CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	0.6734	0.6700	-0.0034	-0.5%	0.6824
High	0.6749	0.6727	-0.0022	-0.3%	0.6856
Low	0.6692	0.6691	-0.0001	0.0%	0.6655
Close	0.6698	0.6715	0.0017	0.2%	0.6729
Range	0.0058	0.0037	-0.0021	-36.5%	0.0201
ATR	0.0065	0.0063	-0.0002	-3.1%	0.0000
Volume	80,533	66,279	-14,254	-17.7%	396,958

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6820	0.6804	0.6735
R3	0.6784	0.6767	0.6725
R2	0.6747	0.6747	0.6721
R1	0.6731	0.6731	0.6718	0.6739
PP	0.6711	0.6711	0.6711	0.6715
S1	0.6694	0.6694	0.6711	0.6703
S2	0.6674	0.6674	0.6708
S3	0.6638	0.6658	0.6704
S4	0.6601	0.6621	0.6694

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7348	0.7239	0.6839
R3	0.7147	0.7038	0.6784
R2	0.6947	0.6947	0.6765
R1	0.6838	0.6838	0.6747	0.6792
PP	0.6746	0.6746	0.6746	0.6724
S1	0.6637	0.6637	0.6710	0.6592
S2	0.6546	0.6546	0.6692
S3	0.6345	0.6437	0.6673
S4	0.6145	0.6236	0.6618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6775	0.6655	0.0120	1.8%	0.0064	1.0%	50%	False	False	86,869
10	0.6888	0.6655	0.0233	3.5%	0.0062	0.9%	26%	False	False	86,553
20	0.6888	0.6559	0.0329	4.9%	0.0064	1.0%	47%	False	False	83,071
40	0.6888	0.6350	0.0538	8.0%	0.0065	1.0%	68%	False	False	43,318
60	0.6888	0.6300	0.0588	8.7%	0.0061	0.9%	71%	False	False	28,918
80	0.6888	0.6300	0.0588	8.7%	0.0059	0.9%	71%	False	False	21,698
100	0.6888	0.6300	0.0588	8.7%	0.0052	0.8%	71%	False	False	17,360
120	0.6888	0.6300	0.0588	8.7%	0.0046	0.7%	71%	False	False	14,467

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.6882
2.618	0.6823
1.618	0.6786
1.000	0.6764
0.618	0.6750
HIGH	0.6727
0.618	0.6713
0.500	0.6709
0.382	0.6704
LOW	0.6691
0.618	0.6668
1.000	0.6654
1.618	0.6631
2.618	0.6595
4.250	0.6535

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	0.6713	0.6720
PP	0.6711	0.6718
S1	0.6709	0.6716

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

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