CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	0.6521	0.6508	-0.0013	-0.2%	0.6598
High	0.6545	0.6546	0.0001	0.0%	0.6647
Low	0.6495	0.6508	0.0013	0.2%	0.6529
Close	0.6508	0.6543	0.0035	0.5%	0.6543
Range	0.0051	0.0039	-0.0012	-23.8%	0.0118
ATR	0.0055	0.0054	-0.0001	-2.2%	0.0000
Volume	520	123	-397	-76.3%	1,072

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6648	0.6634	0.6564
R3	0.6609	0.6595	0.6553
R2	0.6571	0.6571	0.6550
R1	0.6557	0.6557	0.6546	0.6564
PP	0.6532	0.6532	0.6532	0.6536
S1	0.6518	0.6518	0.6539	0.6525
S2	0.6494	0.6494	0.6535
S3	0.6455	0.6480	0.6532
S4	0.6417	0.6441	0.6521

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	0.6639	0.6495	0.0144	2.2%	0.0064	1.0%	33%	False	False	322
10	0.6647	0.6495	0.0152	2.3%	0.0051	0.8%	32%	False	False	197
20	0.6762	0.6495	0.0268	4.1%	0.0050	0.8%	18%	False	False	165
40	0.6900	0.6495	0.0406	6.2%	0.0053	0.8%	12%	False	False	130
60	0.6900	0.6388	0.0513	7.8%	0.0046	0.7%	30%	False	False	100
80	0.6900	0.6345	0.0555	8.5%	0.0040	0.6%	36%	False	False	77
100	0.6900	0.6345	0.0555	8.5%	0.0036	0.6%	36%	False	False	63
120	0.6900	0.6345	0.0555	8.5%	0.0033	0.5%	36%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.6710
2.618	0.6647
1.618	0.6608
1.000	0.6585
0.618	0.6570
HIGH	0.6546
0.618	0.6531
0.500	0.6527
0.382	0.6522
LOW	0.6508
0.618	0.6484
1.000	0.6469
1.618	0.6445
2.618	0.6407
4.250	0.6344

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	0.6537	0.6564
PP	0.6532	0.6557
S1	0.6527	0.6550

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

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