CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 09-Mar-2022

Day Change Summary
	Previous	Current
	08-Mar-2022	09-Mar-2022	Change	Change %	Previous Week
Open	0.7318	0.7267	-0.0051	-0.7%	0.7183
High	0.7349	0.7338	-0.0012	-0.2%	0.7382
Low	0.7246	0.7265	0.0019	0.3%	0.7169
Close	0.7276	0.7320	0.0044	0.6%	0.7370
Range	0.0104	0.0073	-0.0031	-29.5%	0.0213
ATR	0.0080	0.0080	-0.0001	-0.7%	0.0000
Volume	129,857	159,192	29,335	22.6%	495,007

Daily Pivots for day following 09-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7526	0.7496	0.7360
R3	0.7453	0.7423	0.7340
R2	0.7380	0.7380	0.7333
R1	0.7350	0.7350	0.7326	0.7365
PP	0.7307	0.7307	0.7307	0.7315
S1	0.7277	0.7277	0.7313	0.7292
S2	0.7234	0.7234	0.7306
S3	0.7161	0.7204	0.7299
S4	0.7088	0.7131	0.7279

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7870	0.7487
R3	0.7732	0.7657	0.7428
R2	0.7519	0.7519	0.7409
R1	0.7445	0.7445	0.7389	0.7482
PP	0.7307	0.7307	0.7307	0.7326
S1	0.7232	0.7232	0.7351	0.7270
S2	0.7094	0.7094	0.7331
S3	0.6882	0.7020	0.7312
S4	0.6669	0.6807	0.7253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7442	0.7246	0.0196	2.7%	0.0092	1.3%	38%	False	False	115,834
10	0.7442	0.7096	0.0346	4.7%	0.0091	1.2%	65%	False	False	115,248
20	0.7442	0.7087	0.0355	4.8%	0.0079	1.1%	66%	False	False	109,416
40	0.7442	0.6968	0.0474	6.5%	0.0076	1.0%	74%	False	False	101,338
60	0.7442	0.6968	0.0474	6.5%	0.0071	1.0%	74%	False	False	88,559
80	0.7442	0.6968	0.0474	6.5%	0.0068	0.9%	74%	False	False	71,543
100	0.7553	0.6968	0.0585	8.0%	0.0064	0.9%	60%	False	False	57,271
120	0.7553	0.6968	0.0585	8.0%	0.0063	0.9%	60%	False	False	47,732

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7529
1.618	0.7456
1.000	0.7411
0.618	0.7383
HIGH	0.7338
0.618	0.7310
0.500	0.7301
0.382	0.7292
LOW	0.7265
0.618	0.7219
1.000	0.7192
1.618	0.7146
2.618	0.7073
4.250	0.6954

Fisher Pivots for day following 09-Mar-2022
Pivot	1 day	3 day
R1	0.7313	0.7344
PP	0.7307	0.7336
S1	0.7301	0.7328

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

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