CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	0.6640	0.6615	-0.0025	-0.4%	0.6622
High	0.6647	0.6639	-0.0008	-0.1%	0.6643
Low	0.6605	0.6579	-0.0027	-0.4%	0.6580
Close	0.6631	0.6621	-0.0010	-0.1%	0.6607
Range	0.0042	0.0060	0.0019	44.6%	0.0064
ATR	0.0048	0.0049	0.0001	1.7%	0.0000
Volume	54	283	229	424.1%	401

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6793	0.6767	0.6654
R3	0.6733	0.6707	0.6638
R2	0.6673	0.6673	0.6632
R1	0.6647	0.6647	0.6627	0.6660
PP	0.6613	0.6613	0.6613	0.6619
S1	0.6587	0.6587	0.6616	0.6600
S2	0.6553	0.6553	0.6610
S3	0.6493	0.6527	0.6605
S4	0.6433	0.6467	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	0.6647	0.6579	0.0068	1.0%	0.0042	0.6%	63%	False	True	112
10	0.6647	0.6567	0.0080	1.2%	0.0039	0.6%	68%	False	False	99
20	0.6799	0.6556	0.0243	3.7%	0.0050	0.8%	27%	False	False	113
40	0.6900	0.6556	0.0344	5.2%	0.0052	0.8%	19%	False	False	104
60	0.6900	0.6388	0.0513	7.7%	0.0044	0.7%	46%	False	False	80
80	0.6900	0.6345	0.0555	8.4%	0.0038	0.6%	50%	False	False	61
100	0.6900	0.6345	0.0555	8.4%	0.0034	0.5%	50%	False	False	49
120	0.6900	0.6345	0.0555	8.4%	0.0030	0.5%	50%	False	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.6894
2.618	0.6796
1.618	0.6736
1.000	0.6699
0.618	0.6676
HIGH	0.6639
0.618	0.6616
0.500	0.6609
0.382	0.6601
LOW	0.6579
0.618	0.6541
1.000	0.6519
1.618	0.6481
2.618	0.6421
4.250	0.6324

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	0.6617	0.6618
PP	0.6613	0.6615
S1	0.6609	0.6613

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

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