CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	0.6591	0.6587	-0.0005	-0.1%	0.6700
High	0.6631	0.6620	-0.0011	-0.2%	0.6718
Low	0.6576	0.6577	0.0001	0.0%	0.6538
Close	0.6591	0.6592	0.0001	0.0%	0.6608
Range	0.0056	0.0044	-0.0012	-21.6%	0.0180
ATR	0.0063	0.0062	-0.0001	-2.2%	0.0000
Volume	99,915	85,416	-14,499	-14.5%	495,270

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6727	0.6703	0.6615
R3	0.6683	0.6659	0.6603
R2	0.6640	0.6640	0.6599
R1	0.6616	0.6616	0.6595	0.6628
PP	0.6596	0.6596	0.6596	0.6602
S1	0.6572	0.6572	0.6588	0.6584
S2	0.6553	0.6553	0.6584
S3	0.6509	0.6529	0.6580
S4	0.6466	0.6485	0.6568

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7161	0.7064	0.6707
R3	0.6981	0.6884	0.6657
R2	0.6801	0.6801	0.6641
R1	0.6704	0.6704	0.6624	0.6663
PP	0.6621	0.6621	0.6621	0.6600
S1	0.6524	0.6524	0.6591	0.6483
S2	0.6441	0.6441	0.6575
S3	0.6261	0.6344	0.6558
S4	0.6081	0.6164	0.6509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6631	0.6563	0.0069	1.0%	0.0049	0.7%	42%	False	False	84,396
10	0.6749	0.6538	0.0212	3.2%	0.0063	1.0%	26%	False	False	105,342
20	0.6888	0.6538	0.0350	5.3%	0.0063	0.9%	15%	False	False	95,948
40	0.6888	0.6538	0.0350	5.3%	0.0065	1.0%	15%	False	False	69,521
60	0.6888	0.6344	0.0544	8.2%	0.0064	1.0%	46%	False	False	46,461
80	0.6888	0.6300	0.0588	8.9%	0.0062	0.9%	50%	False	False	34,864
100	0.6888	0.6300	0.0588	8.9%	0.0057	0.9%	50%	False	False	27,893
120	0.6888	0.6300	0.0588	8.9%	0.0049	0.7%	50%	False	False	23,245

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6805
2.618	0.6734
1.618	0.6690
1.000	0.6664
0.618	0.6647
HIGH	0.6620
0.618	0.6603
0.500	0.6598
0.382	0.6593
LOW	0.6577
0.618	0.6550
1.000	0.6533
1.618	0.6506
2.618	0.6463
4.250	0.6392

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	0.6598	0.6597
PP	0.6596	0.6595
S1	0.6594	0.6593

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

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