CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	0.6622	0.6581	-0.0042	-0.6%	0.6628
High	0.6632	0.6582	-0.0050	-0.8%	0.6640
Low	0.6570	0.6553	-0.0017	-0.3%	0.6553
Close	0.6582	0.6564	-0.0019	-0.3%	0.6564
Range	0.0063	0.0030	-0.0033	-52.8%	0.0088
ATR	0.0051	0.0050	-0.0002	-3.0%	0.0000
Volume	109,177	20,991	-88,186	-80.8%	573,066

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6655	0.6639	0.6580
R3	0.6625	0.6609	0.6572
R2	0.6596	0.6596	0.6569
R1	0.6580	0.6580	0.6566	0.6573
PP	0.6566	0.6566	0.6566	0.6563
S1	0.6550	0.6550	0.6561	0.6543
S2	0.6537	0.6537	0.6558
S3	0.6507	0.6521	0.6555
S4	0.6478	0.6491	0.6547

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6848	0.6793	0.6612
R3	0.6760	0.6706	0.6588
R2	0.6673	0.6673	0.6580
R1	0.6618	0.6618	0.6572	0.6602
PP	0.6585	0.6585	0.6585	0.6577
S1	0.6531	0.6531	0.6555	0.6514
S2	0.6498	0.6498	0.6547
S3	0.6410	0.6443	0.6539
S4	0.6323	0.6356	0.6515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6640	0.6553	0.0088	1.3%	0.0042	0.6%	13%	False	True	114,613
10	0.6669	0.6480	0.0190	2.9%	0.0049	0.7%	44%	False	False	109,036
20	0.6669	0.6480	0.0190	2.9%	0.0047	0.7%	44%	False	False	98,291
40	0.6669	0.6449	0.0220	3.4%	0.0051	0.8%	52%	False	False	95,776
60	0.6888	0.6449	0.0439	6.7%	0.0055	0.8%	26%	False	False	95,070
80	0.6888	0.6449	0.0439	6.7%	0.0058	0.9%	26%	False	False	77,421
100	0.6888	0.6300	0.0588	9.0%	0.0059	0.9%	45%	False	False	61,972
120	0.6888	0.6300	0.0588	9.0%	0.0058	0.9%	45%	False	False	51,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6707
2.618	0.6659
1.618	0.6630
1.000	0.6612
0.618	0.6600
HIGH	0.6582
0.618	0.6571
0.500	0.6567
0.382	0.6564
LOW	0.6553
0.618	0.6534
1.000	0.6523
1.618	0.6505
2.618	0.6475
4.250	0.6427

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	0.6567	0.6594
PP	0.6566	0.6584
S1	0.6565	0.6574

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

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