CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	0.6529	0.6513	-0.0016	-0.2%	0.6568
High	0.6538	0.6524	-0.0015	-0.2%	0.6572
Low	0.6510	0.6480	-0.0031	-0.5%	0.6490
Close	0.6513	0.6506	-0.0007	-0.1%	0.6534
Range	0.0028	0.0044	0.0016	57.1%	0.0082
ATR	0.0050	0.0049	0.0000	-0.8%	0.0000
Volume	64,181	122,126	57,945	90.3%	423,039

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6635	0.6615	0.6530
R3	0.6591	0.6571	0.6518
R2	0.6547	0.6547	0.6514
R1	0.6527	0.6527	0.6510	0.6515
PP	0.6503	0.6503	0.6503	0.6497
S1	0.6483	0.6483	0.6502	0.6471
S2	0.6459	0.6459	0.6498
S3	0.6415	0.6439	0.6494
S4	0.6371	0.6395	0.6482

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6776	0.6737	0.6579
R3	0.6695	0.6655	0.6556
R2	0.6613	0.6613	0.6549
R1	0.6574	0.6574	0.6541	0.6553
PP	0.6532	0.6532	0.6532	0.6521
S1	0.6492	0.6492	0.6527	0.6471
S2	0.6450	0.6450	0.6519
S3	0.6369	0.6411	0.6512
S4	0.6287	0.6329	0.6489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6554	0.6480	0.0074	1.1%	0.0044	0.7%	36%	False	True	96,280
10	0.6600	0.6480	0.0121	1.9%	0.0042	0.6%	22%	False	True	85,553
20	0.6600	0.6449	0.0151	2.3%	0.0046	0.7%	38%	False	False	85,943
40	0.6749	0.6449	0.0300	4.6%	0.0054	0.8%	19%	False	False	94,775
60	0.6888	0.6449	0.0439	6.7%	0.0058	0.9%	13%	False	False	87,892
80	0.6888	0.6350	0.0538	8.3%	0.0059	0.9%	29%	False	False	66,146
100	0.6888	0.6300	0.0588	9.0%	0.0059	0.9%	35%	False	False	52,938
120	0.6888	0.6300	0.0588	9.0%	0.0057	0.9%	35%	False	False	44,119

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6711
2.618	0.6639
1.618	0.6595
1.000	0.6568
0.618	0.6551
HIGH	0.6524
0.618	0.6507
0.500	0.6502
0.382	0.6496
LOW	0.6480
0.618	0.6452
1.000	0.6436
1.618	0.6408
2.618	0.6364
4.250	0.6293

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	0.6505	0.6509
PP	0.6503	0.6508
S1	0.6502	0.6507

Download as Excel Spreadsheet

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

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