CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	0.7232	0.7191	-0.0042	-0.6%	0.7162
High	0.7235	0.7198	-0.0037	-0.5%	0.7283
Low	0.7176	0.7094	-0.0083	-1.1%	0.7141
Close	0.7193	0.7106	-0.0087	-1.2%	0.7214
Range	0.0059	0.0105	0.0046	77.1%	0.0142
ATR	0.0086	0.0087	0.0001	1.5%	0.0000
Volume	165,829	119,116	-46,713	-28.2%	385,922

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7446	0.7381	0.7163
R3	0.7342	0.7276	0.7135
R2	0.7237	0.7237	0.7125
R1	0.7172	0.7172	0.7116	0.7152
PP	0.7133	0.7133	0.7133	0.7123
S1	0.7067	0.7067	0.7096	0.7048
S2	0.7028	0.7028	0.7087
S3	0.6924	0.6963	0.7077
S4	0.6819	0.6858	0.7049

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	0.7094	0.0190	2.7%	0.0077	1.1%	7%	False	True	113,592
10	0.7283	0.7059	0.0225	3.2%	0.0077	1.1%	21%	False	False	103,923
20	0.7283	0.6832	0.0452	6.4%	0.0084	1.2%	61%	False	False	101,220
40	0.7482	0.6832	0.0651	9.2%	0.0093	1.3%	42%	False	False	100,857
60	0.7669	0.6832	0.0838	11.8%	0.0086	1.2%	33%	False	False	92,597
80	0.7669	0.6832	0.0838	11.8%	0.0085	1.2%	33%	False	False	75,239
100	0.7669	0.6832	0.0838	11.8%	0.0081	1.1%	33%	False	False	60,250
120	0.7669	0.6832	0.0838	11.8%	0.0074	1.0%	33%	False	False	50,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7642
2.618	0.7472
1.618	0.7367
1.000	0.7303
0.618	0.7263
HIGH	0.7198
0.618	0.7158
0.500	0.7146
0.382	0.7133
LOW	0.7094
0.618	0.7029
1.000	0.6989
1.618	0.6924
2.618	0.6820
4.250	0.6649

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	0.7146	0.7172
PP	0.7133	0.7150
S1	0.7119	0.7128

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

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