CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 04-May-2023

Day Change Summary
	Previous	Current
	03-May-2023	04-May-2023	Change	Change %	Previous Week
Open	0.6745	0.6754	0.0009	0.1%	0.6763
High	0.6745	0.6754	0.0009	0.1%	0.6763
Low	0.6745	0.6754	0.0009	0.1%	0.6653
Close	0.6745	0.6754	0.0009	0.1%	0.6688
Range
ATR
Volume

Daily Pivots for day following 04-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6754	0.6754	0.6754
R3	0.6754	0.6754	0.6754
R2	0.6754	0.6754	0.6754
R1	0.6754	0.6754	0.6754	0.6754
PP	0.6754	0.6754	0.6754	0.6754
S1	0.6754	0.6754	0.6754	0.6754
S2	0.6754	0.6754	0.6754
S3	0.6754	0.6754	0.6754
S4	0.6754	0.6754	0.6754

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7031	0.6970	0.6749
R3	0.6921	0.6860	0.6718
R2	0.6811	0.6811	0.6708
R1	0.6750	0.6750	0.6698	0.6725
PP	0.6701	0.6701	0.6701	0.6689
S1	0.6640	0.6640	0.6678	0.6615
S2	0.6591	0.6591	0.6668
S3	0.6481	0.6530	0.6658
S4	0.6371	0.6420	0.6628

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6754	0.6653	0.0101	1.5%	0.0012	0.2%	100%	True	False	5
10	0.6767	0.6653	0.0114	1.7%	0.0008	0.1%	89%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.6754
2.618	0.6754
1.618	0.6754
1.000	0.6754
0.618	0.6754
HIGH	0.6754
0.618	0.6754
0.500	0.6754
0.382	0.6754
LOW	0.6754
0.618	0.6754
1.000	0.6754
1.618	0.6754
2.618	0.6754
4.250	0.6754

Fisher Pivots for day following 04-May-2023
Pivot	1 day	3 day
R1	0.6754	0.6747
PP	0.6754	0.6741
S1	0.6754	0.6735

Download as Excel Spreadsheet

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

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