CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 01-Mar-2024

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	0.6516	0.6518	0.0002	0.0%	0.6589
High	0.6551	0.6555	0.0004	0.1%	0.6589
Low	0.6510	0.6510	0.0001	0.0%	0.6510
Close	0.6515	0.6552	0.0037	0.6%	0.6552
Range	0.0042	0.0045	0.0003	7.2%	0.0079
ATR	0.0046	0.0046	0.0000	-0.3%	0.0000
Volume	503	942	439	87.3%	3,549

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6672	0.6656	0.6576
R3	0.6628	0.6612	0.6564
R2	0.6583	0.6583	0.6560
R1	0.6567	0.6567	0.6556	0.6575
PP	0.6539	0.6539	0.6539	0.6543
S1	0.6523	0.6523	0.6547	0.6531
S2	0.6494	0.6494	0.6543
S3	0.6450	0.6478	0.6539
S4	0.6405	0.6434	0.6527

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6787	0.6748	0.6595
R3	0.6708	0.6669	0.6573
R2	0.6629	0.6629	0.6566
R1	0.6590	0.6590	0.6559	0.6570
PP	0.6550	0.6550	0.6550	0.6540
S1	0.6511	0.6511	0.6544	0.6491
S2	0.6471	0.6471	0.6537
S3	0.6392	0.6432	0.6530
S4	0.6313	0.6353	0.6508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6589	0.6510	0.0079	1.2%	0.0041	0.6%	53%	False	False	709
10	0.6617	0.6510	0.0107	1.6%	0.0042	0.6%	39%	False	False	557
20	0.6634	0.6468	0.0167	2.5%	0.0046	0.7%	50%	False	False	380
40	0.6785	0.6468	0.0318	4.8%	0.0049	0.7%	26%	False	False	258
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	19%	False	False	202
80	0.6900	0.6388	0.0513	7.8%	0.0044	0.7%	32%	False	False	160
100	0.6900	0.6345	0.0555	8.5%	0.0040	0.6%	37%	False	False	129
120	0.6900	0.6345	0.0555	8.5%	0.0037	0.6%	37%	False	False	109

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	0.6744
2.618	0.6671
1.618	0.6627
1.000	0.6599
0.618	0.6582
HIGH	0.6555
0.618	0.6538
0.500	0.6532
0.382	0.6527
LOW	0.6510
0.618	0.6482
1.000	0.6466
1.618	0.6438
2.618	0.6393
4.250	0.6321

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	0.6545	0.6547
PP	0.6539	0.6543
S1	0.6532	0.6539

Download as Excel Spreadsheet

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

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