CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	0.7162	0.7178	0.0017	0.2%	0.7064
High	0.7205	0.7231	0.0027	0.4%	0.7169
Low	0.7151	0.7156	0.0005	0.1%	0.7037
Close	0.7177	0.7190	0.0013	0.2%	0.7157
Range	0.0054	0.0075	0.0022	40.2%	0.0132
ATR	0.0090	0.0089	-0.0001	-1.2%	0.0000
Volume	132,341	91,529	-40,812	-30.8%	432,509

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7378	0.7231
R3	0.7342	0.7303	0.7210
R2	0.7267	0.7267	0.7203
R1	0.7228	0.7228	0.7196	0.7248
PP	0.7192	0.7192	0.7192	0.7202
S1	0.7153	0.7153	0.7183	0.7173
S2	0.7117	0.7117	0.7176
S3	0.7042	0.7078	0.7169
S4	0.6967	0.7003	0.7148

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	0.7231	0.7037	0.0194	2.7%	0.0069	1.0%	79%	True	False	95,766
10	0.7231	0.6952	0.0279	3.9%	0.0076	1.1%	85%	True	False	95,678
20	0.7271	0.6832	0.0440	6.1%	0.0097	1.3%	81%	False	False	103,882
40	0.7669	0.6832	0.0838	11.6%	0.0093	1.3%	43%	False	False	96,458
60	0.7669	0.6832	0.0838	11.6%	0.0086	1.2%	43%	False	False	88,864
80	0.7669	0.6832	0.0838	11.6%	0.0083	1.2%	43%	False	False	67,083
100	0.7669	0.6832	0.0838	11.6%	0.0079	1.1%	43%	False	False	53,714
120	0.7669	0.6832	0.0838	11.6%	0.0072	1.0%	43%	False	False	44,765

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7550
2.618	0.7427
1.618	0.7352
1.000	0.7306
0.618	0.7277
HIGH	0.7231
0.618	0.7202
0.500	0.7194
0.382	0.7185
LOW	0.7156
0.618	0.7110
1.000	0.7081
1.618	0.7035
2.618	0.6960
4.250	0.6837

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	0.7194	0.7180
PP	0.7192	0.7171
S1	0.7191	0.7161

Download as Excel Spreadsheet

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

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