CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	0.7141	0.7083	-0.0059	-0.8%	0.6996
High	0.7153	0.7132	-0.0022	-0.3%	0.7170
Low	0.7053	0.7067	0.0014	0.2%	0.6988
Close	0.7076	0.7130	0.0054	0.8%	0.7076
Range	0.0101	0.0065	-0.0036	-35.3%	0.0182
ATR	0.0073	0.0072	-0.0001	-0.8%	0.0000
Volume	93,335	65,457	-27,878	-29.9%	496,775

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7304	0.7282	0.7165
R3	0.7239	0.7217	0.7147
R2	0.7174	0.7174	0.7141
R1	0.7152	0.7152	0.7135	0.7163
PP	0.7109	0.7109	0.7109	0.7115
S1	0.7087	0.7087	0.7124	0.7098
S2	0.7044	0.7044	0.7118
S3	0.6979	0.7022	0.7112
S4	0.6914	0.6957	0.7094

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7530	0.7175
R3	0.7441	0.7349	0.7125
R2	0.7259	0.7259	0.7109
R1	0.7167	0.7167	0.7092	0.7213
PP	0.7078	0.7078	0.7078	0.7101
S1	0.6986	0.6986	0.7059	0.7032
S2	0.6896	0.6896	0.7042
S3	0.6715	0.6804	0.7026
S4	0.6533	0.6623	0.6976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7170	0.7035	0.0135	1.9%	0.0072	1.0%	70%	False	False	90,282
10	0.7183	0.6968	0.0215	3.0%	0.0077	1.1%	75%	False	False	99,887
20	0.7316	0.6968	0.0348	4.9%	0.0073	1.0%	46%	False	False	93,505
40	0.7316	0.6968	0.0348	4.9%	0.0067	0.9%	46%	False	False	78,520
60	0.7372	0.6968	0.0404	5.7%	0.0064	0.9%	40%	False	False	57,925
80	0.7553	0.6968	0.0585	8.2%	0.0060	0.8%	28%	False	False	43,486
100	0.7553	0.6968	0.0585	8.2%	0.0060	0.8%	28%	False	False	34,797

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7408
2.618	0.7302
1.618	0.7237
1.000	0.7197
0.618	0.7172
HIGH	0.7132
0.618	0.7107
0.500	0.7099
0.382	0.7091
LOW	0.7067
0.618	0.7026
1.000	0.7002
1.618	0.6961
2.618	0.6896
4.250	0.6790

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	0.7119	0.7123
PP	0.7109	0.7117
S1	0.7099	0.7111

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

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