CME Australian Dollar Future June 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	0.6747	0.6731	-0.0016	-0.2%	0.6841
High	0.6747	0.6731	-0.0016	-0.2%	0.6865
Low	0.6710	0.6725	0.0016	0.2%	0.6683
Close	0.6712	0.6729	0.0017	0.3%	0.6742
Range	0.0037	0.0006	-0.0031	-83.8%	0.0182
ATR	0.0054	0.0051	-0.0002	-4.6%	0.0000
Volume	20	8	-12	-60.0%	335

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6746	0.6744	0.6732
R3	0.6740	0.6738	0.6731
R2	0.6734	0.6734	0.6730
R1	0.6732	0.6732	0.6730	0.6730
PP	0.6728	0.6728	0.6728	0.6728
S1	0.6726	0.6726	0.6728	0.6724
S2	0.6722	0.6722	0.6728
S3	0.6716	0.6720	0.6727
S4	0.6710	0.6714	0.6726

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	0.6785	0.6683	0.0102	1.5%	0.0049	0.7%	45%	False	False	54
10	0.6900	0.6683	0.0217	3.2%	0.0052	0.8%	21%	False	False	75
20	0.6900	0.6578	0.0322	4.8%	0.0055	0.8%	47%	False	False	92
40	0.6900	0.6410	0.0490	7.3%	0.0045	0.7%	65%	False	False	69
60	0.6900	0.6345	0.0555	8.2%	0.0035	0.5%	69%	False	False	48
80	0.6900	0.6345	0.0555	8.2%	0.0033	0.5%	69%	False	False	37
100	0.6900	0.6345	0.0555	8.2%	0.0029	0.4%	69%	False	False	30
120	0.6900	0.6345	0.0555	8.2%	0.0025	0.4%	69%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.6757
2.618	0.6747
1.618	0.6741
1.000	0.6737
0.618	0.6735
HIGH	0.6731
0.618	0.6729
0.500	0.6728
0.382	0.6727
LOW	0.6725
0.618	0.6721
1.000	0.6719
1.618	0.6715
2.618	0.6709
4.250	0.6700

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	0.6729	0.6734
PP	0.6728	0.6733
S1	0.6728	0.6731

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

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