CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 22-Jan-2024

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	0.6604	0.6622	0.0018	0.3%	0.6710
High	0.6627	0.6623	-0.0004	-0.1%	0.6728
Low	0.6593	0.6599	0.0007	0.1%	0.6556
Close	0.6623	0.6599	-0.0024	-0.4%	0.6623
Range	0.0034	0.0024	-0.0011	-30.9%	0.0172
ATR	0.0055	0.0053	-0.0002	-4.1%	0.0000
Volume	151	25	-126	-83.4%	929

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6677	0.6662	0.6612
R3	0.6654	0.6638	0.6605
R2	0.6630	0.6630	0.6603
R1	0.6615	0.6615	0.6601	0.6611
PP	0.6607	0.6607	0.6607	0.6605
S1	0.6591	0.6591	0.6597	0.6587
S2	0.6583	0.6583	0.6595
S3	0.6560	0.6568	0.6593
S4	0.6536	0.6544	0.6586

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7152	0.7059	0.6717
R3	0.6980	0.6887	0.6670
R2	0.6808	0.6808	0.6654
R1	0.6715	0.6715	0.6638	0.6675
PP	0.6636	0.6636	0.6636	0.6616
S1	0.6543	0.6543	0.6607	0.6503
S2	0.6464	0.6464	0.6591
S3	0.6292	0.6371	0.6575
S4	0.6120	0.6199	0.6528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6728	0.6556	0.0172	2.6%	0.0053	0.8%	25%	False	False	190
10	0.6762	0.6556	0.0206	3.1%	0.0049	0.7%	21%	False	False	126
20	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	13%	False	False	111
40	0.6900	0.6556	0.0344	5.2%	0.0050	0.8%	13%	False	False	95
60	0.6900	0.6353	0.0548	8.3%	0.0039	0.6%	45%	False	False	68
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	46%	False	False	52
100	0.6900	0.6345	0.0555	8.4%	0.0032	0.5%	46%	False	False	42
120	0.6900	0.6345	0.0555	8.4%	0.0028	0.4%	46%	False	False	35

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6722
2.618	0.6684
1.618	0.6661
1.000	0.6646
0.618	0.6637
HIGH	0.6623
0.618	0.6614
0.500	0.6611
0.382	0.6608
LOW	0.6599
0.618	0.6584
1.000	0.6576
1.618	0.6561
2.618	0.6537
4.250	0.6499

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	0.6611	0.6598
PP	0.6607	0.6598
S1	0.6603	0.6597

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

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