CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	0.7267	0.7320	0.0053	0.7%	0.7183
High	0.7338	0.7369	0.0031	0.4%	0.7382
Low	0.7265	0.7288	0.0023	0.3%	0.7169
Close	0.7320	0.7365	0.0046	0.6%	0.7370
Range	0.0073	0.0081	0.0008	11.0%	0.0213
ATR	0.0080	0.0080	0.0000	0.1%	0.0000
Volume	159,192	99,011	-60,181	-37.8%	495,007

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7555	0.7410
R3	0.7502	0.7474	0.7387
R2	0.7421	0.7421	0.7380
R1	0.7393	0.7393	0.7372	0.7407
PP	0.7340	0.7340	0.7340	0.7347
S1	0.7312	0.7312	0.7358	0.7326
S2	0.7259	0.7259	0.7350
S3	0.7178	0.7231	0.7343
S4	0.7097	0.7150	0.7320

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%	0.0093	1.3%	61%	False	False	117,755
10	0.7442	0.7140	0.0302	4.1%	0.0085	1.2%	75%	False	False	108,737
20	0.7442	0.7087	0.0355	4.8%	0.0081	1.1%	78%	False	False	111,178
40	0.7442	0.6968	0.0474	6.4%	0.0076	1.0%	84%	False	False	102,213
60	0.7442	0.6968	0.0474	6.4%	0.0071	1.0%	84%	False	False	89,157
80	0.7442	0.6968	0.0474	6.4%	0.0068	0.9%	84%	False	False	72,780
100	0.7553	0.6968	0.0585	7.9%	0.0065	0.9%	68%	False	False	58,261
120	0.7553	0.6968	0.0585	7.9%	0.0063	0.9%	68%	False	False	48,558

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7713
2.618	0.7581
1.618	0.7500
1.000	0.7450
0.618	0.7419
HIGH	0.7369
0.618	0.7338
0.500	0.7328
0.382	0.7318
LOW	0.7288
0.618	0.7237
1.000	0.7207
1.618	0.7156
2.618	0.7075
4.250	0.6943

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	0.7353	0.7346
PP	0.7340	0.7326
S1	0.7328	0.7307

Download as Excel Spreadsheet

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

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