CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 29-Dec-2021

Day Change Summary
	Previous	Current
	28-Dec-2021	29-Dec-2021	Change	Change %	Previous Week
Open	0.7239	0.7226	-0.0013	-0.2%	0.7130
High	0.7266	0.7274	0.0008	0.1%	0.7253
Low	0.7221	0.7215	-0.0006	-0.1%	0.7084
Close	0.7231	0.7254	0.0023	0.3%	0.7251
Range	0.0046	0.0059	0.0014	29.7%	0.0169
ATR	0.0061	0.0061	0.0000	-0.2%	0.0000
Volume	36,142	52,794	16,652	46.1%	243,311

Daily Pivots for day following 29-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7424	0.7398	0.7286
R3	0.7365	0.7339	0.7270
R2	0.7306	0.7306	0.7264
R1	0.7280	0.7280	0.7259	0.7293
PP	0.7247	0.7247	0.7247	0.7254
S1	0.7221	0.7221	0.7248	0.7234
S2	0.7188	0.7188	0.7243
S3	0.7129	0.7162	0.7237
S4	0.7070	0.7103	0.7221

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	0.7274	0.7122	0.0152	2.1%	0.0060	0.8%	87%	True	False	48,793
10	0.7274	0.7084	0.0190	2.6%	0.0063	0.9%	89%	True	False	62,816
20	0.7274	0.6998	0.0276	3.8%	0.0063	0.9%	93%	True	False	57,905
40	0.7534	0.6998	0.0536	7.4%	0.0060	0.8%	48%	False	False	29,307
60	0.7553	0.6998	0.0555	7.7%	0.0054	0.7%	46%	False	False	19,566
80	0.7553	0.6998	0.0555	7.7%	0.0057	0.8%	46%	False	False	14,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7428
1.618	0.7369
1.000	0.7333
0.618	0.7310
HIGH	0.7274
0.618	0.7251
0.500	0.7244
0.382	0.7237
LOW	0.7215
0.618	0.7178
1.000	0.7156
1.618	0.7119
2.618	0.7060
4.250	0.6964

Fisher Pivots for day following 29-Dec-2021
Pivot	1 day	3 day
R1	0.7250	0.7249
PP	0.7247	0.7245
S1	0.7244	0.7240

Download as Excel Spreadsheet

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

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