CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	0.6622	0.6610	-0.0012	-0.2%	0.6609
High	0.6635	0.6633	-0.0002	0.0%	0.6631
Low	0.6585	0.6561	-0.0024	-0.4%	0.6563
Close	0.6615	0.6605	-0.0010	-0.1%	0.6592
Range	0.0050	0.0072	0.0022	44.0%	0.0069
ATR	0.0058	0.0059	0.0001	1.7%	0.0000
Volume	76,203	178,084	101,881	133.7%	400,748

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6816	0.6782	0.6645
R3	0.6744	0.6710	0.6625
R2	0.6672	0.6672	0.6618
R1	0.6638	0.6638	0.6612	0.6619
PP	0.6600	0.6600	0.6600	0.6590
S1	0.6566	0.6566	0.6598	0.6547
S2	0.6528	0.6528	0.6592
S3	0.6456	0.6494	0.6585
S4	0.6384	0.6422	0.6565

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6801	0.6765	0.6630
R3	0.6732	0.6696	0.6611
R2	0.6664	0.6664	0.6605
R1	0.6628	0.6628	0.6598	0.6612
PP	0.6595	0.6595	0.6595	0.6587
S1	0.6559	0.6559	0.6586	0.6543
S2	0.6527	0.6527	0.6579
S3	0.6458	0.6491	0.6573
S4	0.6390	0.6422	0.6554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6635	0.6561	0.0074	1.1%	0.0050	0.8%	60%	False	True	93,239
10	0.6635	0.6538	0.0097	1.5%	0.0050	0.8%	70%	False	False	90,679
20	0.6787	0.6538	0.0250	3.8%	0.0061	0.9%	27%	False	False	98,535
40	0.6888	0.6538	0.0350	5.3%	0.0063	1.0%	19%	False	False	78,927
60	0.6888	0.6350	0.0538	8.1%	0.0063	1.0%	47%	False	False	52,799
80	0.6888	0.6300	0.0588	8.9%	0.0061	0.9%	52%	False	False	39,622
100	0.6888	0.6300	0.0588	8.9%	0.0057	0.9%	52%	False	False	31,701
120	0.6888	0.6300	0.0588	8.9%	0.0051	0.8%	52%	False	False	26,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6939
2.618	0.6821
1.618	0.6749
1.000	0.6705
0.618	0.6677
HIGH	0.6633
0.618	0.6605
0.500	0.6597
0.382	0.6589
LOW	0.6561
0.618	0.6517
1.000	0.6489
1.618	0.6445
2.618	0.6373
4.250	0.6255

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	0.6602	0.6603
PP	0.6600	0.6600
S1	0.6597	0.6598

Download as Excel Spreadsheet

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

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