CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	0.6582	0.6589	0.0007	0.1%	0.6564
High	0.6601	0.6589	-0.0012	-0.2%	0.6617
Low	0.6576	0.6555	-0.0021	-0.3%	0.6545
Close	0.6587	0.6559	-0.0029	-0.4%	0.6587
Range	0.0025	0.0034	0.0009	36.7%	0.0072
ATR	0.0048	0.0047	-0.0001	-2.2%	0.0000
Volume	199	639	440	221.1%	1,820

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6668	0.6647	0.6577
R3	0.6634	0.6613	0.6568
R2	0.6601	0.6601	0.6565
R1	0.6580	0.6580	0.6562	0.6574
PP	0.6567	0.6567	0.6567	0.6564
S1	0.6546	0.6546	0.6555	0.6540
S2	0.6534	0.6534	0.6552
S3	0.6500	0.6513	0.6549
S4	0.6467	0.6479	0.6540

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	0.6545	0.0072	1.1%	0.0040	0.6%	19%	False	False	491
10	0.6617	0.6468	0.0149	2.3%	0.0045	0.7%	61%	False	False	339
20	0.6647	0.6468	0.0179	2.7%	0.0048	0.7%	51%	False	False	279
40	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	21%	False	False	196
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	21%	False	False	161
80	0.6900	0.6382	0.0518	7.9%	0.0043	0.7%	34%	False	False	125
100	0.6900	0.6345	0.0555	8.5%	0.0039	0.6%	38%	False	False	101
120	0.6900	0.6345	0.0555	8.5%	0.0036	0.6%	38%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6731
2.618	0.6676
1.618	0.6643
1.000	0.6622
0.618	0.6609
HIGH	0.6589
0.618	0.6576
0.500	0.6572
0.382	0.6568
LOW	0.6555
0.618	0.6534
1.000	0.6522
1.618	0.6501
2.618	0.6467
4.250	0.6413

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	0.6572	0.6586
PP	0.6567	0.6577
S1	0.6563	0.6568

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

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