CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 31-Jan-2022

Day Change Summary
	Previous	Current
	28-Jan-2022	31-Jan-2022	Change	Change %	Previous Week
Open	0.7034	0.6996	-0.0038	-0.5%	0.7176
High	0.7047	0.7078	0.0032	0.4%	0.7189
Low	0.6968	0.6988	0.0020	0.3%	0.6968
Close	0.6983	0.7075	0.0092	1.3%	0.6983
Range	0.0079	0.0090	0.0012	14.6%	0.0221
ATR	0.0070	0.0072	0.0002	2.5%	0.0000
Volume	124,972	110,818	-14,154	-11.3%	552,635

Daily Pivots for day following 31-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7317	0.7286	0.7124
R3	0.7227	0.7196	0.7099
R2	0.7137	0.7137	0.7091
R1	0.7106	0.7106	0.7083	0.7121
PP	0.7047	0.7047	0.7047	0.7055
S1	0.7016	0.7016	0.7066	0.7031
S2	0.6957	0.6957	0.7058
S3	0.6867	0.6926	0.7050
S4	0.6777	0.6836	0.7025

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7566	0.7104
R3	0.7488	0.7346	0.7044
R2	0.7267	0.7267	0.7023
R1	0.7125	0.7125	0.7003	0.7086
PP	0.7047	0.7047	0.7047	0.7027
S1	0.6905	0.6905	0.6963	0.6865
S2	0.6826	0.6826	0.6943
S3	0.6606	0.6684	0.6922
S4	0.6385	0.6464	0.6862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7183	0.6968	0.0215	3.0%	0.0082	1.2%	50%	False	False	109,492
10	0.7278	0.6968	0.0310	4.4%	0.0075	1.1%	34%	False	False	103,914
20	0.7316	0.6968	0.0348	4.9%	0.0072	1.0%	31%	False	False	87,958
40	0.7316	0.6968	0.0348	4.9%	0.0066	0.9%	31%	False	False	75,182
60	0.7473	0.6968	0.0505	7.1%	0.0063	0.9%	21%	False	False	50,426
80	0.7553	0.6968	0.0585	8.3%	0.0058	0.8%	18%	False	False	37,846
100	0.7553	0.6968	0.0585	8.3%	0.0059	0.8%	18%	False	False	30,284

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7314
1.618	0.7224
1.000	0.7168
0.618	0.7134
HIGH	0.7078
0.618	0.7044
0.500	0.7033
0.382	0.7022
LOW	0.6988
0.618	0.6932
1.000	0.6898
1.618	0.6842
2.618	0.6752
4.250	0.6606

Fisher Pivots for day following 31-Jan-2022
Pivot	1 day	3 day
R1	0.7061	0.7065
PP	0.7047	0.7055
S1	0.7033	0.7045

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

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