CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 0.6426 0.6551 0.0125 1.9% 0.6536
High 0.6426 0.6551 0.0125 1.9% 0.6536
Low 0.6426 0.6551 0.0125 1.9% 0.6388
Close 0.6426 0.6551 0.0125 1.9% 0.6401
Range
ATR 0.0033 0.0039 0.0007 20.0% 0.0000
Volume
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6551 0.6551 0.6551
R3 0.6551 0.6551 0.6551
R2 0.6551 0.6551 0.6551
R1 0.6551 0.6551 0.6551 0.6551
PP 0.6551 0.6551 0.6551 0.6551
S1 0.6551 0.6551 0.6551 0.6551
S2 0.6551 0.6551 0.6551
S3 0.6551 0.6551 0.6551
S4 0.6551 0.6551 0.6551
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 0.6551 0.6388 0.0163 2.5% 0.0003 0.0% 100% True False
10 0.6556 0.6388 0.0168 2.6% 0.0001 0.0% 97% False False
20 0.6556 0.6361 0.0196 3.0% 0.0003 0.0% 97% False False
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.6551
2.618 0.6551
1.618 0.6551
1.000 0.6551
0.618 0.6551
HIGH 0.6551
0.618 0.6551
0.500 0.6551
0.382 0.6551
LOW 0.6551
0.618 0.6551
1.000 0.6551
1.618 0.6551
2.618 0.6551
4.250 0.6551
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 0.6551 0.6524
PP 0.6551 0.6497
S1 0.6551 0.6470

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

View Archives - Comment on this page... - Back to Index of Symbols