CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Jan-2022

Day Change Summary
	Previous	Current
	27-Jan-2022	28-Jan-2022	Change	Change %	Previous Week
Open	0.7117	0.7034	-0.0083	-1.2%	0.7176
High	0.7123	0.7047	-0.0076	-1.1%	0.7189
Low	0.7025	0.6968	-0.0057	-0.8%	0.6968
Close	0.7027	0.6983	-0.0044	-0.6%	0.6983
Range	0.0098	0.0079	-0.0020	-19.9%	0.0221
ATR	0.0069	0.0070	0.0001	0.9%	0.0000
Volume	112,968	124,972	12,004	10.6%	552,635

Daily Pivots for day following 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7235	0.7187	0.7026
R3	0.7156	0.7109	0.7005
R2	0.7078	0.7078	0.6997
R1	0.7030	0.7030	0.6990	0.7015
PP	0.6999	0.6999	0.6999	0.6991
S1	0.6952	0.6952	0.6976	0.6936
S2	0.6921	0.6921	0.6969
S3	0.6842	0.6873	0.6961
S4	0.6764	0.6795	0.6940

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7566	0.7104
R3	0.7488	0.7346	0.7044
R2	0.7267	0.7267	0.7023
R1	0.7125	0.7125	0.7003	0.7086
PP	0.7047	0.7047	0.7047	0.7027
S1	0.6905	0.6905	0.6963	0.6865
S2	0.6826	0.6826	0.6943
S3	0.6606	0.6684	0.6922
S4	0.6385	0.6464	0.6862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7189	0.6968	0.0221	3.2%	0.0083	1.2%	7%	False	True	110,527
10	0.7295	0.6968	0.0327	4.7%	0.0076	1.1%	5%	False	True	101,363
20	0.7316	0.6968	0.0348	5.0%	0.0069	1.0%	4%	False	True	84,501
40	0.7316	0.6968	0.0348	5.0%	0.0065	0.9%	4%	False	True	72,468
60	0.7473	0.6968	0.0505	7.2%	0.0062	0.9%	3%	False	True	48,584
80	0.7553	0.6968	0.0585	8.4%	0.0058	0.8%	3%	False	True	36,462
100	0.7553	0.6968	0.0585	8.4%	0.0059	0.8%	3%	False	True	29,176

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7380
2.618	0.7252
1.618	0.7174
1.000	0.7125
0.618	0.7095
HIGH	0.7047
0.618	0.7017
0.500	0.7007
0.382	0.6998
LOW	0.6968
0.618	0.6919
1.000	0.6890
1.618	0.6841
2.618	0.6762
4.250	0.6634

Fisher Pivots for day following 28-Jan-2022
Pivot	1 day	3 day
R1	0.7007	0.7075
PP	0.6999	0.7045
S1	0.6991	0.7014

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

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