CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	0.6637	0.6645	0.0008	0.1%	0.6546
High	0.6687	0.6646	-0.0041	-0.6%	0.6687
Low	0.6633	0.6616	-0.0017	-0.2%	0.6498
Close	0.6645	0.6630	-0.0015	-0.2%	0.6645
Range	0.0054	0.0030	-0.0024	-44.4%	0.0189
ATR	0.0049	0.0048	-0.0001	-2.8%	0.0000
Volume	5,366	39,083	33,717	628.3%	35,402

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6721	0.6705	0.6647
R3	0.6691	0.6675	0.6638
R2	0.6661	0.6661	0.6636
R1	0.6645	0.6645	0.6633	0.6638
PP	0.6631	0.6631	0.6631	0.6627
S1	0.6615	0.6615	0.6627	0.6608
S2	0.6601	0.6601	0.6625
S3	0.6571	0.6585	0.6622
S4	0.6541	0.6555	0.6614

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7175	0.7098	0.6748
R3	0.6987	0.6910	0.6696
R2	0.6798	0.6798	0.6679
R1	0.6721	0.6721	0.6662	0.6760
PP	0.6610	0.6610	0.6610	0.6629
S1	0.6533	0.6533	0.6627	0.6571
S2	0.6421	0.6421	0.6610
S3	0.6233	0.6344	0.6593
S4	0.6044	0.6156	0.6541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6687	0.6498	0.0189	2.8%	0.0055	0.8%	70%	False	False	14,436
10	0.6687	0.6498	0.0189	2.8%	0.0047	0.7%	70%	False	False	7,739
20	0.6687	0.6468	0.0219	3.3%	0.0046	0.7%	74%	False	False	4,039
40	0.6755	0.6468	0.0287	4.3%	0.0048	0.7%	57%	False	False	2,109
60	0.6900	0.6468	0.0433	6.5%	0.0051	0.8%	38%	False	False	1,437
80	0.6900	0.6468	0.0433	6.5%	0.0047	0.7%	38%	False	False	1,091
100	0.6900	0.6345	0.0555	8.4%	0.0041	0.6%	51%	False	False	874
120	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	51%	False	False	729

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6774
2.618	0.6725
1.618	0.6695
1.000	0.6676
0.618	0.6665
HIGH	0.6646
0.618	0.6635
0.500	0.6631
0.382	0.6627
LOW	0.6616
0.618	0.6597
1.000	0.6586
1.618	0.6567
2.618	0.6537
4.250	0.6489

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	0.6631	0.6634
PP	0.6631	0.6633
S1	0.6630	0.6631

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols