CME Australian Dollar Future March 2024

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

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	0.6587	0.6595	0.0009	0.1%	0.6609
High	0.6620	0.6620	0.0000	0.0%	0.6631
Low	0.6577	0.6583	0.0007	0.1%	0.6563
Close	0.6592	0.6592	0.0001	0.0%	0.6592
Range	0.0044	0.0037	-0.0007	-14.9%	0.0069
ATR	0.0062	0.0060	-0.0002	-2.9%	0.0000
Volume	85,416	60,763	-24,653	-28.9%	400,748

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6709	0.6688	0.6612
R3	0.6672	0.6651	0.6602
R2	0.6635	0.6635	0.6599
R1	0.6614	0.6614	0.6595	0.6606
PP	0.6598	0.6598	0.6598	0.6595
S1	0.6577	0.6577	0.6589	0.6569
S2	0.6561	0.6561	0.6585
S3	0.6524	0.6540	0.6582
S4	0.6487	0.6503	0.6572

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6801	0.6765	0.6630
R3	0.6732	0.6696	0.6611
R2	0.6664	0.6664	0.6605
R1	0.6628	0.6628	0.6598	0.6612
PP	0.6595	0.6595	0.6595	0.6587
S1	0.6559	0.6559	0.6586	0.6543
S2	0.6527	0.6527	0.6579
S3	0.6458	0.6491	0.6573
S4	0.6390	0.6422	0.6554

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%	43%	False	False	80,149
10	0.6742	0.6538	0.0205	3.1%	0.0058	0.9%	27%	False	False	99,447
20	0.6888	0.6538	0.0350	5.3%	0.0063	1.0%	16%	False	False	95,949
40	0.6888	0.6538	0.0350	5.3%	0.0064	1.0%	16%	False	False	71,005
60	0.6888	0.6344	0.0544	8.2%	0.0064	1.0%	46%	False	False	47,472
80	0.6888	0.6300	0.0588	8.9%	0.0061	0.9%	50%	False	False	35,623
100	0.6888	0.6300	0.0588	8.9%	0.0057	0.9%	50%	False	False	28,501
120	0.6888	0.6300	0.0588	8.9%	0.0050	0.8%	50%	False	False	23,752

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6777
2.618	0.6717
1.618	0.6680
1.000	0.6657
0.618	0.6643
HIGH	0.6620
0.618	0.6606
0.500	0.6602
0.382	0.6597
LOW	0.6583
0.618	0.6560
1.000	0.6546
1.618	0.6523
2.618	0.6486
4.250	0.6426

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	0.6602	0.6603
PP	0.6598	0.6600
S1	0.6595	0.6596

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

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