CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 05-Apr-2024

Day Change Summary
	Previous	Current
	04-Apr-2024	05-Apr-2024	Change	Change %	Previous Week
Open	0.6577	0.6602	0.0025	0.4%	0.6532
High	0.6633	0.6607	-0.0027	-0.4%	0.6633
Low	0.6577	0.6563	-0.0014	-0.2%	0.6495
Close	0.6614	0.6595	-0.0019	-0.3%	0.6595
Range	0.0056	0.0044	-0.0013	-22.3%	0.0138
ATR	0.0050	0.0050	0.0000	0.1%	0.0000
Volume	117,179	107,147	-10,032	-8.6%	482,415

Daily Pivots for day following 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6719	0.6700	0.6618
R3	0.6675	0.6657	0.6606
R2	0.6632	0.6632	0.6602
R1	0.6613	0.6613	0.6598	0.6601
PP	0.6588	0.6588	0.6588	0.6582
S1	0.6570	0.6570	0.6591	0.6557
S2	0.6545	0.6545	0.6587
S3	0.6501	0.6526	0.6583
S4	0.6458	0.6483	0.6571

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6988	0.6929	0.6670
R3	0.6850	0.6791	0.6632
R2	0.6712	0.6712	0.6620
R1	0.6653	0.6653	0.6607	0.6683
PP	0.6574	0.6574	0.6574	0.6589
S1	0.6515	0.6515	0.6582	0.6545
S2	0.6436	0.6436	0.6569
S3	0.6298	0.6377	0.6557
S4	0.6160	0.6239	0.6519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6633	0.6495	0.0138	2.1%	0.0053	0.8%	72%	False	False	96,483
10	0.6633	0.6495	0.0138	2.1%	0.0048	0.7%	72%	False	False	88,972
20	0.6687	0.6495	0.0192	2.9%	0.0049	0.7%	52%	False	False	84,235
40	0.6687	0.6468	0.0219	3.3%	0.0048	0.7%	58%	False	False	43,034
60	0.6762	0.6468	0.0295	4.5%	0.0048	0.7%	43%	False	False	28,746
80	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	29%	False	False	21,583
100	0.6900	0.6388	0.0513	7.8%	0.0047	0.7%	40%	False	False	17,275
120	0.6900	0.6345	0.0555	8.4%	0.0042	0.6%	45%	False	False	14,397

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6791
2.618	0.6720
1.618	0.6677
1.000	0.6650
0.618	0.6633
HIGH	0.6607
0.618	0.6590
0.500	0.6585
0.382	0.6580
LOW	0.6563
0.618	0.6536
1.000	0.6520
1.618	0.6493
2.618	0.6449
4.250	0.6378

Fisher Pivots for day following 05-Apr-2024
Pivot	1 day	3 day
R1	0.6591	0.6588
PP	0.6588	0.6582
S1	0.6585	0.6575

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

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