CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	0.7152	0.7117	-0.0035	-0.5%	0.7217
High	0.7183	0.7123	-0.0060	-0.8%	0.7278
Low	0.7097	0.7025	-0.0072	-1.0%	0.7171
Close	0.7125	0.7027	-0.0098	-1.4%	0.7178
Range	0.0086	0.0098	0.0012	14.0%	0.0108
ATR	0.0067	0.0069	0.0002	3.5%	0.0000
Volume	97,118	112,968	15,850	16.3%	375,691

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7352	0.7287	0.7080
R3	0.7254	0.7189	0.7053
R2	0.7156	0.7156	0.7044
R1	0.7091	0.7091	0.7035	0.7075
PP	0.7058	0.7058	0.7058	0.7050
S1	0.6993	0.6993	0.7018	0.6977
S2	0.6960	0.6960	0.7009
S3	0.6862	0.6895	0.7000
S4	0.6764	0.6797	0.6973

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	0.7229	0.7025	0.0204	2.9%	0.0079	1.1%	1%	False	True	104,905
10	0.7316	0.7025	0.0291	4.1%	0.0072	1.0%	1%	False	True	96,495
20	0.7316	0.7025	0.0291	4.1%	0.0067	1.0%	1%	False	True	80,902
40	0.7316	0.6998	0.0318	4.5%	0.0065	0.9%	9%	False	False	69,404
60	0.7534	0.6998	0.0536	7.6%	0.0063	0.9%	5%	False	False	46,505
80	0.7553	0.6998	0.0555	7.9%	0.0057	0.8%	5%	False	False	34,900
100	0.7553	0.6998	0.0555	7.9%	0.0059	0.8%	5%	False	False	27,927

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 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7379
1.618	0.7281
1.000	0.7221
0.618	0.7183
HIGH	0.7123
0.618	0.7085
0.500	0.7074
0.382	0.7062
LOW	0.7025
0.618	0.6964
1.000	0.6927
1.618	0.6866
2.618	0.6768
4.250	0.6608

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	0.7074	0.7104
PP	0.7058	0.7078
S1	0.7042	0.7052

Download as Excel Spreadsheet

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

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