CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 0.6401 0.6426 0.0025 0.4% 0.6536
High 0.6401 0.6426 0.0025 0.4% 0.6536
Low 0.6388 0.6426 0.0038 0.6% 0.6388
Close 0.6401 0.6426 0.0025 0.4% 0.6401
Range 0.0013 0.0000 -0.0013 -100.0% 0.0148
ATR 0.0034 0.0033 -0.0001 -1.8% 0.0000
Volume
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6426 0.6426 0.6426
R3 0.6426 0.6426 0.6426
R2 0.6426 0.6426 0.6426
R1 0.6426 0.6426 0.6426 0.6426
PP 0.6426 0.6426 0.6426 0.6426
S1 0.6426 0.6426 0.6426 0.6426
S2 0.6426 0.6426 0.6426
S3 0.6426 0.6426 0.6426
S4 0.6426 0.6426 0.6426
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 0.6478 0.6388 0.0090 1.4% 0.0003 0.0% 42% False False
10 0.6556 0.6388 0.0168 2.6% 0.0001 0.0% 23% False False
20 0.6556 0.6361 0.0196 3.0% 0.0003 0.0% 34% False 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 -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6426
2.618 0.6426
1.618 0.6426
1.000 0.6426
0.618 0.6426
HIGH 0.6426
0.618 0.6426
0.500 0.6426
0.382 0.6426
LOW 0.6426
0.618 0.6426
1.000 0.6426
1.618 0.6426
2.618 0.6426
4.250 0.6426
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 0.6426 0.6420
PP 0.6426 0.6413
S1 0.6426 0.6407

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

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