CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 0.6431 0.6479 0.0048 0.7% 0.6402
High 0.6431 0.6479 0.0048 0.7% 0.6415
Low 0.6426 0.6479 0.0053 0.8% 0.6362
Close 0.6426 0.6479 0.0053 0.8% 0.6385
Range 0.0005 0.0000 -0.0005 -100.0% 0.0053
ATR 0.0028 0.0029 0.0002 6.5% 0.0000
Volume 2 0 -2 -100.0% 0
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6479 0.6479 0.6479
R3 0.6479 0.6479 0.6479
R2 0.6479 0.6479 0.6479
R1 0.6479 0.6479 0.6479 0.6479
PP 0.6479 0.6479 0.6479 0.6479
S1 0.6479 0.6479 0.6479 0.6479
S2 0.6479 0.6479 0.6479
S3 0.6479 0.6479 0.6479
S4 0.6479 0.6479 0.6479
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.6545 0.6517 0.6413
R3 0.6492 0.6465 0.6399
R2 0.6440 0.6440 0.6394
R1 0.6412 0.6412 0.6389 0.6400
PP 0.6387 0.6387 0.6387 0.6381
S1 0.6360 0.6360 0.6380 0.6347
S2 0.6335 0.6335 0.6375
S3 0.6282 0.6307 0.6370
S4 0.6230 0.6255 0.6356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6479 0.6385 0.0094 1.5% 0.0001 0.0% 100% True False
10 0.6479 0.6361 0.0118 1.8% 0.0002 0.0% 100% True False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6479
2.618 0.6479
1.618 0.6479
1.000 0.6479
0.618 0.6479
HIGH 0.6479
0.618 0.6479
0.500 0.6479
0.382 0.6479
LOW 0.6479
0.618 0.6479
1.000 0.6479
1.618 0.6479
2.618 0.6479
4.250 0.6479
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 0.6479 0.6464
PP 0.6479 0.6449
S1 0.6479 0.6434

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

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