CME Australian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Mar-2022

Day Change Summary
	Previous	Current
	11-Mar-2022	14-Mar-2022	Change	Change %	Previous Week
Open	0.7356	0.7292	-0.0064	-0.9%	0.7374
High	0.7368	0.7299	-0.0069	-0.9%	0.7442
Low	0.7284	0.7228	-0.0056	-0.8%	0.7246
Close	0.7296	0.7236	-0.0060	-0.8%	0.7296
Range	0.0084	0.0071	-0.0014	-16.1%	0.0196
ATR	0.0080	0.0080	-0.0001	-0.9%	0.0000
Volume	15,891	948	-14,943	-94.0%	503,954

Daily Pivots for day following 14-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7466	0.7421	0.7275
R3	0.7395	0.7351	0.7255
R2	0.7325	0.7325	0.7249
R1	0.7280	0.7280	0.7242	0.7267
PP	0.7254	0.7254	0.7254	0.7248
S1	0.7210	0.7210	0.7230	0.7197
S2	0.7184	0.7184	0.7223
S3	0.7113	0.7139	0.7217
S4	0.7043	0.7069	0.7197

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	0.7369	0.7228	0.0141	1.9%	0.0082	1.1%	6%	False	True	80,979
10	0.7442	0.7228	0.0214	3.0%	0.0081	1.1%	4%	False	True	89,649
20	0.7442	0.7087	0.0355	4.9%	0.0079	1.1%	42%	False	False	98,221
40	0.7442	0.6968	0.0474	6.5%	0.0077	1.1%	57%	False	False	98,498
60	0.7442	0.6968	0.0474	6.5%	0.0071	1.0%	57%	False	False	86,813
80	0.7442	0.6968	0.0474	6.5%	0.0069	0.9%	57%	False	False	72,985
100	0.7553	0.6968	0.0585	8.1%	0.0066	0.9%	46%	False	False	58,428
120	0.7553	0.6968	0.0585	8.1%	0.0064	0.9%	46%	False	False	48,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0022
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7598
2.618	0.7483
1.618	0.7413
1.000	0.7369
0.618	0.7342
HIGH	0.7299
0.618	0.7272
0.500	0.7263
0.382	0.7255
LOW	0.7228
0.618	0.7184
1.000	0.7158
1.618	0.7114
2.618	0.7043
4.250	0.6928

Fisher Pivots for day following 14-Mar-2022
Pivot	1 day	3 day
R1	0.7263	0.7298
PP	0.7254	0.7278
S1	0.7245	0.7257

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

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