CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-May-2022

Day Change Summary
	Previous	Current
	27-May-2022	31-May-2022	Change	Change %	Previous Week
Open	0.7100	0.7162	0.0062	0.9%	0.7064
High	0.7169	0.7205	0.0036	0.5%	0.7169
Low	0.7091	0.7151	0.0060	0.8%	0.7037
Close	0.7157	0.7177	0.0020	0.3%	0.7157
Range	0.0078	0.0054	-0.0024	-31.0%	0.0132
ATR	0.0093	0.0090	-0.0003	-3.0%	0.0000
Volume	90,845	132,341	41,496	45.7%	432,509

Daily Pivots for day following 31-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7338	0.7311	0.7206
R3	0.7284	0.7257	0.7191
R2	0.7231	0.7231	0.7186
R1	0.7204	0.7204	0.7181	0.7217
PP	0.7177	0.7177	0.7177	0.7184
S1	0.7150	0.7150	0.7172	0.7164
S2	0.7124	0.7124	0.7167
S3	0.7070	0.7097	0.7162
S4	0.7017	0.7043	0.7147

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	0.7205	0.7037	0.0168	2.3%	0.0065	0.9%	83%	True	False	94,471
10	0.7205	0.6952	0.0253	3.5%	0.0076	1.1%	89%	True	False	95,446
20	0.7271	0.6832	0.0440	6.1%	0.0098	1.4%	78%	False	False	105,020
40	0.7669	0.6832	0.0838	11.7%	0.0093	1.3%	41%	False	False	95,672
60	0.7669	0.6832	0.0838	11.7%	0.0087	1.2%	41%	False	False	87,597
80	0.7669	0.6832	0.0838	11.7%	0.0083	1.2%	41%	False	False	65,942
100	0.7669	0.6832	0.0838	11.7%	0.0079	1.1%	41%	False	False	52,799
120	0.7669	0.6832	0.0838	11.7%	0.0072	1.0%	41%	False	False	44,004

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7432
2.618	0.7345
1.618	0.7291
1.000	0.7258
0.618	0.7238
HIGH	0.7205
0.618	0.7184
0.500	0.7178
0.382	0.7171
LOW	0.7151
0.618	0.7118
1.000	0.7098
1.618	0.7064
2.618	0.7011
4.250	0.6924

Fisher Pivots for day following 31-May-2022
Pivot	1 day	3 day
R1	0.7178	0.7162
PP	0.7177	0.7147
S1	0.7177	0.7132

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

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