CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 13-Jan-2022

Day Change Summary
	Previous	Current
	12-Jan-2022	13-Jan-2022	Change	Change %	Previous Week
Open	0.7211	0.7285	0.0074	1.0%	0.7270
High	0.7294	0.7316	0.0022	0.3%	0.7278
Low	0.7202	0.7275	0.0074	1.0%	0.7131
Close	0.7293	0.7292	-0.0002	0.0%	0.7186
Range	0.0093	0.0041	-0.0052	-56.2%	0.0148
ATR	0.0063	0.0061	-0.0002	-2.5%	0.0000
Volume	89,146	76,298	-12,848	-14.4%	340,471

Daily Pivots for day following 13-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7416	0.7394	0.7314
R3	0.7375	0.7354	0.7303
R2	0.7335	0.7335	0.7299
R1	0.7313	0.7313	0.7295	0.7324
PP	0.7294	0.7294	0.7294	0.7299
S1	0.7273	0.7273	0.7288	0.7283
S2	0.7254	0.7254	0.7284
S3	0.7213	0.7232	0.7280
S4	0.7173	0.7192	0.7269

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	0.7316	0.7131	0.0185	2.5%	0.0061	0.8%	87%	True	False	71,585
10	0.7316	0.7131	0.0185	2.5%	0.0063	0.9%	87%	True	False	67,639
20	0.7316	0.7084	0.0232	3.2%	0.0060	0.8%	90%	True	False	63,443
40	0.7316	0.6998	0.0318	4.4%	0.0061	0.8%	92%	True	False	47,472
60	0.7553	0.6998	0.0555	7.6%	0.0058	0.8%	53%	False	False	31,715
80	0.7553	0.6998	0.0555	7.6%	0.0057	0.8%	53%	False	False	23,797

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7488
2.618	0.7422
1.618	0.7381
1.000	0.7356
0.618	0.7341
HIGH	0.7316
0.618	0.7300
0.500	0.7295
0.382	0.7290
LOW	0.7275
0.618	0.7250
1.000	0.7235
1.618	0.7209
2.618	0.7169
4.250	0.7103

Fisher Pivots for day following 13-Jan-2022
Pivot	1 day	3 day
R1	0.7295	0.7273
PP	0.7294	0.7255
S1	0.7293	0.7236

Download as Excel Spreadsheet

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

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