CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 26-Jan-2022

Day Change Summary
	Previous	Current
	25-Jan-2022	26-Jan-2022	Change	Change %	Previous Week
Open	0.7144	0.7152	0.0009	0.1%	0.7217
High	0.7179	0.7183	0.0004	0.0%	0.7278
Low	0.7122	0.7097	-0.0026	-0.4%	0.7171
Close	0.7170	0.7125	-0.0046	-0.6%	0.7178
Range	0.0057	0.0086	0.0029	50.9%	0.0108
ATR	0.0066	0.0067	0.0001	2.2%	0.0000
Volume	101,587	97,118	-4,469	-4.4%	375,691

Daily Pivots for day following 26-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7393	0.7345	0.7172
R3	0.7307	0.7259	0.7148
R2	0.7221	0.7221	0.7140
R1	0.7173	0.7173	0.7132	0.7154
PP	0.7135	0.7135	0.7135	0.7125
S1	0.7087	0.7087	0.7117	0.7068
S2	0.7049	0.7049	0.7109
S3	0.6963	0.7001	0.7101
S4	0.6877	0.6915	0.7077

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7462	0.7237
R3	0.7424	0.7354	0.7207
R2	0.7316	0.7316	0.7197
R1	0.7247	0.7247	0.7187	0.7228
PP	0.7209	0.7209	0.7209	0.7199
S1	0.7139	0.7139	0.7168	0.7120
S2	0.7101	0.7101	0.7158
S3	0.6994	0.7032	0.7148
S4	0.6886	0.6924	0.7118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7278	0.7092	0.0187	2.6%	0.0073	1.0%	18%	False	False	100,812
10	0.7316	0.7092	0.0224	3.1%	0.0071	1.0%	15%	False	False	94,113
20	0.7316	0.7092	0.0224	3.1%	0.0065	0.9%	15%	False	False	77,893
40	0.7316	0.6998	0.0318	4.5%	0.0065	0.9%	40%	False	False	66,727
60	0.7534	0.6998	0.0536	7.5%	0.0061	0.9%	24%	False	False	44,625
80	0.7553	0.6998	0.0555	7.8%	0.0057	0.8%	23%	False	False	33,489
100	0.7553	0.6998	0.0555	7.8%	0.0059	0.8%	23%	False	False	26,797

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

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7408
1.618	0.7322
1.000	0.7269
0.618	0.7236
HIGH	0.7183
0.618	0.7150
0.500	0.7140
0.382	0.7129
LOW	0.7097
0.618	0.7043
1.000	0.7011
1.618	0.6957
2.618	0.6871
4.250	0.6731

Fisher Pivots for day following 26-Jan-2022
Pivot	1 day	3 day
R1	0.7140	0.7140
PP	0.7135	0.7135
S1	0.7130	0.7130

Download as Excel Spreadsheet

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

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