CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 18-Mar-2024

Day Change Summary
	Previous	Current
	15-Mar-2024	18-Mar-2024	Change	Change %	Previous Week
Open	0.6599	0.6578	-0.0021	-0.3%	0.6645
High	0.6600	0.6591	-0.0009	-0.1%	0.6658
Low	0.6570	0.6569	-0.0001	0.0%	0.6570
Close	0.6581	0.6573	-0.0008	-0.1%	0.6581
Range	0.0030	0.0023	-0.0008	-25.0%	0.0089
ATR	0.0047	0.0045	-0.0002	-3.7%	0.0000
Volume	76,446	46,467	-29,979	-39.2%	413,371

Daily Pivots for day following 18-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6645	0.6632	0.6585
R3	0.6623	0.6609	0.6579
R2	0.6600	0.6600	0.6577
R1	0.6587	0.6587	0.6575	0.6582
PP	0.6578	0.6578	0.6578	0.6575
S1	0.6564	0.6564	0.6571	0.6560
S2	0.6555	0.6555	0.6569
S3	0.6533	0.6542	0.6567
S4	0.6510	0.6519	0.6561

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	0.6569	0.0090	1.4%	0.0041	0.6%	5%	False	True	84,151
10	0.6687	0.6498	0.0189	2.9%	0.0048	0.7%	40%	False	False	49,293
20	0.6687	0.6498	0.0189	2.9%	0.0044	0.7%	40%	False	False	25,030
40	0.6687	0.6468	0.0219	3.3%	0.0046	0.7%	48%	False	False	12,603
60	0.6900	0.6468	0.0433	6.6%	0.0048	0.7%	24%	False	False	8,440
80	0.6900	0.6468	0.0433	6.6%	0.0048	0.7%	24%	False	False	6,349
100	0.6900	0.6353	0.0548	8.3%	0.0042	0.6%	40%	False	False	5,081
120	0.6900	0.6345	0.0555	8.4%	0.0040	0.6%	41%	False	False	4,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6687
2.618	0.6650
1.618	0.6627
1.000	0.6614
0.618	0.6605
HIGH	0.6591
0.618	0.6582
0.500	0.6580
0.382	0.6577
LOW	0.6569
0.618	0.6555
1.000	0.6546
1.618	0.6532
2.618	0.6510
4.250	0.6473

Fisher Pivots for day following 18-Mar-2024
Pivot	1 day	3 day
R1	0.6580	0.6609
PP	0.6578	0.6597
S1	0.6575	0.6585

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

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