CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	0.7270	0.7188	-0.0082	-1.1%	0.7231
High	0.7278	0.7251	-0.0028	-0.4%	0.7279
Low	0.7185	0.7187	0.0002	0.0%	0.7207
Close	0.7192	0.7244	0.0052	0.7%	0.7278
Range	0.0094	0.0064	-0.0030	-31.6%	0.0072
ATR	0.0060	0.0060	0.0000	0.5%	0.0000
Volume	59,070	63,570	4,500	7.6%	221,690

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7419	0.7395	0.7279
R3	0.7355	0.7331	0.7261
R2	0.7291	0.7291	0.7255
R1	0.7267	0.7267	0.7249	0.7279
PP	0.7227	0.7227	0.7227	0.7233
S1	0.7203	0.7203	0.7238	0.7215
S2	0.7163	0.7163	0.7232
S3	0.7099	0.7139	0.7226
S4	0.7035	0.7075	0.7208

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7446	0.7318
R3	0.7399	0.7374	0.7298
R2	0.7327	0.7327	0.7291
R1	0.7302	0.7302	0.7285	0.7315
PP	0.7255	0.7255	0.7255	0.7261
S1	0.7230	0.7230	0.7271	0.7243
S2	0.7183	0.7183	0.7265
S3	0.7111	0.7158	0.7258
S4	0.7039	0.7086	0.7238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7279	0.7185	0.0095	1.3%	0.0056	0.8%	62%	False	False	54,019
10	0.7279	0.7101	0.0179	2.5%	0.0058	0.8%	80%	False	False	51,312
20	0.7279	0.7044	0.0235	3.2%	0.0061	0.8%	85%	False	False	66,754
40	0.7434	0.6998	0.0436	6.0%	0.0059	0.8%	56%	False	False	34,707
60	0.7553	0.6998	0.0555	7.7%	0.0055	0.8%	44%	False	False	23,185
80	0.7553	0.6998	0.0555	7.7%	0.0057	0.8%	44%	False	False	17,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7523
2.618	0.7418
1.618	0.7354
1.000	0.7315
0.618	0.7290
HIGH	0.7251
0.618	0.7226
0.500	0.7219
0.382	0.7211
LOW	0.7187
0.618	0.7147
1.000	0.7123
1.618	0.7083
2.618	0.7019
4.250	0.6915

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	0.7235	0.7240
PP	0.7227	0.7236
S1	0.7219	0.7232

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

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