CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-May-2023

Day Change Summary
	Previous	Current
	04-May-2023	05-May-2023	Change	Change %	Previous Week
Open	0.6754	0.6814	0.0061	0.9%	0.6704
High	0.6754	0.6814	0.0061	0.9%	0.6814
Low	0.6754	0.6814	0.0061	0.9%	0.6704
Close	0.6754	0.6814	0.0061	0.9%	0.6814
Range
ATR	0.0000	0.0032	0.0032		0.0000
Volume

Daily Pivots for day following 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6814	0.6814	0.6814
R3	0.6814	0.6814	0.6814
R2	0.6814	0.6814	0.6814
R1	0.6814	0.6814	0.6814	0.6814
PP	0.6814	0.6814	0.6814	0.6814
S1	0.6814	0.6814	0.6814	0.6814
S2	0.6814	0.6814	0.6814
S3	0.6814	0.6814	0.6814
S4	0.6814	0.6814	0.6814

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7107	0.7071	0.6875
R3	0.6997	0.6961	0.6844
R2	0.6887	0.6887	0.6834
R1	0.6851	0.6851	0.6824	0.6869
PP	0.6777	0.6777	0.6777	0.6787
S1	0.6741	0.6741	0.6804	0.6759
S2	0.6667	0.6667	0.6794
S3	0.6557	0.6631	0.6784
S4	0.6447	0.6521	0.6754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6814	0.6704	0.0110	1.6%	0.0000	0.0%	100%	True	False	3
10	0.6814	0.6653	0.0162	2.4%	0.0006	0.1%	100%	True	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	0.6814
2.618	0.6814
1.618	0.6814
1.000	0.6814
0.618	0.6814
HIGH	0.6814
0.618	0.6814
0.500	0.6814
0.382	0.6814
LOW	0.6814
0.618	0.6814
1.000	0.6814
1.618	0.6814
2.618	0.6814
4.250	0.6814

Fisher Pivots for day following 05-May-2023
Pivot	1 day	3 day
R1	0.6814	0.6803
PP	0.6814	0.6791
S1	0.6814	0.6780

Download as Excel Spreadsheet

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

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