.7069
LOW	0.7037
0.618	0.6985
1.000	0.6953
1.618	0.6901
2.618	0.6817
4.250	0.6680

Fisher Pivots for day following 25-May-2022
Pivot	1 day	3 day
R1	0.7089	0.7090
PP	0.7084	0.7087
S1	0.7079	0.7083

Download as Excel Spreadsheet

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

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