CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	0.7125	0.7145	0.0020	0.3%	0.6996
High	0.7149	0.7196	0.0047	0.7%	0.7170
Low	0.7108	0.7143	0.0035	0.5%	0.6988
Close	0.7136	0.7187	0.0051	0.7%	0.7076
Range	0.0041	0.0053	0.0013	30.9%	0.0182
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	59,897	63,760	3,863	6.4%	496,775

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7334	0.7313	0.7216
R3	0.7281	0.7260	0.7201
R2	0.7228	0.7228	0.7196
R1	0.7207	0.7207	0.7191	0.7218
PP	0.7175	0.7175	0.7175	0.7180
S1	0.7154	0.7154	0.7182	0.7165
S2	0.7122	0.7122	0.7177
S3	0.7069	0.7101	0.7172
S4	0.7016	0.7048	0.7157

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	0.7196	0.7053	0.0143	2.0%	0.0064	0.9%	94%	True	False	75,647
10	0.7196	0.6968	0.0228	3.2%	0.0072	1.0%	96%	True	False	92,382
20	0.7316	0.6968	0.0348	4.8%	0.0072	1.0%	63%	False	False	93,248
40	0.7316	0.6968	0.0348	4.8%	0.0066	0.9%	63%	False	False	78,146
60	0.7372	0.6968	0.0404	5.6%	0.0064	0.9%	54%	False	False	59,981
80	0.7553	0.6968	0.0585	8.1%	0.0061	0.8%	37%	False	False	45,032
100	0.7553	0.6968	0.0585	8.1%	0.0060	0.8%	37%	False	False	36,033

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7421
2.618	0.7334
1.618	0.7281
1.000	0.7249
0.618	0.7228
HIGH	0.7196
0.618	0.7175
0.500	0.7169
0.382	0.7163
LOW	0.7143
0.618	0.7110
1.000	0.7090
1.618	0.7057
2.618	0.7004
4.250	0.6917

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	0.7181	0.7168
PP	0.7175	0.7150
S1	0.7169	0.7131

Download as Excel Spreadsheet

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

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