CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 29-Jan-2024

Day Change Summary
	Previous	Current
	26-Jan-2024	29-Jan-2024	Change	Change %	Previous Week
Open	0.6609	0.6598	-0.0011	-0.2%	0.6622
High	0.6635	0.6639	0.0005	0.1%	0.6643
Low	0.6600	0.6598	-0.0002	0.0%	0.6580
Close	0.6607	0.6623	0.0016	0.2%	0.6607
Range	0.0035	0.0041	0.0007	18.8%	0.0064
ATR	0.0050	0.0049	-0.0001	-1.2%	0.0000
Volume	112	50	-62	-55.4%	401

Daily Pivots for day following 29-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6743	0.6724	0.6646
R3	0.6702	0.6683	0.6634
R2	0.6661	0.6661	0.6631
R1	0.6642	0.6642	0.6627	0.6652
PP	0.6620	0.6620	0.6620	0.6625
S1	0.6601	0.6601	0.6619	0.6611
S2	0.6579	0.6579	0.6615
S3	0.6538	0.6560	0.6612
S4	0.6497	0.6519	0.6600

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%	0.0041	0.6%	69%	False	False	85
10	0.6728	0.6556	0.0172	2.6%	0.0047	0.7%	39%	False	False	138
20	0.6875	0.6556	0.0319	4.8%	0.0052	0.8%	21%	False	False	107
40	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	19%	False	False	102
60	0.6900	0.6388	0.0513	7.7%	0.0042	0.6%	46%	False	False	75
80	0.6900	0.6345	0.0555	8.4%	0.0037	0.6%	50%	False	False	57
100	0.6900	0.6345	0.0555	8.4%	0.0033	0.5%	50%	False	False	46
120	0.6900	0.6345	0.0555	8.4%	0.0030	0.4%	50%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6813
2.618	0.6746
1.618	0.6705
1.000	0.6680
0.618	0.6664
HIGH	0.6639
0.618	0.6623
0.500	0.6619
0.382	0.6614
LOW	0.6598
0.618	0.6573
1.000	0.6557
1.618	0.6532
2.618	0.6491
4.250	0.6424

Fisher Pivots for day following 29-Jan-2024
Pivot	1 day	3 day
R1	0.6622	0.6621
PP	0.6620	0.6619
S1	0.6619	0.6618

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

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