CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	0.7266	0.7213	-0.0053	-0.7%	0.7162
High	0.7283	0.7233	-0.0051	-0.7%	0.7283
Low	0.7202	0.7186	-0.0016	-0.2%	0.7141
Close	0.7214	0.7193	-0.0022	-0.3%	0.7214
Range	0.0081	0.0047	-0.0035	-42.6%	0.0142
ATR	0.0091	0.0088	-0.0003	-3.5%	0.0000
Volume	75,950	77,322	1,372	1.8%	385,922

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7314	0.7218
R3	0.7297	0.7268	0.7205
R2	0.7250	0.7250	0.7201
R1	0.7221	0.7221	0.7197	0.7213
PP	0.7204	0.7204	0.7204	0.7199
S1	0.7175	0.7175	0.7188	0.7166
S2	0.7157	0.7157	0.7184
S3	0.7111	0.7128	0.7180
S4	0.7064	0.7082	0.7167

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	0.7141	0.0142	2.0%	0.0077	1.1%	36%	False	False	92,648
10	0.7283	0.7037	0.0246	3.4%	0.0073	1.0%	63%	False	False	89,575
20	0.7283	0.6832	0.0452	6.3%	0.0087	1.2%	80%	False	False	98,353
40	0.7502	0.6832	0.0670	9.3%	0.0092	1.3%	54%	False	False	95,395
60	0.7669	0.6832	0.0838	11.6%	0.0086	1.2%	43%	False	False	89,507
80	0.7669	0.6832	0.0838	11.6%	0.0084	1.2%	43%	False	False	70,071
100	0.7669	0.6832	0.0838	11.6%	0.0080	1.1%	43%	False	False	56,107
120	0.7669	0.6832	0.0838	11.6%	0.0073	1.0%	43%	False	False	46,759

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	0.7430
2.618	0.7354
1.618	0.7308
1.000	0.7279
0.618	0.7261
HIGH	0.7233
0.618	0.7215
0.500	0.7209
0.382	0.7204
LOW	0.7186
0.618	0.7157
1.000	0.7140
1.618	0.7111
2.618	0.7064
4.250	0.6988

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	0.7209	0.7212
PP	0.7204	0.7206
S1	0.7198	0.7199

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

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