CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	0.6531	0.6522	-0.0009	-0.1%	0.6589
High	0.6541	0.6601	0.0060	0.9%	0.6589
Low	0.6498	0.6513	0.0015	0.2%	0.6510
Close	0.6524	0.6587	0.0063	1.0%	0.6552
Range	0.0043	0.0088	0.0045	104.7%	0.0079
ATR	0.0045	0.0048	0.0003	7.0%	0.0000
Volume	13,838	3,329	-10,509	-75.9%	3,549

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6831	0.6797	0.6635
R3	0.6743	0.6709	0.6611
R2	0.6655	0.6655	0.6603
R1	0.6621	0.6621	0.6595	0.6638
PP	0.6567	0.6567	0.6567	0.6575
S1	0.6533	0.6533	0.6579	0.6550
S2	0.6479	0.6479	0.6571
S3	0.6391	0.6445	0.6563
S4	0.6303	0.6357	0.6539

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	0.6601	0.6498	0.0103	1.6%	0.0048	0.7%	87%	True	False	4,182
10	0.6617	0.6498	0.0119	1.8%	0.0043	0.7%	75%	False	False	2,362
20	0.6617	0.6468	0.0149	2.3%	0.0044	0.7%	80%	False	False	1,312
40	0.6762	0.6468	0.0295	4.5%	0.0047	0.7%	41%	False	False	738
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	28%	False	False	524
80	0.6900	0.6388	0.0513	7.8%	0.0046	0.7%	39%	False	False	403
100	0.6900	0.6345	0.0555	8.4%	0.0041	0.6%	44%	False	False	324
120	0.6900	0.6345	0.0555	8.4%	0.0038	0.6%	44%	False	False	271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.6975
2.618	0.6831
1.618	0.6743
1.000	0.6689
0.618	0.6655
HIGH	0.6601
0.618	0.6567
0.500	0.6557
0.382	0.6546
LOW	0.6513
0.618	0.6458
1.000	0.6425
1.618	0.6370
2.618	0.6282
4.250	0.6139

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	0.6577	0.6574
PP	0.6567	0.6562
S1	0.6557	0.6549

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

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