CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 08-Feb-2024

Day Change Summary
	Previous	Current
	07-Feb-2024	08-Feb-2024	Change	Change %	Previous Week
Open	0.6532	0.6527	-0.0005	-0.1%	0.6584
High	0.6548	0.6539	-0.0009	-0.1%	0.6635
Low	0.6524	0.6488	-0.0036	-0.6%	0.6512
Close	0.6527	0.6496	-0.0031	-0.5%	0.6526
Range	0.0024	0.0051	0.0027	112.5%	0.0123
ATR	0.0060	0.0059	-0.0001	-1.0%	0.0000
Volume	71,629	70,754	-875	-1.2%	607,616

Daily Pivots for day following 08-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6661	0.6629	0.6524
R3	0.6610	0.6578	0.6510
R2	0.6559	0.6559	0.6505
R1	0.6527	0.6527	0.6500	0.6517
PP	0.6508	0.6508	0.6508	0.6503
S1	0.6476	0.6476	0.6491	0.6466
S2	0.6457	0.6457	0.6486
S3	0.6406	0.6425	0.6481
S4	0.6355	0.6374	0.6467

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6926	0.6849	0.6594
R3	0.6803	0.6726	0.6560
R2	0.6680	0.6680	0.6549
R1	0.6603	0.6603	0.6537	0.6580
PP	0.6557	0.6557	0.6557	0.6546
S1	0.6480	0.6480	0.6515	0.6457
S2	0.6434	0.6434	0.6503
S3	0.6311	0.6357	0.6492
S4	0.6188	0.6234	0.6458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6620	0.6478	0.0142	2.2%	0.0056	0.9%	13%	False	False	100,452
10	0.6635	0.6478	0.0157	2.4%	0.0056	0.9%	11%	False	False	103,371
20	0.6749	0.6478	0.0272	4.2%	0.0059	0.9%	7%	False	False	104,357
40	0.6888	0.6478	0.0410	6.3%	0.0062	1.0%	4%	False	False	93,714
60	0.6888	0.6350	0.0538	8.3%	0.0063	1.0%	27%	False	False	63,664
80	0.6888	0.6300	0.0588	9.0%	0.0061	0.9%	33%	False	False	47,778
100	0.6888	0.6300	0.0588	9.0%	0.0059	0.9%	33%	False	False	38,230
120	0.6888	0.6300	0.0588	9.0%	0.0053	0.8%	33%	False	False	31,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6756
2.618	0.6673
1.618	0.6622
1.000	0.6590
0.618	0.6571
HIGH	0.6539
0.618	0.6520
0.500	0.6514
0.382	0.6507
LOW	0.6488
0.618	0.6456
1.000	0.6437
1.618	0.6405
2.618	0.6354
4.250	0.6271

Fisher Pivots for day following 08-Feb-2024
Pivot	1 day	3 day
R1	0.6514	0.6517
PP	0.6508	0.6510
S1	0.6502	0.6503

Download as Excel Spreadsheet

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

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