CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Feb-2022

Day Change Summary
	Previous	Current
	10-Feb-2022	11-Feb-2022	Change	Change %	Previous Week
Open	0.7180	0.7167	-0.0014	-0.2%	0.7083
High	0.7250	0.7187	-0.0063	-0.9%	0.7250
Low	0.7148	0.7110	-0.0039	-0.5%	0.7067
Close	0.7171	0.7127	-0.0045	-0.6%	0.7127
Range	0.0102	0.0077	-0.0025	-24.1%	0.0183
ATR	0.0072	0.0072	0.0000	0.5%	0.0000
Volume	148,170	127,822	-20,348	-13.7%	465,106

Daily Pivots for day following 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7372	0.7326	0.7169
R3	0.7295	0.7249	0.7148
R2	0.7218	0.7218	0.7141
R1	0.7172	0.7172	0.7134	0.7157
PP	0.7141	0.7141	0.7141	0.7133
S1	0.7095	0.7095	0.7119	0.7080
S2	0.7064	0.7064	0.7112
S3	0.6987	0.7018	0.7105
S4	0.6910	0.6941	0.7084

Weekly Pivots for week ending 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7595	0.7227
R3	0.7514	0.7412	0.7177
R2	0.7331	0.7331	0.7160
R1	0.7229	0.7229	0.7143	0.7280
PP	0.7148	0.7148	0.7148	0.7173
S1	0.7046	0.7046	0.7110	0.7097
S2	0.6965	0.6965	0.7093
S3	0.6782	0.6863	0.7076
S4	0.6599	0.6680	0.7026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7250	0.7067	0.0183	2.6%	0.0067	0.9%	33%	False	False	93,021
10	0.7250	0.6988	0.0262	3.7%	0.0072	1.0%	53%	False	False	96,188
20	0.7295	0.6968	0.0327	4.6%	0.0074	1.0%	49%	False	False	98,775
40	0.7316	0.6968	0.0348	4.9%	0.0067	0.9%	46%	False	False	81,109
60	0.7316	0.6968	0.0348	4.9%	0.0065	0.9%	46%	False	False	64,573
80	0.7553	0.6968	0.0585	8.2%	0.0062	0.9%	27%	False	False	48,480
100	0.7553	0.6968	0.0585	8.2%	0.0061	0.9%	27%	False	False	38,793

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7514
2.618	0.7388
1.618	0.7311
1.000	0.7264
0.618	0.7234
HIGH	0.7187
0.618	0.7157
0.500	0.7148
0.382	0.7139
LOW	0.7110
0.618	0.7062
1.000	0.7033
1.618	0.6985
2.618	0.6908
4.250	0.6782

Fisher Pivots for day following 11-Feb-2022
Pivot	1 day	3 day
R1	0.7148	0.7180
PP	0.7141	0.7162
S1	0.7134	0.7144

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

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