CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 20-Jan-2022

Day Change Summary
	Previous	Current
	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	0.7186	0.7212	0.0026	0.4%	0.7182
High	0.7240	0.7278	0.0039	0.5%	0.7316
Low	0.7178	0.7210	0.0032	0.4%	0.7150
Close	0.7226	0.7244	0.0018	0.2%	0.7209
Range	0.0062	0.0068	0.0007	10.6%	0.0166
ATR	0.0063	0.0063	0.0000	0.6%	0.0000
Volume	72,867	92,505	19,638	27.0%	379,561

Daily Pivots for day following 20-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7414	0.7281
R3	0.7380	0.7346	0.7263
R2	0.7312	0.7312	0.7256
R1	0.7278	0.7278	0.7250	0.7295
PP	0.7244	0.7244	0.7244	0.7253
S1	0.7210	0.7210	0.7238	0.7227
S2	0.7176	0.7176	0.7232
S3	0.7108	0.7142	0.7225
S4	0.7040	0.7074	0.7207

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7721	0.7631	0.7300
R3	0.7556	0.7465	0.7255
R2	0.7390	0.7390	0.7239
R1	0.7300	0.7300	0.7224	0.7345
PP	0.7225	0.7225	0.7225	0.7248
S1	0.7134	0.7134	0.7194	0.7180
S2	0.7059	0.7059	0.7179
S3	0.6894	0.6969	0.7163
S4	0.6728	0.6803	0.7118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7316	0.7171	0.0145	2.0%	0.0065	0.9%	51%	False	False	88,086
10	0.7316	0.7131	0.0185	2.6%	0.0067	0.9%	61%	False	False	80,945
20	0.7316	0.7122	0.0194	2.7%	0.0062	0.9%	63%	False	False	66,874
40	0.7316	0.6998	0.0318	4.4%	0.0063	0.9%	77%	False	False	56,530
60	0.7553	0.6998	0.0555	7.7%	0.0059	0.8%	44%	False	False	37,780
80	0.7553	0.6998	0.0555	7.7%	0.0057	0.8%	44%	False	False	28,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7567
2.618	0.7456
1.618	0.7388
1.000	0.7346
0.618	0.7320
HIGH	0.7278
0.618	0.7252
0.500	0.7244
0.382	0.7236
LOW	0.7210
0.618	0.7168
1.000	0.7142
1.618	0.7100
2.618	0.7032
4.250	0.6921

Fisher Pivots for day following 20-Jan-2022
Pivot	1 day	3 day
R1	0.7244	0.7237
PP	0.7244	0.7231
S1	0.7244	0.7224

Download as Excel Spreadsheet

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

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