CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	0.7226	0.7251	0.0026	0.4%	0.7130
High	0.7274	0.7277	0.0004	0.0%	0.7253
Low	0.7215	0.7245	0.0031	0.4%	0.7084
Close	0.7254	0.7258	0.0004	0.1%	0.7251
Range	0.0059	0.0032	-0.0027	-45.8%	0.0169
ATR	0.0061	0.0059	-0.0002	-3.4%	0.0000
Volume	52,794	52,996	202	0.4%	243,311

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7356	0.7339	0.7275
R3	0.7324	0.7307	0.7266
R2	0.7292	0.7292	0.7263
R1	0.7275	0.7275	0.7260	0.7283
PP	0.7260	0.7260	0.7260	0.7264
S1	0.7243	0.7243	0.7255	0.7251
S2	0.7228	0.7228	0.7252
S3	0.7196	0.7211	0.7249
S4	0.7164	0.7179	0.7240

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	0.7277	0.7198	0.0080	1.1%	0.0046	0.6%	75%	True	False	47,298
10	0.7277	0.7084	0.0193	2.7%	0.0057	0.8%	90%	True	False	59,248
20	0.7277	0.6998	0.0279	3.8%	0.0061	0.8%	93%	True	False	60,435
40	0.7473	0.6998	0.0475	6.5%	0.0058	0.8%	55%	False	False	30,626
60	0.7553	0.6998	0.0555	7.6%	0.0054	0.7%	47%	False	False	20,449
80	0.7553	0.6998	0.0555	7.6%	0.0056	0.8%	47%	False	False	15,345

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7413
2.618	0.7361
1.618	0.7329
1.000	0.7309
0.618	0.7297
HIGH	0.7277
0.618	0.7265
0.500	0.7261
0.382	0.7257
LOW	0.7245
0.618	0.7225
1.000	0.7213
1.618	0.7193
2.618	0.7161
4.250	0.7109

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	0.7261	0.7254
PP	0.7260	0.7250
S1	0.7259	0.7246

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

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