CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.6555 0.6607 0.0052 0.8% 0.6426
High 0.6555 0.6607 0.0052 0.8% 0.6555
Low 0.6555 0.6607 0.0052 0.8% 0.6426
Close 0.6555 0.6607 0.0052 0.8% 0.6555
Range
ATR 0.0037 0.0038 0.0001 2.7% 0.0000
Volume
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6607 0.6607 0.6607
R3 0.6607 0.6607 0.6607
R2 0.6607 0.6607 0.6607
R1 0.6607 0.6607 0.6607 0.6607
PP 0.6607 0.6607 0.6607 0.6607
S1 0.6607 0.6607 0.6607 0.6607
S2 0.6607 0.6607 0.6607
S3 0.6607 0.6607 0.6607
S4 0.6607 0.6607 0.6607
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6899 0.6856 0.6626
R3 0.6770 0.6727 0.6590
R2 0.6641 0.6641 0.6579
R1 0.6598 0.6598 0.6567 0.6620
PP 0.6512 0.6512 0.6512 0.6523
S1 0.6469 0.6469 0.6543 0.6491
S2 0.6383 0.6383 0.6531
S3 0.6254 0.6340 0.6520
S4 0.6125 0.6211 0.6484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6607 0.6515 0.0092 1.4% 0.0000 0.0% 100% True False
10 0.6607 0.6388 0.0219 3.3% 0.0001 0.0% 100% True False
20 0.6607 0.6362 0.0245 3.7% 0.0001 0.0% 100% True 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 0.0000
Fibonacci Retracements and Extensions
4.250 0.6607
2.618 0.6607
1.618 0.6607
1.000 0.6607
0.618 0.6607
HIGH 0.6607
0.618 0.6607
0.500 0.6607
0.382 0.6607
LOW 0.6607
0.618 0.6607
1.000 0.6607
1.618 0.6607
2.618 0.6607
4.250 0.6607
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.6607 0.6591
PP 0.6607 0.6576
S1 0.6607 0.6561

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

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