CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	0.6742	0.6762	0.0021	0.3%	0.6841
High	0.6776	0.6762	-0.0014	-0.2%	0.6865
Low	0.6683	0.6707	0.0024	0.4%	0.6683
Close	0.6742	0.6752	0.0010	0.1%	0.6742
Range	0.0093	0.0056	-0.0037	-40.0%	0.0182
ATR	0.0055	0.0055	0.0000	0.1%	0.0000
Volume	151	53	-98	-64.9%	335

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6907	0.6885	0.6782
R3	0.6851	0.6829	0.6767
R2	0.6796	0.6796	0.6762
R1	0.6774	0.6774	0.6757	0.6757
PP	0.6740	0.6740	0.6740	0.6732
S1	0.6718	0.6718	0.6746	0.6701
S2	0.6685	0.6685	0.6741
S3	0.6629	0.6663	0.6736
S4	0.6574	0.6607	0.6721

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7308	0.7206	0.6842
R3	0.7126	0.7025	0.6792
R2	0.6945	0.6945	0.6775
R1	0.6843	0.6843	0.6759	0.6803
PP	0.6763	0.6763	0.6763	0.6743
S1	0.6662	0.6662	0.6725	0.6622
S2	0.6582	0.6582	0.6709
S3	0.6400	0.6480	0.6692
S4	0.6219	0.6299	0.6642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6865	0.6683	0.0182	2.7%	0.0068	1.0%	38%	False	False	77
10	0.6900	0.6683	0.0217	3.2%	0.0055	0.8%	32%	False	False	86
20	0.6900	0.6578	0.0322	4.8%	0.0055	0.8%	54%	False	False	95
40	0.6900	0.6388	0.0513	7.6%	0.0044	0.7%	71%	False	False	68
60	0.6900	0.6345	0.0555	8.2%	0.0037	0.5%	73%	False	False	48
80	0.6900	0.6345	0.0555	8.2%	0.0033	0.5%	73%	False	False	37
100	0.6900	0.6345	0.0555	8.2%	0.0029	0.4%	73%	False	False	30
120	0.6900	0.6345	0.0555	8.2%	0.0025	0.4%	73%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6998
2.618	0.6907
1.618	0.6852
1.000	0.6818
0.618	0.6796
HIGH	0.6762
0.618	0.6741
0.500	0.6734
0.382	0.6728
LOW	0.6707
0.618	0.6672
1.000	0.6651
1.618	0.6617
2.618	0.6561
4.250	0.6471

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	0.6746	0.6746
PP	0.6740	0.6740
S1	0.6734	0.6734

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

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