CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	0.7252	0.7295	0.0043	0.6%	0.7174
High	0.7308	0.7349	0.0041	0.6%	0.7285
Low	0.7244	0.7277	0.0033	0.5%	0.7096
Close	0.7298	0.7326	0.0029	0.4%	0.7233
Range	0.0064	0.0072	0.0008	12.5%	0.0190
ATR	0.0075	0.0074	0.0000	-0.2%	0.0000
Volume	99,581	89,406	-10,175	-10.2%	503,578

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7502	0.7366
R3	0.7461	0.7430	0.7346
R2	0.7389	0.7389	0.7339
R1	0.7358	0.7358	0.7333	0.7373
PP	0.7317	0.7317	0.7317	0.7325
S1	0.7286	0.7286	0.7319	0.7301
S2	0.7245	0.7245	0.7313
S3	0.7173	0.7214	0.7306
S4	0.7101	0.7142	0.7286

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	0.7349	0.7140	0.0209	2.9%	0.0077	1.1%	89%	True	False	99,719
10	0.7349	0.7096	0.0253	3.5%	0.0079	1.1%	91%	True	False	109,100
20	0.7349	0.7053	0.0296	4.0%	0.0073	1.0%	92%	True	False	100,651
40	0.7349	0.6968	0.0381	5.2%	0.0072	1.0%	94%	True	False	96,160
60	0.7349	0.6968	0.0381	5.2%	0.0068	0.9%	94%	True	False	86,358
80	0.7434	0.6968	0.0466	6.4%	0.0066	0.9%	77%	False	False	65,433
100	0.7553	0.6968	0.0585	8.0%	0.0062	0.8%	61%	False	False	52,375
120	0.7553	0.6968	0.0585	8.0%	0.0062	0.8%	61%	False	False	43,652

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7655
2.618	0.7537
1.618	0.7465
1.000	0.7421
0.618	0.7393
HIGH	0.7349
0.618	0.7321
0.500	0.7313
0.382	0.7304
LOW	0.7277
0.618	0.7232
1.000	0.7205
1.618	0.7160
2.618	0.7088
4.250	0.6971

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	0.7322	0.7315
PP	0.7317	0.7304
S1	0.7313	0.7294

Download as Excel Spreadsheet

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

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