CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 16-Feb-2024

Day Change Summary
	Previous	Current
	15-Feb-2024	16-Feb-2024	Change	Change %	Previous Week
Open	0.6498	0.6531	0.0033	0.5%	0.6528
High	0.6535	0.6550	0.0015	0.2%	0.6551
Low	0.6483	0.6502	0.0019	0.3%	0.6449
Close	0.6528	0.6539	0.0011	0.2%	0.6539
Range	0.0052	0.0048	-0.0004	-7.7%	0.0102
ATR	0.0059	0.0058	-0.0001	-1.3%	0.0000
Volume	77,991	87,562	9,571	12.3%	425,936

Daily Pivots for day following 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6674	0.6655	0.6565
R3	0.6626	0.6607	0.6552
R2	0.6578	0.6578	0.6548
R1	0.6559	0.6559	0.6543	0.6569
PP	0.6530	0.6530	0.6530	0.6535
S1	0.6511	0.6511	0.6535	0.6521
S2	0.6482	0.6482	0.6530
S3	0.6434	0.6463	0.6526
S4	0.6386	0.6415	0.6513

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6817	0.6780	0.6595
R3	0.6716	0.6678	0.6567
R2	0.6614	0.6614	0.6558
R1	0.6577	0.6577	0.6548	0.6596
PP	0.6513	0.6513	0.6513	0.6522
S1	0.6475	0.6475	0.6530	0.6494
S2	0.6411	0.6411	0.6520
S3	0.6310	0.6374	0.6511
S4	0.6208	0.6272	0.6483

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%	89%	False	False	85,187
10	0.6551	0.6449	0.0102	1.6%	0.0050	0.8%	89%	False	False	86,242
20	0.6635	0.6449	0.0186	2.8%	0.0055	0.8%	49%	False	False	93,539
40	0.6888	0.6449	0.0439	6.7%	0.0059	0.9%	21%	False	False	93,742
60	0.6888	0.6449	0.0439	6.7%	0.0061	0.9%	21%	False	False	71,918
80	0.6888	0.6300	0.0588	9.0%	0.0062	0.9%	41%	False	False	53,985
100	0.6888	0.6300	0.0588	9.0%	0.0060	0.9%	41%	False	False	43,200
120	0.6888	0.6300	0.0588	9.0%	0.0055	0.8%	41%	False	False	36,001

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6754
2.618	0.6676
1.618	0.6628
1.000	0.6598
0.618	0.6580
HIGH	0.6550
0.618	0.6532
0.500	0.6526
0.382	0.6520
LOW	0.6502
0.618	0.6472
1.000	0.6454
1.618	0.6424
2.618	0.6376
4.250	0.6298

Fisher Pivots for day following 16-Feb-2024
Pivot	1 day	3 day
R1	0.6535	0.6526
PP	0.6530	0.6514
S1	0.6526	0.6501

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

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