CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	0.6628	0.6615	-0.0013	-0.2%	0.6529
High	0.6629	0.6640	0.0012	0.2%	0.6669
Low	0.6598	0.6586	-0.0012	-0.2%	0.6480
Close	0.6612	0.6605	-0.0007	-0.1%	0.6627
Range	0.0031	0.0054	0.0024	77.0%	0.0190
ATR	0.0051	0.0052	0.0000	0.4%	0.0000
Volume	100,527	140,088	39,561	39.4%	517,299

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6772	0.6743	0.6635
R3	0.6718	0.6689	0.6620
R2	0.6664	0.6664	0.6615
R1	0.6635	0.6635	0.6610	0.6623
PP	0.6610	0.6610	0.6610	0.6604
S1	0.6581	0.6581	0.6600	0.6569
S2	0.6556	0.6556	0.6595
S3	0.6502	0.6527	0.6590
S4	0.6448	0.6473	0.6575

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	0.6495	0.0175	2.6%	0.0058	0.9%	63%	False	False	114,321
10	0.6669	0.6480	0.0190	2.9%	0.0051	0.8%	66%	False	False	105,300
20	0.6669	0.6449	0.0220	3.3%	0.0051	0.8%	71%	False	False	96,078
40	0.6718	0.6449	0.0269	4.1%	0.0054	0.8%	58%	False	False	97,796
60	0.6888	0.6449	0.0439	6.6%	0.0056	0.8%	36%	False	False	93,754
80	0.6888	0.6449	0.0439	6.6%	0.0058	0.9%	36%	False	False	73,277
100	0.6888	0.6300	0.0588	8.9%	0.0059	0.9%	52%	False	False	58,650
120	0.6888	0.6300	0.0588	8.9%	0.0058	0.9%	52%	False	False	48,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6870
2.618	0.6781
1.618	0.6727
1.000	0.6694
0.618	0.6673
HIGH	0.6640
0.618	0.6619
0.500	0.6613
0.382	0.6607
LOW	0.6586
0.618	0.6553
1.000	0.6532
1.618	0.6499
2.618	0.6445
4.250	0.6357

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	0.6613	0.6628
PP	0.6610	0.6620
S1	0.6608	0.6613

Download as Excel Spreadsheet

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

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