CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Mar-2022

Day Change Summary
	Previous	Current
	10-Mar-2022	11-Mar-2022	Change	Change %	Previous Week
Open	0.7320	0.7356	0.0037	0.5%	0.7374
High	0.7369	0.7368	-0.0001	0.0%	0.7442
Low	0.7288	0.7284	-0.0004	-0.1%	0.7246
Close	0.7365	0.7296	-0.0070	-0.9%	0.7296
Range	0.0081	0.0084	0.0003	3.7%	0.0196
ATR	0.0080	0.0080	0.0000	0.4%	0.0000
Volume	99,011	15,891	-83,120	-84.0%	503,954

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7516	0.7342
R3	0.7484	0.7432	0.7319
R2	0.7400	0.7400	0.7311
R1	0.7348	0.7348	0.7303	0.7332
PP	0.7316	0.7316	0.7316	0.7308
S1	0.7264	0.7264	0.7288	0.7248
S2	0.7232	0.7232	0.7280
S3	0.7148	0.7180	0.7272
S4	0.7064	0.7096	0.7249

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7916	0.7802	0.7403
R3	0.7720	0.7606	0.7349
R2	0.7524	0.7524	0.7331
R1	0.7410	0.7410	0.7313	0.7369
PP	0.7328	0.7328	0.7328	0.7307
S1	0.7214	0.7214	0.7278	0.7173
S2	0.7132	0.7132	0.7260
S3	0.6936	0.7018	0.7242
S4	0.6740	0.6822	0.7188

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%	0.0094	1.3%	26%	False	False	100,790
10	0.7442	0.7169	0.0273	3.7%	0.0084	1.1%	46%	False	False	99,896
20	0.7442	0.7087	0.0355	4.9%	0.0080	1.1%	59%	False	False	104,565
40	0.7442	0.6968	0.0474	6.5%	0.0076	1.0%	69%	False	False	100,382
60	0.7442	0.6968	0.0474	6.5%	0.0072	1.0%	69%	False	False	88,275
80	0.7442	0.6968	0.0474	6.5%	0.0069	0.9%	69%	False	False	72,975
100	0.7553	0.6968	0.0585	8.0%	0.0065	0.9%	56%	False	False	58,420
120	0.7553	0.6968	0.0585	8.0%	0.0064	0.9%	56%	False	False	48,690

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7725
2.618	0.7587
1.618	0.7503
1.000	0.7452
0.618	0.7419
HIGH	0.7368
0.618	0.7335
0.500	0.7326
0.382	0.7316
LOW	0.7284
0.618	0.7232
1.000	0.7200
1.618	0.7148
2.618	0.7064
4.250	0.6927

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	0.7326	0.7317
PP	0.7316	0.7310
S1	0.7306	0.7303

Download as Excel Spreadsheet

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

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