CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7195	0.7232	0.0038	0.5%	0.7162
High	0.7250	0.7235	-0.0015	-0.2%	0.7283
Low	0.7157	0.7176	0.0019	0.3%	0.7141
Close	0.7231	0.7193	-0.0038	-0.5%	0.7214
Range	0.0093	0.0059	-0.0034	-36.2%	0.0142
ATR	0.0088	0.0086	-0.0002	-2.4%	0.0000
Volume	129,743	165,829	36,086	27.8%	385,922

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7345	0.7225
R3	0.7319	0.7286	0.7209
R2	0.7260	0.7260	0.7204
R1	0.7227	0.7227	0.7198	0.7214
PP	0.7201	0.7201	0.7201	0.7195
S1	0.7168	0.7168	0.7188	0.7155
S2	0.7142	0.7142	0.7182
S3	0.7083	0.7109	0.7177
S4	0.7024	0.7050	0.7161

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%	0.0082	1.1%	37%	False	False	106,989
10	0.7283	0.7037	0.0246	3.4%	0.0075	1.0%	63%	False	False	101,378
20	0.7283	0.6832	0.0452	6.3%	0.0085	1.2%	80%	False	False	102,028
40	0.7502	0.6832	0.0670	9.3%	0.0093	1.3%	54%	False	False	99,652
60	0.7669	0.6832	0.0838	11.6%	0.0086	1.2%	43%	False	False	91,921
80	0.7669	0.6832	0.0838	11.6%	0.0084	1.2%	43%	False	False	73,754
100	0.7669	0.6832	0.0838	11.6%	0.0080	1.1%	43%	False	False	59,060
120	0.7669	0.6832	0.0838	11.6%	0.0074	1.0%	43%	False	False	49,221

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7486
2.618	0.7389
1.618	0.7330
1.000	0.7294
0.618	0.7271
HIGH	0.7235
0.618	0.7212
0.500	0.7206
0.382	0.7199
LOW	0.7176
0.618	0.7140
1.000	0.7117
1.618	0.7081
2.618	0.7022
4.250	0.6925

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7206	0.7203
PP	0.7201	0.7200
S1	0.7197	0.7196

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

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