CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	0.6589	0.6555	-0.0034	-0.5%	0.6564
High	0.6589	0.6578	-0.0011	-0.2%	0.6617
Low	0.6555	0.6549	-0.0006	-0.1%	0.6545
Close	0.6559	0.6565	0.0006	0.1%	0.6587
Range	0.0034	0.0029	-0.0005	-14.9%	0.0072
ATR	0.0047	0.0046	-0.0001	-2.8%	0.0000
Volume	639	134	-505	-79.0%	1,820

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6649	0.6635	0.6580
R3	0.6621	0.6607	0.6572
R2	0.6592	0.6592	0.6570
R1	0.6578	0.6578	0.6567	0.6585
PP	0.6564	0.6564	0.6564	0.6567
S1	0.6550	0.6550	0.6562	0.6557
S2	0.6535	0.6535	0.6559
S3	0.6507	0.6521	0.6557
S4	0.6478	0.6493	0.6549

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	0.6549	0.0068	1.0%	0.0035	0.5%	23%	False	True	454
10	0.6617	0.6468	0.0149	2.3%	0.0046	0.7%	65%	False	False	339
20	0.6647	0.6468	0.0179	2.7%	0.0048	0.7%	54%	False	False	283
40	0.6875	0.6468	0.0407	6.2%	0.0050	0.8%	24%	False	False	195
60	0.6900	0.6468	0.0433	6.6%	0.0050	0.8%	22%	False	False	162
80	0.6900	0.6388	0.0513	7.8%	0.0044	0.7%	35%	False	False	127
100	0.6900	0.6345	0.0555	8.5%	0.0039	0.6%	40%	False	False	102
120	0.6900	0.6345	0.0555	8.5%	0.0036	0.5%	40%	False	False	85

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.6699
2.618	0.6652
1.618	0.6624
1.000	0.6606
0.618	0.6595
HIGH	0.6578
0.618	0.6567
0.500	0.6563
0.382	0.6560
LOW	0.6549
0.618	0.6531
1.000	0.6521
1.618	0.6503
2.618	0.6474
4.250	0.6428

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	0.6564	0.6575
PP	0.6564	0.6571
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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