CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Feb-2024

Day Change Summary
	Previous	Current
	14-Feb-2024	15-Feb-2024	Change	Change %	Previous Week
Open	0.6461	0.6498	0.0037	0.6%	0.6518
High	0.6502	0.6535	0.0033	0.5%	0.6548
Low	0.6453	0.6483	0.0031	0.5%	0.6478
Close	0.6497	0.6528	0.0032	0.5%	0.6528
Range	0.0050	0.0052	0.0003	5.1%	0.0071
ATR	0.0059	0.0059	-0.0001	-0.8%	0.0000
Volume	94,148	77,991	-16,157	-17.2%	436,491

Daily Pivots for day following 15-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6671	0.6652	0.6557
R3	0.6619	0.6600	0.6542
R2	0.6567	0.6567	0.6538
R1	0.6548	0.6548	0.6533	0.6558
PP	0.6515	0.6515	0.6515	0.6520
S1	0.6496	0.6496	0.6523	0.6506
S2	0.6463	0.6463	0.6518
S3	0.6411	0.6444	0.6514
S4	0.6359	0.6392	0.6499

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6729	0.6699	0.6566
R3	0.6659	0.6628	0.6547
R2	0.6588	0.6588	0.6540
R1	0.6558	0.6558	0.6534	0.6573
PP	0.6518	0.6518	0.6518	0.6525
S1	0.6487	0.6487	0.6521	0.6503
S2	0.6447	0.6447	0.6515
S3	0.6377	0.6417	0.6508
S4	0.6306	0.6346	0.6489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6551	0.6449	0.0102	1.6%	0.0056	0.9%	78%	False	False	81,906
10	0.6620	0.6449	0.0171	2.6%	0.0056	0.9%	46%	False	False	91,179
20	0.6635	0.6449	0.0186	2.8%	0.0054	0.8%	43%	False	False	93,261
40	0.6888	0.6449	0.0439	6.7%	0.0059	0.9%	18%	False	False	93,460
60	0.6888	0.6449	0.0439	6.7%	0.0061	0.9%	18%	False	False	70,465
80	0.6888	0.6300	0.0588	9.0%	0.0062	0.9%	39%	False	False	52,892
100	0.6888	0.6300	0.0588	9.0%	0.0060	0.9%	39%	False	False	42,324
120	0.6888	0.6300	0.0588	9.0%	0.0055	0.8%	39%	False	False	35,271

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6756
2.618	0.6671
1.618	0.6619
1.000	0.6587
0.618	0.6567
HIGH	0.6535
0.618	0.6515
0.500	0.6509
0.382	0.6503
LOW	0.6483
0.618	0.6451
1.000	0.6431
1.618	0.6399
2.618	0.6347
4.250	0.6262

Fisher Pivots for day following 15-Feb-2024
Pivot	1 day	3 day
R1	0.6522	0.6519
PP	0.6515	0.6509
S1	0.6509	0.6500

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

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