CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 0.6414 0.6401 -0.0013 -0.2% 0.6536
High 0.6414 0.6401 -0.0013 -0.2% 0.6536
Low 0.6414 0.6388 -0.0026 -0.4% 0.6388
Close 0.6414 0.6401 -0.0013 -0.2% 0.6401
Range 0.0000 0.0013 0.0013 0.0148
ATR 0.0034 0.0034 -0.0001 -1.8% 0.0000
Volume
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6436 0.6431 0.6408
R3 0.6423 0.6418 0.6405
R2 0.6410 0.6410 0.6403
R1 0.6405 0.6405 0.6402 0.6408
PP 0.6397 0.6397 0.6397 0.6398
S1 0.6392 0.6392 0.6400 0.6395
S2 0.6384 0.6384 0.6399
S3 0.6371 0.6379 0.6397
S4 0.6358 0.6366 0.6394
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6884 0.6790 0.6482
R3 0.6737 0.6643 0.6442
R2 0.6589 0.6589 0.6428
R1 0.6495 0.6495 0.6415 0.6468
PP 0.6442 0.6442 0.6442 0.6428
S1 0.6348 0.6348 0.6387 0.6321
S2 0.6294 0.6294 0.6374
S3 0.6147 0.6200 0.6360
S4 0.5999 0.6053 0.6320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6536 0.6388 0.0148 2.3% 0.0003 0.0% 9% False True
10 0.6556 0.6388 0.0168 2.6% 0.0001 0.0% 8% False True
20 0.6556 0.6361 0.0196 3.1% 0.0003 0.0% 21% False False
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 -0.0001
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.6456
2.618 0.6435
1.618 0.6422
1.000 0.6414
0.618 0.6409
HIGH 0.6401
0.618 0.6396
0.500 0.6395
0.382 0.6393
LOW 0.6388
0.618 0.6380
1.000 0.6375
1.618 0.6367
2.618 0.6354
4.250 0.6333
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 0.6399 0.6417
PP 0.6397 0.6411
S1 0.6395 0.6406

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

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