CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	0.6575	0.6582	0.0007	0.1%	0.6564
High	0.6617	0.6601	-0.0016	-0.2%	0.6617
Low	0.6564	0.6576	0.0012	0.2%	0.6545
Close	0.6578	0.6587	0.0010	0.1%	0.6587
Range	0.0053	0.0025	-0.0028	-53.3%	0.0072
ATR	0.0050	0.0048	-0.0002	-3.7%	0.0000
Volume	409	199	-210	-51.3%	1,820

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6661	0.6649	0.6600
R3	0.6637	0.6624	0.6594
R2	0.6612	0.6612	0.6591
R1	0.6600	0.6600	0.6589	0.6606
PP	0.6588	0.6588	0.6588	0.6591
S1	0.6575	0.6575	0.6585	0.6582
S2	0.6563	0.6563	0.6583
S3	0.6539	0.6551	0.6580
S4	0.6514	0.6526	0.6574

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6799	0.6765	0.6627
R3	0.6727	0.6693	0.6607
R2	0.6655	0.6655	0.6600
R1	0.6621	0.6621	0.6594	0.6638
PP	0.6583	0.6583	0.6583	0.6591
S1	0.6549	0.6549	0.6580	0.6566
S2	0.6511	0.6511	0.6574
S3	0.6439	0.6477	0.6567
S4	0.6367	0.6405	0.6547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6617	0.6521	0.0096	1.5%	0.0043	0.7%	69%	False	False	405
10	0.6617	0.6468	0.0149	2.3%	0.0046	0.7%	80%	False	False	289
20	0.6647	0.6468	0.0179	2.7%	0.0048	0.7%	67%	False	False	252
40	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	28%	False	False	181
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	28%	False	False	150
80	0.6900	0.6382	0.0518	7.9%	0.0043	0.7%	40%	False	False	117
100	0.6900	0.6345	0.0555	8.4%	0.0039	0.6%	44%	False	False	94
120	0.6900	0.6345	0.0555	8.4%	0.0036	0.5%	44%	False	False	79

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6705
2.618	0.6665
1.618	0.6640
1.000	0.6625
0.618	0.6616
HIGH	0.6601
0.618	0.6591
0.500	0.6588
0.382	0.6585
LOW	0.6576
0.618	0.6561
1.000	0.6552
1.618	0.6536
2.618	0.6512
4.250	0.6472

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	0.6588	0.6588
PP	0.6588	0.6588
S1	0.6587	0.6587

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

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