CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	0.6542	0.6548	0.0006	0.1%	0.6537
High	0.6562	0.6554	-0.0009	-0.1%	0.6600
Low	0.6529	0.6492	-0.0037	-0.6%	0.6527
Close	0.6547	0.6497	-0.0050	-0.8%	0.6570
Range	0.0033	0.0062	0.0029	86.4%	0.0074
ATR	0.0052	0.0053	0.0001	1.3%	0.0000
Volume	65,852	96,726	30,874	46.9%	364,859

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6699	0.6659	0.6530
R3	0.6637	0.6598	0.6513
R2	0.6576	0.6576	0.6508
R1	0.6536	0.6536	0.6502	0.6525
PP	0.6514	0.6514	0.6514	0.6509
S1	0.6475	0.6475	0.6491	0.6464
S2	0.6453	0.6453	0.6485
S3	0.6391	0.6413	0.6480
S4	0.6330	0.6352	0.6463

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6786	0.6751	0.6610
R3	0.6712	0.6678	0.6590
R2	0.6639	0.6639	0.6583
R1	0.6604	0.6604	0.6576	0.6622
PP	0.6565	0.6565	0.6565	0.6574
S1	0.6531	0.6531	0.6563	0.6548
S2	0.6492	0.6492	0.6556
S3	0.6418	0.6457	0.6549
S4	0.6345	0.6384	0.6529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6600	0.6492	0.0108	1.7%	0.0043	0.7%	4%	False	True	80,563
10	0.6600	0.6453	0.0148	2.3%	0.0046	0.7%	30%	False	False	84,923
20	0.6633	0.6449	0.0184	2.8%	0.0053	0.8%	26%	False	False	95,881
40	0.6856	0.6449	0.0407	6.3%	0.0058	0.9%	12%	False	False	95,082
60	0.6888	0.6449	0.0439	6.7%	0.0060	0.9%	11%	False	False	81,633
80	0.6888	0.6350	0.0538	8.3%	0.0061	0.9%	27%	False	False	61,346
100	0.6888	0.6300	0.0588	9.0%	0.0060	0.9%	33%	False	False	49,093
120	0.6888	0.6300	0.0588	9.0%	0.0056	0.9%	33%	False	False	40,914

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	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6815
2.618	0.6715
1.618	0.6653
1.000	0.6615
0.618	0.6592
HIGH	0.6554
0.618	0.6530
0.500	0.6523
0.382	0.6515
LOW	0.6492
0.618	0.6454
1.000	0.6431
1.618	0.6392
2.618	0.6331
4.250	0.6231

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	0.6523	0.6532
PP	0.6514	0.6520
S1	0.6505	0.6508

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

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