CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 14-Mar-2024

Day Change Summary
	Previous	Current
	13-Mar-2024	14-Mar-2024	Change	Change %	Previous Week
Open	0.6624	0.6640	0.0016	0.2%	0.6546
High	0.6654	0.6650	-0.0004	-0.1%	0.6687
Low	0.6619	0.6587	-0.0032	-0.5%	0.6498
Close	0.6644	0.6600	-0.0045	-0.7%	0.6645
Range	0.0035	0.0063	0.0028	78.6%	0.0189
ATR	0.0047	0.0048	0.0001	2.3%	0.0000
Volume	155,855	82,768	-73,087	-46.9%	35,402

Daily Pivots for day following 14-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6800	0.6762	0.6634
R3	0.6737	0.6700	0.6617
R2	0.6675	0.6675	0.6611
R1	0.6637	0.6637	0.6605	0.6625
PP	0.6612	0.6612	0.6612	0.6606
S1	0.6575	0.6575	0.6594	0.6562
S2	0.6550	0.6550	0.6588
S3	0.6487	0.6512	0.6582
S4	0.6425	0.6450	0.6565

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	0.6587	0.0100	1.5%	0.0047	0.7%	13%	False	True	68,458
10	0.6687	0.6498	0.0189	2.9%	0.0049	0.7%	54%	False	False	37,326
20	0.6687	0.6498	0.0189	2.9%	0.0046	0.7%	54%	False	False	18,903
40	0.6687	0.6468	0.0219	3.3%	0.0046	0.7%	60%	False	False	9,535
60	0.6900	0.6468	0.0433	6.6%	0.0049	0.7%	31%	False	False	6,396
80	0.6900	0.6468	0.0433	6.6%	0.0048	0.7%	31%	False	False	4,814
100	0.6900	0.6349	0.0552	8.4%	0.0042	0.6%	46%	False	False	3,852
120	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	46%	False	False	3,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6915
2.618	0.6813
1.618	0.6751
1.000	0.6712
0.618	0.6688
HIGH	0.6650
0.618	0.6626
0.500	0.6618
0.382	0.6611
LOW	0.6587
0.618	0.6548
1.000	0.6525
1.618	0.6486
2.618	0.6423
4.250	0.6321

Fisher Pivots for day following 14-Mar-2024
Pivot	1 day	3 day
R1	0.6618	0.6623
PP	0.6612	0.6615
S1	0.6606	0.6607

Download as Excel Spreadsheet

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

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