CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 24-Feb-2022

Day Change Summary
	Previous	Current
	23-Feb-2022	24-Feb-2022	Change	Change %	Previous Week
Open	0.7220	0.7230	0.0010	0.1%	0.7132
High	0.7285	0.7234	-0.0052	-0.7%	0.7229
Low	0.7219	0.7096	-0.0124	-1.7%	0.7087
Close	0.7236	0.7159	-0.0077	-1.1%	0.7187
Range	0.0066	0.0138	0.0072	109.1%	0.0142
ATR	0.0069	0.0074	0.0005	7.5%	0.0000
Volume	85,384	164,117	78,733	92.2%	460,939

Daily Pivots for day following 24-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7506	0.7235
R3	0.7439	0.7368	0.7197
R2	0.7301	0.7301	0.7184
R1	0.7230	0.7230	0.7172	0.7196
PP	0.7163	0.7163	0.7163	0.7146
S1	0.7092	0.7092	0.7146	0.7058
S2	0.7025	0.7025	0.7134
S3	0.6887	0.6954	0.7121
S4	0.6749	0.6816	0.7083

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	0.7285	0.7096	0.0190	2.6%	0.0080	1.1%	34%	False	True	118,482
10	0.7285	0.7087	0.0198	2.8%	0.0076	1.1%	36%	False	False	113,620
20	0.7285	0.6968	0.0317	4.4%	0.0074	1.0%	60%	False	False	103,001
40	0.7316	0.6968	0.0348	4.9%	0.0070	1.0%	55%	False	False	90,447
60	0.7316	0.6968	0.0348	4.9%	0.0068	1.0%	55%	False	False	78,819
80	0.7534	0.6968	0.0566	7.9%	0.0065	0.9%	34%	False	False	59,219
100	0.7553	0.6968	0.0585	8.2%	0.0060	0.8%	33%	False	False	47,391
120	0.7553	0.6968	0.0585	8.2%	0.0061	0.9%	33%	False	False	39,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 121 trading days

Fibonacci Retracements and Extensions
4.250	0.7820
2.618	0.7595
1.618	0.7457
1.000	0.7372
0.618	0.7319
HIGH	0.7234
0.618	0.7181
0.500	0.7165
0.382	0.7148
LOW	0.7096
0.618	0.7010
1.000	0.6958
1.618	0.6872
2.618	0.6734
4.250	0.6509

Fisher Pivots for day following 24-Feb-2022
Pivot	1 day	3 day
R1	0.7165	0.7190
PP	0.7163	0.7180
S1	0.7161	0.7169

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

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