CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	0.7231	0.7239	0.0008	0.1%	0.7130
High	0.7247	0.7266	0.0020	0.3%	0.7253
Low	0.7207	0.7221	0.0014	0.2%	0.7084
Close	0.7242	0.7231	-0.0011	-0.2%	0.7251
Range	0.0040	0.0046	0.0006	15.2%	0.0169
ATR	0.0062	0.0061	-0.0001	-1.9%	0.0000
Volume	38,089	36,142	-1,947	-5.1%	243,311

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7376	0.7349	0.7256
R3	0.7330	0.7303	0.7243
R2	0.7285	0.7285	0.7239
R1	0.7258	0.7258	0.7235	0.7248
PP	0.7239	0.7239	0.7239	0.7234
S1	0.7212	0.7212	0.7226	0.7203
S2	0.7194	0.7194	0.7222
S3	0.7148	0.7167	0.7218
S4	0.7103	0.7121	0.7205

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7646	0.7344
R3	0.7534	0.7477	0.7297
R2	0.7365	0.7365	0.7282
R1	0.7308	0.7308	0.7266	0.7337
PP	0.7196	0.7196	0.7196	0.7210
S1	0.7139	0.7139	0.7236	0.7168
S2	0.7027	0.7027	0.7220
S3	0.6858	0.6970	0.7205
S4	0.6689	0.6801	0.7158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7266	0.7101	0.0166	2.3%	0.0059	0.8%	79%	True	False	48,604
10	0.7266	0.7084	0.0182	2.5%	0.0061	0.8%	80%	True	False	64,414
20	0.7266	0.6998	0.0268	3.7%	0.0065	0.9%	87%	True	False	55,562
40	0.7534	0.6998	0.0536	7.4%	0.0060	0.8%	43%	False	False	27,990
60	0.7553	0.6998	0.0555	7.7%	0.0054	0.7%	42%	False	False	18,687
80	0.7553	0.6998	0.0555	7.7%	0.0057	0.8%	42%	False	False	14,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7385
1.618	0.7340
1.000	0.7312
0.618	0.7294
HIGH	0.7266
0.618	0.7249
0.500	0.7243
0.382	0.7238
LOW	0.7221
0.618	0.7192
1.000	0.7175
1.618	0.7147
2.618	0.7101
4.250	0.7027

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	0.7243	0.7232
PP	0.7239	0.7231
S1	0.7235	0.7231

Download as Excel Spreadsheet

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

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