CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 29-Feb-2024

Day Change Summary
	Previous	Current
	28-Feb-2024	29-Feb-2024	Change	Change %	Previous Week
Open	0.6567	0.6516	-0.0051	-0.8%	0.6564
High	0.6569	0.6551	-0.0018	-0.3%	0.6617
Low	0.6511	0.6510	-0.0002	0.0%	0.6545
Close	0.6514	0.6515	0.0001	0.0%	0.6587
Range	0.0058	0.0042	-0.0016	-27.8%	0.0072
ATR	0.0047	0.0046	0.0000	-0.8%	0.0000
Volume	1,331	503	-828	-62.2%	1,820

Daily Pivots for day following 29-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6650	0.6624	0.6537
R3	0.6608	0.6582	0.6526
R2	0.6567	0.6567	0.6522
R1	0.6541	0.6541	0.6518	0.6533
PP	0.6525	0.6525	0.6525	0.6521
S1	0.6499	0.6499	0.6511	0.6491
S2	0.6484	0.6484	0.6507
S3	0.6442	0.6458	0.6503
S4	0.6401	0.6416	0.6492

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	0.6601	0.6510	0.0091	1.4%	0.0037	0.6%	5%	False	True	561
10	0.6617	0.6502	0.0115	1.8%	0.0043	0.7%	11%	False	False	480
20	0.6634	0.6468	0.0167	2.6%	0.0047	0.7%	28%	False	False	358
40	0.6799	0.6468	0.0331	5.1%	0.0049	0.8%	14%	False	False	235
60	0.6900	0.6468	0.0433	6.6%	0.0051	0.8%	11%	False	False	188
80	0.6900	0.6388	0.0513	7.9%	0.0045	0.7%	25%	False	False	150
100	0.6900	0.6345	0.0555	8.5%	0.0040	0.6%	31%	False	False	120
120	0.6900	0.6345	0.0555	8.5%	0.0036	0.6%	31%	False	False	101

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	False
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	0.6727
2.618	0.6660
1.618	0.6618
1.000	0.6593
0.618	0.6577
HIGH	0.6551
0.618	0.6535
0.500	0.6530
0.382	0.6525
LOW	0.6510
0.618	0.6484
1.000	0.6468
1.618	0.6442
2.618	0.6401
4.250	0.6333

Fisher Pivots for day following 29-Feb-2024
Pivot	1 day	3 day
R1	0.6530	0.6544
PP	0.6525	0.6534
S1	0.6520	0.6524

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

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