CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	0.6606	0.6604	-0.0002	0.0%	0.6710
High	0.6630	0.6643	0.0013	0.2%	0.6728
Low	0.6580	0.6601	0.0021	0.3%	0.6556
Close	0.6597	0.6606	0.0009	0.1%	0.6623
Range	0.0051	0.0043	-0.0008	-15.8%	0.0172
ATR	0.0052	0.0052	0.0000	-0.9%	0.0000
Volume	113	90	-23	-20.4%	929

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6744	0.6718	0.6629
R3	0.6702	0.6675	0.6618
R2	0.6659	0.6659	0.6614
R1	0.6633	0.6633	0.6610	0.6646
PP	0.6617	0.6617	0.6617	0.6623
S1	0.6590	0.6590	0.6602	0.6603
S2	0.6574	0.6574	0.6598
S3	0.6532	0.6548	0.6594
S4	0.6489	0.6505	0.6583

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	0.6643	0.6567	0.0076	1.2%	0.0036	0.5%	51%	True	False	86
10	0.6762	0.6556	0.0206	3.1%	0.0050	0.7%	24%	False	False	139
20	0.6900	0.6556	0.0344	5.2%	0.0051	0.8%	15%	False	False	108
40	0.6900	0.6556	0.0344	5.2%	0.0051	0.8%	15%	False	False	98
60	0.6900	0.6370	0.0531	8.0%	0.0041	0.6%	45%	False	False	71
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	47%	False	False	54
100	0.6900	0.6345	0.0555	8.4%	0.0033	0.5%	47%	False	False	44
120	0.6900	0.6345	0.0555	8.4%	0.0029	0.4%	47%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6824
2.618	0.6754
1.618	0.6712
1.000	0.6686
0.618	0.6669
HIGH	0.6643
0.618	0.6627
0.500	0.6622
0.382	0.6617
LOW	0.6601
0.618	0.6574
1.000	0.6558
1.618	0.6532
2.618	0.6489
4.250	0.6420

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	0.6622	0.6611
PP	0.6617	0.6610
S1	0.6611	0.6608

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

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