CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	0.6615	0.6608	-0.0007	-0.1%	0.6529
High	0.6640	0.6636	-0.0004	-0.1%	0.6669
Low	0.6586	0.6602	0.0016	0.2%	0.6480
Close	0.6605	0.6627	0.0022	0.3%	0.6627
Range	0.0054	0.0035	-0.0020	-36.1%	0.0190
ATR	0.0052	0.0050	-0.0001	-2.4%	0.0000
Volume	140,088	202,283	62,195	44.4%	517,299

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6725	0.6710	0.6645
R3	0.6690	0.6676	0.6636
R2	0.6656	0.6656	0.6633
R1	0.6641	0.6641	0.6630	0.6649
PP	0.6621	0.6621	0.6621	0.6625
S1	0.6607	0.6607	0.6623	0.6614
S2	0.6587	0.6587	0.6620
S3	0.6552	0.6572	0.6617
S4	0.6518	0.6538	0.6608

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	0.6564	0.0105	1.6%	0.0047	0.7%	60%	False	False	132,781
10	0.6669	0.6480	0.0190	2.9%	0.0049	0.7%	78%	False	False	115,856
20	0.6669	0.6453	0.0217	3.3%	0.0048	0.7%	80%	False	False	100,389
40	0.6669	0.6449	0.0220	3.3%	0.0051	0.8%	81%	False	False	98,156
60	0.6888	0.6449	0.0439	6.6%	0.0055	0.8%	40%	False	False	95,686
80	0.6888	0.6449	0.0439	6.6%	0.0058	0.9%	40%	False	False	75,800
100	0.6888	0.6300	0.0588	8.9%	0.0059	0.9%	56%	False	False	60,672
120	0.6888	0.6300	0.0588	8.9%	0.0058	0.9%	56%	False	False	50,567

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

Fibonacci Retracements and Extensions
4.250	0.6783
2.618	0.6726
1.618	0.6692
1.000	0.6671
0.618	0.6657
HIGH	0.6636
0.618	0.6623
0.500	0.6619
0.382	0.6615
LOW	0.6602
0.618	0.6580
1.000	0.6567
1.618	0.6546
2.618	0.6511
4.250	0.6455

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	0.6624	0.6622
PP	0.6621	0.6618
S1	0.6619	0.6613

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

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