CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	0.6604	0.6601	-0.0003	0.0%	0.6710
High	0.6643	0.6631	-0.0012	-0.2%	0.6728
Low	0.6601	0.6596	-0.0005	-0.1%	0.6556
Close	0.6606	0.6607	0.0001	0.0%	0.6623
Range	0.0043	0.0035	-0.0008	-17.6%	0.0172
ATR	0.0052	0.0051	-0.0001	-2.3%	0.0000
Volume	90	61	-29	-32.2%	929

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6716	0.6696	0.6626
R3	0.6681	0.6661	0.6616
R2	0.6646	0.6646	0.6613
R1	0.6626	0.6626	0.6610	0.6636
PP	0.6611	0.6611	0.6611	0.6616
S1	0.6591	0.6591	0.6603	0.6601
S2	0.6576	0.6576	0.6600
S3	0.6541	0.6556	0.6597
S4	0.6506	0.6521	0.6587

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	0.6580	0.0064	1.0%	0.0037	0.6%	43%	False	False	88
10	0.6762	0.6556	0.0206	3.1%	0.0052	0.8%	25%	False	False	144
20	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	15%	False	False	110
40	0.6900	0.6556	0.0344	5.2%	0.0051	0.8%	15%	False	False	99
60	0.6900	0.6382	0.0518	7.8%	0.0041	0.6%	43%	False	False	72
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	47%	False	False	55
100	0.6900	0.6345	0.0555	8.4%	0.0034	0.5%	47%	False	False	44
120	0.6900	0.6345	0.0555	8.4%	0.0029	0.4%	47%	False	False	37

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6780
2.618	0.6723
1.618	0.6688
1.000	0.6666
0.618	0.6653
HIGH	0.6631
0.618	0.6618
0.500	0.6614
0.382	0.6609
LOW	0.6596
0.618	0.6574
1.000	0.6561
1.618	0.6539
2.618	0.6504
4.250	0.6447

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	0.6614	0.6611
PP	0.6611	0.6610
S1	0.6609	0.6608

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

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