CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	0.6564	0.6575	0.0011	0.2%	0.6553
High	0.6601	0.6595	-0.0006	-0.1%	0.6568
Low	0.6545	0.6560	0.0016	0.2%	0.6468
Close	0.6573	0.6570	-0.0004	-0.1%	0.6557
Range	0.0056	0.0035	-0.0021	-37.5%	0.0101
ATR	0.0051	0.0050	-0.0001	-2.3%	0.0000
Volume	319	893	574	179.9%	939

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6680	0.6660	0.6589
R3	0.6645	0.6625	0.6579
R2	0.6610	0.6610	0.6576
R1	0.6590	0.6590	0.6573	0.6582
PP	0.6575	0.6575	0.6575	0.6571
S1	0.6555	0.6555	0.6566	0.6547
S2	0.6540	0.6540	0.6563
S3	0.6505	0.6520	0.6560
S4	0.6470	0.6485	0.6550

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6832	0.6795	0.6612
R3	0.6732	0.6695	0.6585
R2	0.6631	0.6631	0.6575
R1	0.6594	0.6594	0.6566	0.6613
PP	0.6531	0.6531	0.6531	0.6540
S1	0.6494	0.6494	0.6548	0.6512
S2	0.6430	0.6430	0.6539
S3	0.6330	0.6393	0.6529
S4	0.6229	0.6293	0.6502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6601	0.6473	0.0128	1.9%	0.0046	0.7%	76%	False	False	331
10	0.6601	0.6468	0.0133	2.0%	0.0045	0.7%	77%	False	False	261
20	0.6647	0.6468	0.0179	2.7%	0.0048	0.7%	57%	False	False	229
40	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	24%	False	False	169
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	24%	False	False	141
80	0.6900	0.6370	0.0531	8.1%	0.0042	0.6%	38%	False	False	109
100	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	40%	False	False	88
120	0.6900	0.6345	0.0555	8.4%	0.0035	0.5%	40%	False	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.6744
2.618	0.6687
1.618	0.6652
1.000	0.6630
0.618	0.6617
HIGH	0.6595
0.618	0.6582
0.500	0.6578
0.382	0.6573
LOW	0.6560
0.618	0.6538
1.000	0.6525
1.618	0.6503
2.618	0.6468
4.250	0.6411

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	0.6578	0.6567
PP	0.6575	0.6564
S1	0.6572	0.6561

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

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