CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 0.6651 0.6694 0.0043 0.6% 0.6607
High 0.6651 0.6694 0.0043 0.6% 0.6632
Low 0.6651 0.6694 0.0043 0.6% 0.6584
Close 0.6651 0.6694 0.0043 0.6% 0.6632
Range
ATR 0.0034 0.0035 0.0001 1.7% 0.0000
Volume
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6694 0.6694 0.6694
R3 0.6694 0.6694 0.6694
R2 0.6694 0.6694 0.6694
R1 0.6694 0.6694 0.6694 0.6694
PP 0.6694 0.6694 0.6694 0.6694
S1 0.6694 0.6694 0.6694 0.6694
S2 0.6694 0.6694 0.6694
S3 0.6694 0.6694 0.6694
S4 0.6694 0.6694 0.6694
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6760 0.6744 0.6658
R3 0.6712 0.6696 0.6645
R2 0.6664 0.6664 0.6640
R1 0.6648 0.6648 0.6636 0.6656
PP 0.6616 0.6616 0.6616 0.6620
S1 0.6600 0.6600 0.6627 0.6608
S2 0.6568 0.6568 0.6623
S3 0.6520 0.6552 0.6618
S4 0.6472 0.6504 0.6605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6694 0.6584 0.0110 1.6% 0.0000 0.0% 100% True False
10 0.6694 0.6515 0.0179 2.7% 0.0000 0.0% 100% True False
20 0.6694 0.6388 0.0306 4.6% 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 0.6694
2.618 0.6694
1.618 0.6694
1.000 0.6694
0.618 0.6694
HIGH 0.6694
0.618 0.6694
0.500 0.6694
0.382 0.6694
LOW 0.6694
0.618 0.6694
1.000 0.6694
1.618 0.6694
2.618 0.6694
4.250 0.6694
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 0.6694 0.6683
PP 0.6694 0.6673
S1 0.6694 0.6663

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

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