CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 23-Jan-2024

Day Change Summary
	Previous	Current
	22-Jan-2024	23-Jan-2024	Change	Change %	Previous Week
Open	0.6609	0.6582	-0.0027	-0.4%	0.6700
High	0.6626	0.6624	-0.0002	0.0%	0.6718
Low	0.6578	0.6563	-0.0015	-0.2%	0.6538
Close	0.6584	0.6582	-0.0002	0.0%	0.6608
Range	0.0048	0.0061	0.0013	27.1%	0.0180
ATR	0.0064	0.0064	0.0000	-0.3%	0.0000
Volume	67,575	87,079	19,504	28.9%	495,270

Daily Pivots for day following 23-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6772	0.6738	0.6616
R3	0.6711	0.6677	0.6599
R2	0.6650	0.6650	0.6593
R1	0.6616	0.6616	0.6588	0.6633
PP	0.6589	0.6589	0.6589	0.6598
S1	0.6555	0.6555	0.6576	0.6572
S2	0.6528	0.6528	0.6571
S3	0.6467	0.6494	0.6565
S4	0.6406	0.6433	0.6548

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7161	0.7064	0.6707
R3	0.6981	0.6884	0.6657
R2	0.6801	0.6801	0.6641
R1	0.6704	0.6704	0.6624	0.6663
PP	0.6621	0.6621	0.6621	0.6600
S1	0.6524	0.6524	0.6591	0.6483
S2	0.6441	0.6441	0.6575
S3	0.6261	0.6344	0.6558
S4	0.6081	0.6164	0.6509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6626	0.6538	0.0088	1.3%	0.0053	0.8%	51%	False	False	92,407
10	0.6749	0.6538	0.0212	3.2%	0.0063	1.0%	21%	False	False	101,490
20	0.6888	0.6538	0.0350	5.3%	0.0062	0.9%	13%	False	False	91,899
40	0.6888	0.6538	0.0350	5.3%	0.0065	1.0%	13%	False	False	64,953
60	0.6888	0.6300	0.0588	8.9%	0.0064	1.0%	48%	False	False	43,374
80	0.6888	0.6300	0.0588	8.9%	0.0062	0.9%	48%	False	False	32,548
100	0.6888	0.6300	0.0588	8.9%	0.0056	0.8%	48%	False	False	26,040
120	0.6888	0.6300	0.0588	8.9%	0.0049	0.7%	48%	False	False	21,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6883
2.618	0.6783
1.618	0.6722
1.000	0.6685
0.618	0.6661
HIGH	0.6624
0.618	0.6600
0.500	0.6593
0.382	0.6586
LOW	0.6563
0.618	0.6525
1.000	0.6502
1.618	0.6464
2.618	0.6403
4.250	0.6303

Fisher Pivots for day following 23-Jan-2024
Pivot	1 day	3 day
R1	0.6593	0.6594
PP	0.6589	0.6590
S1	0.6586	0.6586

Download as Excel Spreadsheet

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

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