CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	0.7175	0.7266	0.0092	1.3%	0.7162
High	0.7271	0.7283	0.0013	0.2%	0.7283
Low	0.7141	0.7202	0.0061	0.9%	0.7141
Close	0.7256	0.7214	-0.0042	-0.6%	0.7214
Range	0.0130	0.0081	-0.0049	-37.5%	0.0142
ATR	0.0092	0.0091	-0.0001	-0.8%	0.0000
Volume	86,102	75,950	-10,152	-11.8%	385,922

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7476	0.7426	0.7259
R3	0.7395	0.7345	0.7236
R2	0.7314	0.7314	0.7229
R1	0.7264	0.7264	0.7221	0.7249
PP	0.7233	0.7233	0.7233	0.7225
S1	0.7183	0.7183	0.7207	0.7168
S2	0.7152	0.7152	0.7199
S3	0.7071	0.7102	0.7192
S4	0.6990	0.7021	0.7169

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7568	0.7292
R3	0.7497	0.7426	0.7253
R2	0.7355	0.7355	0.7240
R1	0.7284	0.7284	0.7227	0.7320
PP	0.7213	0.7213	0.7213	0.7230
S1	0.7142	0.7142	0.7201	0.7178
S2	0.7071	0.7071	0.7188
S3	0.6929	0.7000	0.7175
S4	0.6787	0.6858	0.7136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7283	0.7091	0.0192	2.7%	0.0083	1.2%	64%	True	False	95,353
10	0.7283	0.7005	0.0279	3.9%	0.0076	1.1%	75%	True	False	90,899
20	0.7283	0.6832	0.0452	6.3%	0.0089	1.2%	85%	True	False	100,449
40	0.7527	0.6832	0.0695	9.6%	0.0092	1.3%	55%	False	False	95,370
60	0.7669	0.6832	0.0838	11.6%	0.0087	1.2%	46%	False	False	89,289
80	0.7669	0.6832	0.0838	11.6%	0.0084	1.2%	46%	False	False	69,106
100	0.7669	0.6832	0.0838	11.6%	0.0080	1.1%	46%	False	False	55,334
120	0.7669	0.6832	0.0838	11.6%	0.0073	1.0%	46%	False	False	46,115

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7627
2.618	0.7495
1.618	0.7414
1.000	0.7364
0.618	0.7333
HIGH	0.7283
0.618	0.7252
0.500	0.7243
0.382	0.7233
LOW	0.7202
0.618	0.7152
1.000	0.7121
1.618	0.7071
2.618	0.6990
4.250	0.6858

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	0.7243	0.7213
PP	0.7233	0.7213
S1	0.7224	0.7212

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

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