CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 02-Feb-2024

Day Change Summary
	Previous	Current
	01-Feb-2024	02-Feb-2024	Change	Change %	Previous Week
Open	0.6588	0.6609	0.0021	0.3%	0.6598
High	0.6600	0.6634	0.0035	0.5%	0.6647
Low	0.6534	0.6529	-0.0005	-0.1%	0.6529
Close	0.6598	0.6543	-0.0055	-0.8%	0.6543
Range	0.0066	0.0105	0.0040	60.3%	0.0118
ATR	0.0052	0.0056	0.0004	7.3%	0.0000
Volume	484	201	-283	-58.5%	1,072

Daily Pivots for day following 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6884	0.6818	0.6601
R3	0.6779	0.6713	0.6572
R2	0.6674	0.6674	0.6562
R1	0.6608	0.6608	0.6553	0.6589
PP	0.6569	0.6569	0.6569	0.6559
S1	0.6503	0.6503	0.6533	0.6484
S2	0.6464	0.6464	0.6524
S3	0.6359	0.6398	0.6514
S4	0.6254	0.6293	0.6485

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6925	0.6852	0.6608
R3	0.6808	0.6734	0.6575
R2	0.6690	0.6690	0.6565
R1	0.6617	0.6617	0.6554	0.6595
PP	0.6573	0.6573	0.6573	0.6562
S1	0.6499	0.6499	0.6532	0.6477
S2	0.6455	0.6455	0.6521
S3	0.6338	0.6382	0.6511
S4	0.6220	0.6264	0.6478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6647	0.6529	0.0118	1.8%	0.0063	1.0%	12%	False	True	214
10	0.6647	0.6529	0.0118	1.8%	0.0050	0.8%	12%	False	True	147
20	0.6776	0.6529	0.0247	3.8%	0.0053	0.8%	6%	False	True	143
40	0.6900	0.6529	0.0371	5.7%	0.0053	0.8%	4%	False	True	117
60	0.6900	0.6388	0.0513	7.8%	0.0045	0.7%	30%	False	False	90
80	0.6900	0.6345	0.0555	8.5%	0.0039	0.6%	36%	False	False	69
100	0.6900	0.6345	0.0555	8.5%	0.0036	0.5%	36%	False	False	56
120	0.6900	0.6345	0.0555	8.5%	0.0032	0.5%	36%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7080
2.618	0.6909
1.618	0.6804
1.000	0.6739
0.618	0.6699
HIGH	0.6634
0.618	0.6594
0.500	0.6582
0.382	0.6569
LOW	0.6529
0.618	0.6464
1.000	0.6424
1.618	0.6359
2.618	0.6254
4.250	0.6083

Fisher Pivots for day following 02-Feb-2024
Pivot	1 day	3 day
R1	0.6582	0.6584
PP	0.6569	0.6570
S1	0.6556	0.6557

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

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