CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 0.6663 0.6648 -0.0015 -0.2% 0.6607
High 0.6663 0.6648 -0.0015 -0.2% 0.6632
Low 0.6663 0.6648 -0.0015 -0.2% 0.6584
Close 0.6663 0.6648 -0.0015 -0.2% 0.6632
Range
ATR 0.0035 0.0033 -0.0001 -4.1% 0.0000
Volume
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.6648 0.6648 0.6648
R3 0.6648 0.6648 0.6648
R2 0.6648 0.6648 0.6648
R1 0.6648 0.6648 0.6648 0.6648
PP 0.6648 0.6648 0.6648 0.6648
S1 0.6648 0.6648 0.6648 0.6648
S2 0.6648 0.6648 0.6648
S3 0.6648 0.6648 0.6648
S4 0.6648 0.6648 0.6648
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 0.6632 0.0062 0.9% 0.0000 0.0% 27% False False
10 0.6694 0.6515 0.0179 2.7% 0.0000 0.0% 75% False False
20 0.6694 0.6388 0.0306 4.6% 0.0000 0.0% 85% 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 0.0000
Fibonacci Retracements and Extensions
4.250 0.6648
2.618 0.6648
1.618 0.6648
1.000 0.6648
0.618 0.6648
HIGH 0.6648
0.618 0.6648
0.500 0.6648
0.382 0.6648
LOW 0.6648
0.618 0.6648
1.000 0.6648
1.618 0.6648
2.618 0.6648
4.250 0.6648
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 0.6648 0.6671
PP 0.6648 0.6663
S1 0.6648 0.6656

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

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