CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	0.6613	0.6567	-0.0046	-0.7%	0.6762
High	0.6615	0.6596	-0.0019	-0.3%	0.6762
Low	0.6556	0.6567	0.0011	0.2%	0.6678
Close	0.6570	0.6586	0.0016	0.2%	0.6714
Range	0.0059	0.0029	-0.0030	-50.8%	0.0084
ATR	0.0058	0.0056	-0.0002	-3.6%	0.0000
Volume	404	52	-352	-87.1%	310

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6670	0.6657	0.6602
R3	0.6641	0.6628	0.6594
R2	0.6612	0.6612	0.6591
R1	0.6599	0.6599	0.6589	0.6606
PP	0.6583	0.6583	0.6583	0.6586
S1	0.6570	0.6570	0.6583	0.6577
S2	0.6554	0.6554	0.6581
S3	0.6525	0.6541	0.6578
S4	0.6496	0.6512	0.6570

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6970	0.6926	0.6760
R3	0.6886	0.6842	0.6737
R2	0.6802	0.6802	0.6729
R1	0.6758	0.6758	0.6722	0.6738
PP	0.6718	0.6718	0.6718	0.6708
S1	0.6674	0.6674	0.6706	0.6654
S2	0.6634	0.6634	0.6699
S3	0.6550	0.6590	0.6691
S4	0.6466	0.6506	0.6668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6762	0.6556	0.0206	3.1%	0.0068	1.0%	15%	False	False	201
10	0.6785	0.6556	0.0229	3.5%	0.0058	0.9%	13%	False	False	128
20	0.6900	0.6556	0.0344	5.2%	0.0055	0.8%	9%	False	False	117
40	0.6900	0.6556	0.0344	5.2%	0.0050	0.8%	9%	False	False	93
60	0.6900	0.6353	0.0548	8.3%	0.0039	0.6%	43%	False	False	65
80	0.6900	0.6345	0.0555	8.4%	0.0036	0.5%	43%	False	False	50
100	0.6900	0.6345	0.0555	8.4%	0.0032	0.5%	43%	False	False	40
120	0.6900	0.6345	0.0555	8.4%	0.0028	0.4%	43%	False	False	33

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.6719
2.618	0.6672
1.618	0.6643
1.000	0.6625
0.618	0.6614
HIGH	0.6596
0.618	0.6585
0.500	0.6582
0.382	0.6578
LOW	0.6567
0.618	0.6549
1.000	0.6538
1.618	0.6520
2.618	0.6491
4.250	0.6444

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	0.6585	0.6642
PP	0.6583	0.6623
S1	0.6582	0.6605

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

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