CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 23-Jan-2024

Day Change Summary
	Previous	Current
	22-Jan-2024	23-Jan-2024	Change	Change %	Previous Week
Open	0.6622	0.6606	-0.0016	-0.2%	0.6710
High	0.6623	0.6630	0.0008	0.1%	0.6728
Low	0.6599	0.6580	-0.0020	-0.3%	0.6556
Close	0.6599	0.6597	-0.0002	0.0%	0.6623
Range	0.0024	0.0051	0.0027	114.9%	0.0172
ATR	0.0053	0.0052	0.0000	-0.3%	0.0000
Volume	25	113	88	352.0%	929

Daily Pivots for day following 23-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6754	0.6726	0.6625
R3	0.6703	0.6675	0.6611
R2	0.6653	0.6653	0.6606
R1	0.6625	0.6625	0.6602	0.6614
PP	0.6602	0.6602	0.6602	0.6597
S1	0.6574	0.6574	0.6592	0.6563
S2	0.6552	0.6552	0.6588
S3	0.6501	0.6524	0.6583
S4	0.6451	0.6473	0.6569

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	0.6630	0.6556	0.0074	1.1%	0.0039	0.6%	55%	True	False	149
10	0.6762	0.6556	0.0206	3.1%	0.0049	0.7%	20%	False	False	132
20	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	12%	False	False	109
40	0.6900	0.6556	0.0344	5.2%	0.0051	0.8%	12%	False	False	97
60	0.6900	0.6370	0.0531	8.0%	0.0040	0.6%	43%	False	False	69
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	45%	False	False	53
100	0.6900	0.6345	0.0555	8.4%	0.0033	0.5%	45%	False	False	43
120	0.6900	0.6345	0.0555	8.4%	0.0028	0.4%	45%	False	False	36

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6845
2.618	0.6762
1.618	0.6712
1.000	0.6681
0.618	0.6661
HIGH	0.6630
0.618	0.6611
0.500	0.6605
0.382	0.6599
LOW	0.6580
0.618	0.6548
1.000	0.6529
1.618	0.6498
2.618	0.6447
4.250	0.6365

Fisher Pivots for day following 23-Jan-2024
Pivot	1 day	3 day
R1	0.6605	0.6605
PP	0.6602	0.6602
S1	0.6600	0.6600

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

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