CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	0.6555	0.6567	0.0012	0.2%	0.6564
High	0.6578	0.6569	-0.0009	-0.1%	0.6617
Low	0.6549	0.6511	-0.0038	-0.6%	0.6545
Close	0.6565	0.6514	-0.0051	-0.8%	0.6587
Range	0.0029	0.0058	0.0029	101.8%	0.0072
ATR	0.0046	0.0047	0.0001	1.8%	0.0000
Volume	134	1,331	1,197	893.3%	1,820

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6704	0.6666	0.6546
R3	0.6646	0.6609	0.6530
R2	0.6589	0.6589	0.6525
R1	0.6551	0.6551	0.6519	0.6541
PP	0.6531	0.6531	0.6531	0.6526
S1	0.6494	0.6494	0.6509	0.6484
S2	0.6474	0.6474	0.6503
S3	0.6416	0.6436	0.6498
S4	0.6359	0.6379	0.6482

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	0.6511	0.0106	1.6%	0.0039	0.6%	3%	False	True	542
10	0.6617	0.6473	0.0144	2.2%	0.0043	0.7%	29%	False	False	437
20	0.6639	0.6468	0.0171	2.6%	0.0048	0.7%	27%	False	False	347
40	0.6865	0.6468	0.0397	6.1%	0.0050	0.8%	12%	False	False	225
60	0.6900	0.6468	0.0433	6.6%	0.0051	0.8%	11%	False	False	182
80	0.6900	0.6388	0.0513	7.9%	0.0044	0.7%	25%	False	False	143
100	0.6900	0.6345	0.0555	8.5%	0.0040	0.6%	30%	False	False	115
120	0.6900	0.6345	0.0555	8.5%	0.0036	0.6%	30%	False	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.6813
2.618	0.6719
1.618	0.6662
1.000	0.6626
0.618	0.6604
HIGH	0.6569
0.618	0.6547
0.500	0.6540
0.382	0.6533
LOW	0.6511
0.618	0.6475
1.000	0.6454
1.618	0.6418
2.618	0.6360
4.250	0.6267

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	0.6540	0.6550
PP	0.6531	0.6538
S1	0.6523	0.6526

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

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