CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	0.7175	0.7211	0.0036	0.5%	0.7270
High	0.7215	0.7294	0.0079	1.1%	0.7278
Low	0.7157	0.7202	0.0045	0.6%	0.7131
Close	0.7210	0.7293	0.0084	1.2%	0.7186
Range	0.0059	0.0093	0.0034	58.1%	0.0148
ATR	0.0060	0.0063	0.0002	3.8%	0.0000
Volume	64,013	89,146	25,133	39.3%	340,471

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7540	0.7509	0.7344
R3	0.7448	0.7417	0.7318
R2	0.7355	0.7355	0.7310
R1	0.7324	0.7324	0.7301	0.7340
PP	0.7263	0.7263	0.7263	0.7271
S1	0.7232	0.7232	0.7285	0.7247
S2	0.7170	0.7170	0.7276
S3	0.7078	0.7139	0.7268
S4	0.6985	0.7047	0.7242

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	0.7294	0.7131	0.0164	2.2%	0.0068	0.9%	99%	True	False	73,803
10	0.7294	0.7131	0.0164	2.2%	0.0062	0.9%	99%	True	False	65,309
20	0.7294	0.7084	0.0210	2.9%	0.0062	0.9%	100%	True	False	64,062
40	0.7367	0.6998	0.0369	5.1%	0.0061	0.8%	80%	False	False	45,568
60	0.7553	0.6998	0.0555	7.6%	0.0058	0.8%	53%	False	False	30,445
80	0.7553	0.6998	0.0555	7.6%	0.0057	0.8%	53%	False	False	22,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7687
2.618	0.7536
1.618	0.7444
1.000	0.7387
0.618	0.7351
HIGH	0.7294
0.618	0.7259
0.500	0.7248
0.382	0.7237
LOW	0.7202
0.618	0.7144
1.000	0.7109
1.618	0.7052
2.618	0.6959
4.250	0.6808

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	0.7278	0.7269
PP	0.7263	0.7246
S1	0.7248	0.7222

Download as Excel Spreadsheet

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

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