CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	0.6620	0.6628	0.0008	0.1%	0.6529
High	0.6669	0.6629	-0.0041	-0.6%	0.6669
Low	0.6615	0.6598	-0.0017	-0.3%	0.6480
Close	0.6627	0.6612	-0.0015	-0.2%	0.6627
Range	0.0054	0.0031	-0.0024	-43.5%	0.0190
ATR	0.0053	0.0051	-0.0002	-3.0%	0.0000
Volume	115,462	100,527	-14,935	-12.9%	517,299

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6704	0.6689	0.6629
R3	0.6674	0.6658	0.6620
R2	0.6643	0.6643	0.6618
R1	0.6628	0.6628	0.6615	0.6620
PP	0.6613	0.6613	0.6613	0.6609
S1	0.6597	0.6597	0.6609	0.6590
S2	0.6582	0.6582	0.6606
S3	0.6552	0.6567	0.6604
S4	0.6521	0.6536	0.6595

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7160	0.7083	0.6731
R3	0.6971	0.6894	0.6679
R2	0.6781	0.6781	0.6662
R1	0.6704	0.6704	0.6644	0.6743
PP	0.6592	0.6592	0.6592	0.6611
S1	0.6515	0.6515	0.6610	0.6553
S2	0.6402	0.6402	0.6592
S3	0.6213	0.6325	0.6575
S4	0.6023	0.6136	0.6523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6669	0.6480	0.0190	2.9%	0.0056	0.8%	70%	False	False	110,729
10	0.6669	0.6480	0.0190	2.9%	0.0049	0.7%	70%	False	False	97,877
20	0.6669	0.6449	0.0220	3.3%	0.0050	0.8%	74%	False	False	91,583
40	0.6742	0.6449	0.0293	4.4%	0.0054	0.8%	56%	False	False	96,756
60	0.6888	0.6449	0.0439	6.6%	0.0057	0.9%	37%	False	False	92,317
80	0.6888	0.6350	0.0538	8.1%	0.0060	0.9%	49%	False	False	71,532
100	0.6888	0.6300	0.0588	8.9%	0.0059	0.9%	53%	False	False	57,250
120	0.6888	0.6300	0.0588	8.9%	0.0058	0.9%	53%	False	False	47,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6758
2.618	0.6708
1.618	0.6678
1.000	0.6659
0.618	0.6647
HIGH	0.6629
0.618	0.6617
0.500	0.6613
0.382	0.6610
LOW	0.6598
0.618	0.6579
1.000	0.6568
1.618	0.6549
2.618	0.6518
4.250	0.6468

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	0.6613	0.6617
PP	0.6613	0.6615
S1	0.6612	0.6614

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

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