CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	0.6518	0.6546	0.0029	0.4%	0.6589
High	0.6555	0.6549	-0.0006	-0.1%	0.6589
Low	0.6510	0.6529	0.0019	0.3%	0.6510
Close	0.6552	0.6531	-0.0021	-0.3%	0.6552
Range	0.0045	0.0021	-0.0024	-53.9%	0.0079
ATR	0.0046	0.0045	-0.0002	-3.6%	0.0000
Volume	942	2,302	1,360	144.4%	3,549

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6598	0.6585	0.6542
R3	0.6577	0.6564	0.6536
R2	0.6557	0.6557	0.6534
R1	0.6544	0.6544	0.6532	0.6540
PP	0.6536	0.6536	0.6536	0.6534
S1	0.6523	0.6523	0.6529	0.6519
S2	0.6516	0.6516	0.6527
S3	0.6495	0.6503	0.6525
S4	0.6475	0.6482	0.6519

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	0.6578	0.6510	0.0068	1.0%	0.0039	0.6%	31%	False	False	1,042
10	0.6617	0.6510	0.0107	1.6%	0.0039	0.6%	20%	False	False	767
20	0.6617	0.6468	0.0149	2.3%	0.0042	0.6%	42%	False	False	486
40	0.6776	0.6468	0.0308	4.7%	0.0048	0.7%	20%	False	False	314
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	15%	False	False	240
80	0.6900	0.6388	0.0513	7.8%	0.0044	0.7%	28%	False	False	189
100	0.6900	0.6345	0.0555	8.5%	0.0040	0.6%	33%	False	False	153
120	0.6900	0.6345	0.0555	8.5%	0.0037	0.6%	33%	False	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.6636
2.618	0.6603
1.618	0.6582
1.000	0.6570
0.618	0.6562
HIGH	0.6549
0.618	0.6541
0.500	0.6539
0.382	0.6536
LOW	0.6529
0.618	0.6516
1.000	0.6508
1.618	0.6495
2.618	0.6475
4.250	0.6441

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	0.6539	0.6532
PP	0.6536	0.6532
S1	0.6533	0.6531

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

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