CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	0.6640	0.6599	-0.0042	-0.6%	0.6645
High	0.6650	0.6600	-0.0050	-0.8%	0.6658
Low	0.6587	0.6570	-0.0018	-0.3%	0.6570
Close	0.6600	0.6581	-0.0019	-0.3%	0.6581
Range	0.0063	0.0030	-0.0033	-52.0%	0.0089
ATR	0.0048	0.0047	-0.0001	-2.7%	0.0000
Volume	82,768	76,446	-6,322	-7.6%	413,371

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6673	0.6657	0.6597
R3	0.6643	0.6627	0.6589
R2	0.6613	0.6613	0.6586
R1	0.6597	0.6597	0.6583	0.6590
PP	0.6583	0.6583	0.6583	0.6580
S1	0.6567	0.6567	0.6578	0.6560
S2	0.6553	0.6553	0.6575
S3	0.6523	0.6537	0.6572
S4	0.6493	0.6507	0.6564

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6868	0.6813	0.6629
R3	0.6780	0.6724	0.6605
R2	0.6691	0.6691	0.6597
R1	0.6636	0.6636	0.6589	0.6619
PP	0.6603	0.6603	0.6603	0.6594
S1	0.6547	0.6547	0.6572	0.6531
S2	0.6514	0.6514	0.6564
S3	0.6426	0.6459	0.6556
S4	0.6337	0.6370	0.6532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6658	0.6570	0.0089	1.3%	0.0042	0.6%	12%	False	True	82,674
10	0.6687	0.6498	0.0189	2.9%	0.0048	0.7%	44%	False	False	44,877
20	0.6687	0.6498	0.0189	2.9%	0.0045	0.7%	44%	False	False	22,717
40	0.6687	0.6468	0.0219	3.3%	0.0046	0.7%	52%	False	False	11,445
60	0.6900	0.6468	0.0433	6.6%	0.0049	0.7%	26%	False	False	7,669
80	0.6900	0.6468	0.0433	6.6%	0.0048	0.7%	26%	False	False	5,769
100	0.6900	0.6353	0.0548	8.3%	0.0042	0.6%	42%	False	False	4,617
120	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	42%	False	False	3,848

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6727
2.618	0.6678
1.618	0.6648
1.000	0.6630
0.618	0.6618
HIGH	0.6600
0.618	0.6588
0.500	0.6585
0.382	0.6581
LOW	0.6570
0.618	0.6551
1.000	0.6540
1.618	0.6521
2.618	0.6491
4.250	0.6442

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	0.6585	0.6612
PP	0.6583	0.6601
S1	0.6582	0.6591

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

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