CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 14-Feb-2024

Day Change Summary
	Previous	Current
	13-Feb-2024	14-Feb-2024	Change	Change %	Previous Week
Open	0.6555	0.6479	-0.0076	-1.2%	0.6521
High	0.6555	0.6515	-0.0040	-0.6%	0.6564
Low	0.6468	0.6473	0.0006	0.1%	0.6495
Close	0.6468	0.6514	0.0046	0.7%	0.6545
Range	0.0088	0.0042	-0.0046	-52.0%	0.0069
ATR	0.0052	0.0051	0.0000	-0.6%	0.0000
Volume	351	65	-286	-81.5%	1,110

Daily Pivots for day following 14-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6627	0.6612	0.6537
R3	0.6585	0.6570	0.6525
R2	0.6543	0.6543	0.6521
R1	0.6528	0.6528	0.6517	0.6535
PP	0.6501	0.6501	0.6501	0.6504
S1	0.6486	0.6486	0.6510	0.6493
S2	0.6459	0.6459	0.6506
S3	0.6417	0.6444	0.6502
S4	0.6375	0.6402	0.6490

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6741	0.6712	0.6582
R3	0.6672	0.6643	0.6563
R2	0.6603	0.6603	0.6557
R1	0.6574	0.6574	0.6551	0.6589
PP	0.6534	0.6534	0.6534	0.6542
S1	0.6505	0.6505	0.6538	0.6520
S2	0.6465	0.6465	0.6532
S3	0.6396	0.6436	0.6526
S4	0.6327	0.6367	0.6507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6563	0.6468	0.0095	1.5%	0.0048	0.7%	48%	False	False	176
10	0.6634	0.6468	0.0167	2.6%	0.0052	0.8%	28%	False	False	235
20	0.6647	0.6468	0.0179	2.7%	0.0046	0.7%	26%	False	False	167
40	0.6900	0.6468	0.0433	6.6%	0.0051	0.8%	11%	False	False	142
60	0.6900	0.6468	0.0433	6.6%	0.0049	0.8%	11%	False	False	117
80	0.6900	0.6349	0.0552	8.5%	0.0040	0.6%	30%	False	False	90
100	0.6900	0.6345	0.0555	8.5%	0.0038	0.6%	30%	False	False	72
120	0.6900	0.6345	0.0555	8.5%	0.0034	0.5%	30%	False	False	61

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

Fibonacci Retracements and Extensions
4.250	0.6694
2.618	0.6625
1.618	0.6583
1.000	0.6557
0.618	0.6541
HIGH	0.6515
0.618	0.6499
0.500	0.6494
0.382	0.6489
LOW	0.6473
0.618	0.6447
1.000	0.6431
1.618	0.6405
2.618	0.6363
4.250	0.6295

Fisher Pivots for day following 14-Feb-2024
Pivot	1 day	3 day
R1	0.6507	0.6515
PP	0.6501	0.6515
S1	0.6494	0.6514

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

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