CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 02-Mar-2022

Day Change Summary
	Previous	Current
	01-Mar-2022	02-Mar-2022	Change	Change %	Previous Week
Open	0.7262	0.7252	-0.0010	-0.1%	0.7174
High	0.7291	0.7308	0.0017	0.2%	0.7285
Low	0.7239	0.7244	0.0005	0.1%	0.7096
Close	0.7249	0.7298	0.0049	0.7%	0.7233
Range	0.0052	0.0064	0.0012	23.1%	0.0190
ATR	0.0075	0.0075	-0.0001	-1.1%	0.0000
Volume	101,894	99,581	-2,313	-2.3%	503,578

Daily Pivots for day following 02-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7450	0.7333
R3	0.7411	0.7386	0.7315
R2	0.7347	0.7347	0.7309
R1	0.7322	0.7322	0.7303	0.7335
PP	0.7283	0.7283	0.7283	0.7289
S1	0.7258	0.7258	0.7292	0.7271
S2	0.7219	0.7219	0.7286
S3	0.7155	0.7194	0.7280
S4	0.7091	0.7130	0.7262

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	0.7308	0.7096	0.0212	2.9%	0.0090	1.2%	95%	True	False	114,661
10	0.7308	0.7096	0.0212	2.9%	0.0078	1.1%	95%	True	False	107,195
20	0.7308	0.7053	0.0255	3.5%	0.0072	1.0%	96%	True	False	100,643
40	0.7316	0.6968	0.0348	4.8%	0.0072	1.0%	95%	False	False	95,514
60	0.7316	0.6968	0.0348	4.8%	0.0068	0.9%	95%	False	False	85,209
80	0.7434	0.6968	0.0466	6.4%	0.0065	0.9%	71%	False	False	64,324
100	0.7553	0.6968	0.0585	8.0%	0.0062	0.8%	56%	False	False	51,481
120	0.7553	0.6968	0.0585	8.0%	0.0062	0.8%	56%	False	False	42,907

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7580
2.618	0.7475
1.618	0.7411
1.000	0.7372
0.618	0.7347
HIGH	0.7308
0.618	0.7283
0.500	0.7276
0.382	0.7268
LOW	0.7244
0.618	0.7204
1.000	0.7180
1.618	0.7140
2.618	0.7076
4.250	0.6972

Fisher Pivots for day following 02-Mar-2022
Pivot	1 day	3 day
R1	0.7290	0.7278
PP	0.7283	0.7258
S1	0.7276	0.7238

Download as Excel Spreadsheet

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

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