CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-May-2023

Day Change Summary
	Previous	Current
	09-May-2023	10-May-2023	Change	Change %	Previous Week
Open	0.6826	0.6830	0.0005	0.1%	0.6704
High	0.6826	0.6830	0.0005	0.1%	0.6814
Low	0.6826	0.6830	0.0005	0.1%	0.6704
Close	0.6826	0.6830	0.0005	0.1%	0.6814
Range
ATR	0.0031	0.0029	-0.0002	-6.1%	0.0000
Volume

Daily Pivots for day following 10-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6830	0.6830	0.6830
R3	0.6830	0.6830	0.6830
R2	0.6830	0.6830	0.6830
R1	0.6830	0.6830	0.6830	0.6830
PP	0.6830	0.6830	0.6830	0.6830
S1	0.6830	0.6830	0.6830	0.6830
S2	0.6830	0.6830	0.6830
S3	0.6830	0.6830	0.6830
S4	0.6830	0.6830	0.6830

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	0.6846	0.6754	0.0092	1.3%	0.0000	0.0%	83%	False	False
10	0.6846	0.6653	0.0193	2.8%	0.0006	0.1%	92%	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	0.6830
2.618	0.6830
1.618	0.6830
1.000	0.6830
0.618	0.6830
HIGH	0.6830
0.618	0.6830
0.500	0.6830
0.382	0.6830
LOW	0.6830
0.618	0.6830
1.000	0.6830
1.618	0.6830
2.618	0.6830
4.250	0.6830

Fisher Pivots for day following 10-May-2023
Pivot	1 day	3 day
R1	0.6830	0.6836
PP	0.6830	0.6834
S1	0.6830	0.6832

Download as Excel Spreadsheet

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

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