CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	0.7090	0.7100	0.0010	0.1%	0.7064
High	0.7111	0.7169	0.0058	0.8%	0.7169
Low	0.7059	0.7091	0.0033	0.5%	0.7037
Close	0.7094	0.7157	0.0064	0.9%	0.7157
Range	0.0053	0.0078	0.0025	47.6%	0.0132
ATR	0.0094	0.0093	-0.0001	-1.3%	0.0000
Volume	70,458	90,845	20,387	28.9%	432,509

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7371	0.7342	0.7200
R3	0.7294	0.7264	0.7178
R2	0.7216	0.7216	0.7171
R1	0.7187	0.7187	0.7164	0.7202
PP	0.7139	0.7139	0.7139	0.7146
S1	0.7109	0.7109	0.7150	0.7124
S2	0.7061	0.7061	0.7143
S3	0.6984	0.7032	0.7136
S4	0.6906	0.6954	0.7114

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7515	0.7468	0.7229
R3	0.7384	0.7336	0.7193
R2	0.7252	0.7252	0.7181
R1	0.7205	0.7205	0.7169	0.7229
PP	0.7121	0.7121	0.7121	0.7133
S1	0.7073	0.7073	0.7145	0.7097
S2	0.6989	0.6989	0.7133
S3	0.6858	0.6942	0.7121
S4	0.6726	0.6810	0.7085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7169	0.7037	0.0132	1.8%	0.0070	1.0%	91%	True	False	86,501
10	0.7169	0.6875	0.0294	4.1%	0.0082	1.1%	96%	True	False	92,416
20	0.7271	0.6832	0.0440	6.1%	0.0098	1.4%	74%	False	False	102,995
40	0.7669	0.6832	0.0838	11.7%	0.0093	1.3%	39%	False	False	94,245
60	0.7669	0.6832	0.0838	11.7%	0.0088	1.2%	39%	False	False	85,470
80	0.7669	0.6832	0.0838	11.7%	0.0083	1.2%	39%	False	False	64,289
100	0.7669	0.6832	0.0838	11.7%	0.0079	1.1%	39%	False	False	51,476
120	0.7669	0.6832	0.0838	11.7%	0.0072	1.0%	39%	False	False	42,901

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7498
2.618	0.7371
1.618	0.7294
1.000	0.7246
0.618	0.7216
HIGH	0.7169
0.618	0.7139
0.500	0.7130
0.382	0.7121
LOW	0.7091
0.618	0.7043
1.000	0.7014
1.618	0.6966
2.618	0.6888
4.250	0.6762

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	0.7148	0.7139
PP	0.7139	0.7121
S1	0.7130	0.7103

Download as Excel Spreadsheet

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

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