CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	0.6731	0.6743	0.0012	0.2%	0.6841
High	0.6731	0.6762	0.0031	0.5%	0.6865
Low	0.6725	0.6678	-0.0047	-0.7%	0.6683
Close	0.6729	0.6715	-0.0015	-0.2%	0.6742
Range	0.0006	0.0084	0.0078	1,300.0%	0.0182
ATR	0.0051	0.0054	0.0002	4.5%	0.0000
Volume	8	153	145	1,812.5%	335

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6970	0.6926	0.6761
R3	0.6886	0.6842	0.6738
R2	0.6802	0.6802	0.6730
R1	0.6758	0.6758	0.6722	0.6738
PP	0.6718	0.6718	0.6718	0.6708
S1	0.6674	0.6674	0.6707	0.6654
S2	0.6634	0.6634	0.6699
S3	0.6550	0.6590	0.6691
S4	0.6466	0.6506	0.6668

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	0.6776	0.6678	0.0098	1.5%	0.0055	0.8%	37%	False	True	77
10	0.6900	0.6678	0.0222	3.3%	0.0057	0.9%	16%	False	True	89
20	0.6900	0.6582	0.0319	4.7%	0.0056	0.8%	42%	False	False	94
40	0.6900	0.6491	0.0410	6.1%	0.0047	0.7%	55%	False	False	72
60	0.6900	0.6345	0.0555	8.3%	0.0036	0.5%	67%	False	False	51
80	0.6900	0.6345	0.0555	8.3%	0.0034	0.5%	67%	False	False	39
100	0.6900	0.6345	0.0555	8.3%	0.0029	0.4%	67%	False	False	32
120	0.6900	0.6345	0.0555	8.3%	0.0026	0.4%	67%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7119
2.618	0.6982
1.618	0.6898
1.000	0.6846
0.618	0.6814
HIGH	0.6762
0.618	0.6730
0.500	0.6720
0.382	0.6710
LOW	0.6678
0.618	0.6626
1.000	0.6594
1.618	0.6542
2.618	0.6458
4.250	0.6321

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	0.6720	0.6720
PP	0.6718	0.6718
S1	0.6716	0.6716

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

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