CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Mar-2024

Day Change Summary
	Previous	Current
	25-Mar-2024	26-Mar-2024	Change	Change %	Previous Week
Open	0.6530	0.6556	0.0026	0.4%	0.6578
High	0.6563	0.6575	0.0012	0.2%	0.6651
Low	0.6525	0.6546	0.0021	0.3%	0.6521
Close	0.6554	0.6549	-0.0006	-0.1%	0.6531
Range	0.0038	0.0029	-0.0009	-22.7%	0.0130
ATR	0.0050	0.0049	-0.0002	-3.0%	0.0000
Volume	70,748	58,767	-11,981	-16.9%	479,542

Daily Pivots for day following 26-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6643	0.6625	0.6564
R3	0.6614	0.6596	0.6556
R2	0.6585	0.6585	0.6554
R1	0.6567	0.6567	0.6551	0.6562
PP	0.6556	0.6556	0.6556	0.6554
S1	0.6538	0.6538	0.6546	0.6533
S2	0.6527	0.6527	0.6543
S3	0.6498	0.6509	0.6541
S4	0.6469	0.6480	0.6533

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6956	0.6873	0.6602
R3	0.6827	0.6744	0.6567
R2	0.6697	0.6697	0.6555
R1	0.6614	0.6614	0.6543	0.6591
PP	0.6568	0.6568	0.6568	0.6556
S1	0.6485	0.6485	0.6519	0.6461
S2	0.6438	0.6438	0.6507
S3	0.6309	0.6355	0.6495
S4	0.6179	0.6226	0.6460

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6651	0.6525	0.0126	1.9%	0.0057	0.9%	19%	False	False	92,366
10	0.6654	0.6521	0.0133	2.0%	0.0049	0.8%	21%	False	False	92,412
20	0.6687	0.6498	0.0189	2.9%	0.0049	0.8%	27%	False	False	53,030
40	0.6687	0.6468	0.0219	3.3%	0.0049	0.7%	37%	False	False	26,656
60	0.6875	0.6468	0.0407	6.2%	0.0050	0.8%	20%	False	False	17,807
80	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	19%	False	False	13,379
100	0.6900	0.6388	0.0513	7.8%	0.0045	0.7%	31%	False	False	10,707
120	0.6900	0.6345	0.0555	8.5%	0.0041	0.6%	37%	False	False	8,923

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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6698
2.618	0.6650
1.618	0.6621
1.000	0.6604
0.618	0.6592
HIGH	0.6575
0.618	0.6563
0.500	0.6560
0.382	0.6557
LOW	0.6546
0.618	0.6528
1.000	0.6517
1.618	0.6499
2.618	0.6470
4.250	0.6422

Fisher Pivots for day following 26-Mar-2024
Pivot	1 day	3 day
R1	0.6560	0.6559
PP	0.6556	0.6555
S1	0.6552	0.6552

Download as Excel Spreadsheet

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

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