CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 10-Jun-2022

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	0.7191	0.7096	-0.0095	-1.3%	0.7213
High	0.7198	0.7139	-0.0060	-0.8%	0.7250
Low	0.7094	0.7038	-0.0056	-0.8%	0.7038
Close	0.7106	0.7054	-0.0052	-0.7%	0.7054
Range	0.0105	0.0101	-0.0004	-3.3%	0.0212
ATR	0.0087	0.0088	0.0001	1.1%	0.0000
Volume	119,116	31,089	-88,027	-73.9%	523,099

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7380	0.7318	0.7110
R3	0.7279	0.7217	0.7082
R2	0.7178	0.7178	0.7073
R1	0.7116	0.7116	0.7063	0.7096
PP	0.7077	0.7077	0.7077	0.7067
S1	0.7015	0.7015	0.7045	0.6995
S2	0.6976	0.6976	0.7035
S3	0.6875	0.6914	0.7026
S4	0.6774	0.6813	0.6998

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7614	0.7171
R3	0.7538	0.7402	0.7112
R2	0.7326	0.7326	0.7093
R1	0.7190	0.7190	0.7073	0.7152
PP	0.7114	0.7114	0.7114	0.7095
S1	0.6978	0.6978	0.7035	0.6940
S2	0.6902	0.6902	0.7015
S3	0.6690	0.6766	0.6996
S4	0.6478	0.6554	0.6937

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7250	0.7038	0.0212	3.0%	0.0081	1.1%	8%	False	True	104,619
10	0.7283	0.7038	0.0246	3.5%	0.0082	1.2%	7%	False	True	99,986
20	0.7283	0.6856	0.0427	6.1%	0.0083	1.2%	46%	False	False	96,331
40	0.7476	0.6832	0.0644	9.1%	0.0094	1.3%	35%	False	False	99,641
60	0.7669	0.6832	0.0838	11.9%	0.0086	1.2%	27%	False	False	91,772
80	0.7669	0.6832	0.0838	11.9%	0.0085	1.2%	27%	False	False	75,626
100	0.7669	0.6832	0.0838	11.9%	0.0081	1.2%	27%	False	False	60,560
120	0.7669	0.6832	0.0838	11.9%	0.0075	1.1%	27%	False	False	50,473

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7403
1.618	0.7302
1.000	0.7240
0.618	0.7201
HIGH	0.7139
0.618	0.7100
0.500	0.7088
0.382	0.7076
LOW	0.7038
0.618	0.6975
1.000	0.6937
1.618	0.6874
2.618	0.6773
4.250	0.6608

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	0.7088	0.7136
PP	0.7077	0.7109
S1	0.7065	0.7081

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols