CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	0.6601	0.6609	0.0008	0.1%	0.6622
High	0.6631	0.6635	0.0004	0.1%	0.6643
Low	0.6596	0.6600	0.0004	0.1%	0.6580
Close	0.6607	0.6607	0.0001	0.0%	0.6607
Range	0.0035	0.0035	-0.0001	-1.4%	0.0064
ATR	0.0051	0.0050	-0.0001	-2.3%	0.0000
Volume	61	112	51	83.6%	401

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6717	0.6697	0.6626
R3	0.6683	0.6662	0.6616
R2	0.6648	0.6648	0.6613
R1	0.6628	0.6628	0.6610	0.6621
PP	0.6614	0.6614	0.6614	0.6610
S1	0.6593	0.6593	0.6604	0.6586
S2	0.6579	0.6579	0.6601
S3	0.6545	0.6559	0.6598
S4	0.6510	0.6524	0.6588

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6800	0.6767	0.6642
R3	0.6737	0.6704	0.6624
R2	0.6673	0.6673	0.6619
R1	0.6640	0.6640	0.6613	0.6625
PP	0.6610	0.6610	0.6610	0.6602
S1	0.6577	0.6577	0.6601	0.6562
S2	0.6546	0.6546	0.6595
S3	0.6483	0.6513	0.6590
S4	0.6419	0.6450	0.6572

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	80
10	0.6755	0.6556	0.0199	3.0%	0.0047	0.7%	26%	False	False	140
20	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	15%	False	False	114
40	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	15%	False	False	102
60	0.6900	0.6382	0.0518	7.8%	0.0042	0.6%	43%	False	False	74
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	47%	False	False	56
100	0.6900	0.6345	0.0555	8.4%	0.0034	0.5%	47%	False	False	46
120	0.6900	0.6345	0.0555	8.4%	0.0029	0.4%	47%	False	False	38

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

Fibonacci Retracements and Extensions
4.250	0.6781
2.618	0.6725
1.618	0.6690
1.000	0.6669
0.618	0.6656
HIGH	0.6635
0.618	0.6621
0.500	0.6617
0.382	0.6613
LOW	0.6600
0.618	0.6579
1.000	0.6566
1.618	0.6544
2.618	0.6510
4.250	0.6453

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	0.6617	0.6620
PP	0.6614	0.6615
S1	0.6610	0.6611

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

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