CME Australian Dollar Future June 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7096	0.7049	-0.0048	-0.7%	0.7213
High	0.7139	0.7049	-0.0090	-1.3%	0.7250
Low	0.7038	0.6956	-0.0082	-1.2%	0.7038
Close	0.7054	0.6956	-0.0099	-1.4%	0.7054
Range	0.0101	0.0093	-0.0008	-7.9%	0.0212
ATR	0.0088	0.0089	0.0001	0.8%	0.0000
Volume	31,089	319	-30,770	-99.0%	523,099

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7266	0.7204	0.7007
R3	0.7173	0.7111	0.6981
R2	0.7080	0.7080	0.6973
R1	0.7018	0.7018	0.6964	0.7002
PP	0.6987	0.6987	0.6987	0.6979
S1	0.6925	0.6925	0.6947	0.6909
S2	0.6894	0.6894	0.6938
S3	0.6801	0.6832	0.6930
S4	0.6708	0.6739	0.6904

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	0.6956	0.0294	4.2%	0.0090	1.3%	0%	False	True	89,219
10	0.7283	0.6956	0.0328	4.7%	0.0084	1.2%	0%	False	True	90,934
20	0.7283	0.6875	0.0409	5.9%	0.0083	1.2%	20%	False	False	91,675
40	0.7465	0.6832	0.0634	9.1%	0.0094	1.4%	20%	False	False	98,140
60	0.7669	0.6832	0.0838	12.0%	0.0086	1.2%	15%	False	False	90,477
80	0.7669	0.6832	0.0838	12.0%	0.0086	1.2%	15%	False	False	75,629
100	0.7669	0.6832	0.0838	12.0%	0.0082	1.2%	15%	False	False	60,557
120	0.7669	0.6832	0.0838	12.0%	0.0075	1.1%	15%	False	False	50,475

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7444
2.618	0.7292
1.618	0.7199
1.000	0.7142
0.618	0.7106
HIGH	0.7049
0.618	0.7013
0.500	0.7002
0.382	0.6991
LOW	0.6956
0.618	0.6898
1.000	0.6863
1.618	0.6805
2.618	0.6712
4.250	0.6560

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7002	0.7077
PP	0.6987	0.7036
S1	0.6971	0.6996

Download as Excel Spreadsheet

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

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