CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 22-Feb-2022

Day Change Summary
	Previous	Current
	18-Feb-2022	22-Feb-2022	Change	Change %	Previous Week
Open	0.7186	0.7174	-0.0013	-0.2%	0.7132
High	0.7229	0.7235	0.0007	0.1%	0.7229
Low	0.7166	0.7168	0.0002	0.0%	0.7087
Close	0.7187	0.7221	0.0035	0.5%	0.7187
Range	0.0063	0.0068	0.0005	7.1%	0.0142
ATR	0.0069	0.0069	0.0000	-0.2%	0.0000
Volume	71,676	149,772	78,096	109.0%	460,939

Daily Pivots for day following 22-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7410	0.7383	0.7258
R3	0.7343	0.7316	0.7240
R2	0.7275	0.7275	0.7233
R1	0.7248	0.7248	0.7227	0.7262
PP	0.7208	0.7208	0.7208	0.7215
S1	0.7181	0.7181	0.7215	0.7194
S2	0.7140	0.7140	0.7209
S3	0.7073	0.7113	0.7202
S4	0.7005	0.7046	0.7184

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7531	0.7264
R3	0.7450	0.7389	0.7225
R2	0.7309	0.7309	0.7212
R1	0.7248	0.7248	0.7199	0.7278
PP	0.7167	0.7167	0.7167	0.7183
S1	0.7106	0.7106	0.7174	0.7137
S2	0.7026	0.7026	0.7161
S3	0.6884	0.6965	0.7148
S4	0.6743	0.6823	0.7109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7235	0.7103	0.0133	1.8%	0.0063	0.9%	89%	True	False	99,534
10	0.7250	0.7087	0.0163	2.3%	0.0065	0.9%	82%	False	False	101,036
20	0.7250	0.6968	0.0282	3.9%	0.0071	1.0%	90%	False	False	100,461
40	0.7316	0.6968	0.0348	4.8%	0.0067	0.9%	73%	False	False	86,066
60	0.7316	0.6968	0.0348	4.8%	0.0067	0.9%	73%	False	False	74,695
80	0.7553	0.6968	0.0585	8.1%	0.0063	0.9%	43%	False	False	56,110
100	0.7553	0.6968	0.0585	8.1%	0.0060	0.8%	43%	False	False	44,897

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7412
1.618	0.7344
1.000	0.7303
0.618	0.7277
HIGH	0.7235
0.618	0.7209
0.500	0.7201
0.382	0.7193
LOW	0.7168
0.618	0.7126
1.000	0.7100
1.618	0.7058
2.618	0.6991
4.250	0.6881

Fisher Pivots for day following 22-Feb-2022
Pivot	1 day	3 day
R1	0.7214	0.7212
PP	0.7208	0.7202
S1	0.7201	0.7193

Download as Excel Spreadsheet

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

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