Rovers only managed 2 shots, 1 of them which went in through Leo Fortune-West but Huddersfield eventually ran out 3-1 winners.
Penney said:
"We have been down to the bare bones of late with many injuries. We have come a long way in the last couple of years but we know we have to bring some more players in during the summer.
"Huddersfield were better than us in every department. We did not help ourselves by conceding at bad times but there's no doubt they deserved to win."
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