CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	0.6537	0.6554	0.0017	0.3%	0.6528
High	0.6585	0.6578	-0.0007	-0.1%	0.6551
Low	0.6527	0.6539	0.0012	0.2%	0.6449
Close	0.6555	0.6552	-0.0004	-0.1%	0.6539
Range	0.0058	0.0040	-0.0019	-31.9%	0.0102
ATR	0.0058	0.0056	-0.0001	-2.3%	0.0000
Volume	118,671	68,044	-50,627	-42.7%	425,936

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6675	0.6653	0.6573
R3	0.6635	0.6613	0.6562
R2	0.6596	0.6596	0.6559
R1	0.6574	0.6574	0.6555	0.6565
PP	0.6556	0.6556	0.6556	0.6552
S1	0.6534	0.6534	0.6548	0.6525
S2	0.6517	0.6517	0.6544
S3	0.6477	0.6495	0.6541
S4	0.6438	0.6455	0.6530

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	0.6585	0.6453	0.0132	2.0%	0.0049	0.8%	75%	False	False	89,283
10	0.6585	0.6449	0.0136	2.1%	0.0050	0.8%	76%	False	False	82,619
20	0.6635	0.6449	0.0186	2.8%	0.0054	0.8%	55%	False	False	95,142
40	0.6888	0.6449	0.0439	6.7%	0.0058	0.9%	23%	False	False	93,521
60	0.6888	0.6449	0.0439	6.7%	0.0061	0.9%	23%	False	False	75,016
80	0.6888	0.6300	0.0588	9.0%	0.0061	0.9%	43%	False	False	56,316
100	0.6888	0.6300	0.0588	9.0%	0.0060	0.9%	43%	False	False	45,067
120	0.6888	0.6300	0.0588	9.0%	0.0055	0.8%	43%	False	False	37,557

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6746
2.618	0.6681
1.618	0.6642
1.000	0.6618
0.618	0.6602
HIGH	0.6578
0.618	0.6563
0.500	0.6558
0.382	0.6554
LOW	0.6539
0.618	0.6514
1.000	0.6499
1.618	0.6475
2.618	0.6435
4.250	0.6371

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	0.6558	0.6549
PP	0.6556	0.6546
S1	0.6554	0.6543

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

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