CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	0.7223	0.7162	-0.0061	-0.8%	0.7270
High	0.7225	0.7189	-0.0036	-0.5%	0.7278
Low	0.7147	0.7131	-0.0017	-0.2%	0.7131
Close	0.7167	0.7186	0.0019	0.3%	0.7186
Range	0.0078	0.0059	-0.0019	-24.5%	0.0148
ATR	0.0061	0.0061	0.0000	-0.3%	0.0000
Volume	87,387	63,674	-23,713	-27.1%	340,471

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7323	0.7218
R3	0.7285	0.7265	0.7202
R2	0.7227	0.7227	0.7196
R1	0.7206	0.7206	0.7191	0.7217
PP	0.7168	0.7168	0.7168	0.7174
S1	0.7148	0.7148	0.7180	0.7158
S2	0.7110	0.7110	0.7175
S3	0.7051	0.7089	0.7169
S4	0.6993	0.7031	0.7153

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7561	0.7267
R3	0.7493	0.7413	0.7226
R2	0.7346	0.7346	0.7213
R1	0.7266	0.7266	0.7199	0.7232
PP	0.7198	0.7198	0.7198	0.7181
S1	0.7118	0.7118	0.7172	0.7084
S2	0.7051	0.7051	0.7158
S3	0.6903	0.6971	0.7145
S4	0.6756	0.6823	0.7104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7278	0.7131	0.0148	2.1%	0.0070	1.0%	37%	False	True	68,094
10	0.7279	0.7131	0.0149	2.1%	0.0056	0.8%	37%	False	True	56,216
20	0.7279	0.7084	0.0195	2.7%	0.0060	0.8%	52%	False	False	63,534
40	0.7372	0.6998	0.0374	5.2%	0.0060	0.8%	50%	False	False	40,135
60	0.7553	0.6998	0.0555	7.7%	0.0056	0.8%	34%	False	False	26,813
80	0.7553	0.6998	0.0555	7.7%	0.0057	0.8%	34%	False	False	20,120

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7438
2.618	0.7342
1.618	0.7284
1.000	0.7248
0.618	0.7225
HIGH	0.7189
0.618	0.7167
0.500	0.7160
0.382	0.7153
LOW	0.7131
0.618	0.7094
1.000	0.7072
1.618	0.7036
2.618	0.6977
4.250	0.6882

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	0.7177	0.7202
PP	0.7168	0.7197
S1	0.7160	0.7191

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

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