CME Australian Dollar Future December 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	0.7198	0.7183	-0.0016	-0.2%	0.7190
High	0.7210	0.7232	0.0022	0.3%	0.7287
Low	0.7198	0.7161	-0.0038	-0.5%	0.7165
Close	0.7203	0.7232	0.0029	0.4%	0.7223
Range	0.0012	0.0071	0.0059	491.7%	0.0122
ATR	0.0063	0.0064	0.0001	0.9%	0.0000
Volume	55	821	766	1,392.7%	132

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7421	0.7397	0.7271
R3	0.7350	0.7326	0.7251
R2	0.7279	0.7279	0.7245
R1	0.7255	0.7255	0.7238	0.7267
PP	0.7208	0.7208	0.7208	0.7214
S1	0.7184	0.7184	0.7225	0.7196
S2	0.7137	0.7137	0.7218
S3	0.7066	0.7113	0.7212
S4	0.6995	0.7042	0.7192

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7529	0.7290
R3	0.7469	0.7407	0.7256
R2	0.7347	0.7347	0.7245
R1	0.7285	0.7285	0.7234	0.7316
PP	0.7225	0.7225	0.7225	0.7240
S1	0.7163	0.7163	0.7211	0.7194
S2	0.7103	0.7103	0.7200
S3	0.6981	0.7041	0.7189
S4	0.6859	0.6919	0.7155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7287	0.7161	0.0127	1.7%	0.0045	0.6%	56%	False	True	198
10	0.7287	0.7060	0.0227	3.1%	0.0038	0.5%	76%	False	False	102
20	0.7287	0.6843	0.0445	6.1%	0.0036	0.5%	88%	False	False	53

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7533
2.618	0.7417
1.618	0.7346
1.000	0.7303
0.618	0.7275
HIGH	0.7232
0.618	0.7204
0.500	0.7196
0.382	0.7188
LOW	0.7161
0.618	0.7117
1.000	0.7090
1.618	0.7046
2.618	0.6975
4.250	0.6859

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7220	0.7229
PP	0.7208	0.7226
S1	0.7196	0.7224

Download as Excel Spreadsheet

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

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