CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 07-Jun-2022

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	0.7213	0.7195	-0.0019	-0.3%	0.7162
High	0.7233	0.7250	0.0017	0.2%	0.7283
Low	0.7186	0.7157	-0.0029	-0.4%	0.7141
Close	0.7193	0.7231	0.0039	0.5%	0.7214
Range	0.0047	0.0093	0.0046	98.9%	0.0142
ATR	0.0088	0.0088	0.0000	0.4%	0.0000
Volume	77,322	129,743	52,421	67.8%	385,922

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7490	0.7453	0.7282
R3	0.7398	0.7361	0.7256
R2	0.7305	0.7305	0.7248
R1	0.7268	0.7268	0.7239	0.7287
PP	0.7213	0.7213	0.7213	0.7222
S1	0.7176	0.7176	0.7223	0.7194
S2	0.7120	0.7120	0.7214
S3	0.7028	0.7083	0.7206
S4	0.6935	0.6991	0.7180

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%	0.0085	1.2%	63%	False	False	92,129
10	0.7283	0.7037	0.0246	3.4%	0.0075	1.0%	79%	False	False	93,300
20	0.7283	0.6832	0.0452	6.2%	0.0086	1.2%	88%	False	False	99,284
40	0.7502	0.6832	0.0670	9.3%	0.0093	1.3%	60%	False	False	97,050
60	0.7669	0.6832	0.0838	11.6%	0.0087	1.2%	48%	False	False	90,397
80	0.7669	0.6832	0.0838	11.6%	0.0084	1.2%	48%	False	False	71,685
100	0.7669	0.6832	0.0838	11.6%	0.0080	1.1%	48%	False	False	57,402
120	0.7669	0.6832	0.0838	11.6%	0.0074	1.0%	48%	False	False	47,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7643
2.618	0.7492
1.618	0.7399
1.000	0.7342
0.618	0.7307
HIGH	0.7250
0.618	0.7214
0.500	0.7203
0.382	0.7192
LOW	0.7157
0.618	0.7100
1.000	0.7065
1.618	0.7007
2.618	0.6915
4.250	0.6764

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7222	0.7227
PP	0.7213	0.7224
S1	0.7203	0.7220

Download as Excel Spreadsheet

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

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