CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	0.7178	0.7175	-0.0004	0.0%	0.7064
High	0.7231	0.7271	0.0040	0.5%	0.7169
Low	0.7156	0.7141	-0.0015	-0.2%	0.7037
Close	0.7190	0.7256	0.0066	0.9%	0.7157
Range	0.0075	0.0130	0.0055	72.7%	0.0132
ATR	0.0089	0.0092	0.0003	3.3%	0.0000
Volume	91,529	86,102	-5,427	-5.9%	432,509

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7611	0.7563	0.7327
R3	0.7481	0.7433	0.7291
R2	0.7352	0.7352	0.7279
R1	0.7304	0.7304	0.7267	0.7328
PP	0.7222	0.7222	0.7222	0.7234
S1	0.7174	0.7174	0.7244	0.7198
S2	0.7093	0.7093	0.7232
S3	0.6963	0.7045	0.7220
S4	0.6834	0.6915	0.7184

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	0.7271	0.7059	0.0212	2.9%	0.0078	1.1%	93%	True	False	94,255
10	0.7271	0.6956	0.0315	4.3%	0.0080	1.1%	95%	True	False	94,992
20	0.7271	0.6832	0.0440	6.1%	0.0094	1.3%	96%	False	False	102,253
40	0.7601	0.6832	0.0769	10.6%	0.0093	1.3%	55%	False	False	95,851
60	0.7669	0.6832	0.0838	11.5%	0.0087	1.2%	51%	False	False	89,723
80	0.7669	0.6832	0.0838	11.5%	0.0084	1.2%	51%	False	False	68,159
100	0.7669	0.6832	0.0838	11.5%	0.0080	1.1%	51%	False	False	54,574
120	0.7669	0.6832	0.0838	11.5%	0.0073	1.0%	51%	False	False	45,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7821
2.618	0.7610
1.618	0.7480
1.000	0.7400
0.618	0.7351
HIGH	0.7271
0.618	0.7221
0.500	0.7206
0.382	0.7190
LOW	0.7141
0.618	0.7061
1.000	0.7012
1.618	0.6931
2.618	0.6802
4.250	0.6591

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	0.7239	0.7239
PP	0.7222	0.7222
S1	0.7206	0.7206

Download as Excel Spreadsheet

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

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