CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Feb-2022

Day Change Summary
	Previous	Current
	25-Feb-2022	28-Feb-2022	Change	Change %	Previous Week
Open	0.7164	0.7183	0.0020	0.3%	0.7174
High	0.7239	0.7267	0.0029	0.4%	0.7285
Low	0.7140	0.7169	0.0030	0.4%	0.7096
Close	0.7233	0.7264	0.0031	0.4%	0.7233
Range	0.0099	0.0098	-0.0001	-1.0%	0.0190
ATR	0.0076	0.0077	0.0002	2.1%	0.0000
Volume	104,305	103,412	-893	-0.9%	503,578

Daily Pivots for day following 28-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7493	0.7317
R3	0.7429	0.7395	0.7290
R2	0.7331	0.7331	0.7281
R1	0.7297	0.7297	0.7272	0.7314
PP	0.7233	0.7233	0.7233	0.7242
S1	0.7199	0.7199	0.7255	0.7216
S2	0.7135	0.7135	0.7246
S3	0.7037	0.7101	0.7237
S4	0.6939	0.7003	0.7210

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7692	0.7337
R3	0.7583	0.7503	0.7285
R2	0.7394	0.7394	0.7267
R1	0.7313	0.7313	0.7250	0.7354
PP	0.7204	0.7204	0.7204	0.7225
S1	0.7124	0.7124	0.7215	0.7164
S2	0.7015	0.7015	0.7198
S3	0.6825	0.6934	0.7180
S4	0.6636	0.6745	0.7128

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%	0.0094	1.3%	89%	False	False	121,398
10	0.7285	0.7087	0.0198	2.7%	0.0078	1.1%	89%	False	False	106,792
20	0.7285	0.6988	0.0297	4.1%	0.0075	1.0%	93%	False	False	101,490
40	0.7316	0.6968	0.0348	4.8%	0.0072	1.0%	85%	False	False	92,995
60	0.7316	0.6968	0.0348	4.8%	0.0068	0.9%	85%	False	False	82,142
80	0.7473	0.6968	0.0505	7.0%	0.0065	0.9%	59%	False	False	61,811
100	0.7553	0.6968	0.0585	8.1%	0.0061	0.8%	51%	False	False	49,468
120	0.7553	0.6968	0.0585	8.1%	0.0062	0.8%	51%	False	False	41,228

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7524
1.618	0.7426
1.000	0.7365
0.618	0.7328
HIGH	0.7267
0.618	0.7230
0.500	0.7218
0.382	0.7206
LOW	0.7169
0.618	0.7108
1.000	0.7071
1.618	0.7010
2.618	0.6912
4.250	0.6753

Fisher Pivots for day following 28-Feb-2022
Pivot	1 day	3 day
R1	0.7248	0.7236
PP	0.7233	0.7209
S1	0.7218	0.7181

Download as Excel Spreadsheet

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

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