CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 0.6648 0.6709 0.0061 0.9% 0.6651
High 0.6648 0.6709 0.0061 0.9% 0.6709
Low 0.6648 0.6641 -0.0007 -0.1% 0.6641
Close 0.6648 0.6709 0.0061 0.9% 0.6709
Range 0.0000 0.0068 0.0068 0.0068
ATR 0.0033 0.0036 0.0002 7.5% 0.0000
Volume
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6890 0.6868 0.6746
R3 0.6822 0.6800 0.6728
R2 0.6754 0.6754 0.6721
R1 0.6732 0.6732 0.6715 0.6743
PP 0.6686 0.6686 0.6686 0.6692
S1 0.6664 0.6664 0.6703 0.6675
S2 0.6618 0.6618 0.6697
S3 0.6550 0.6596 0.6690
S4 0.6482 0.6528 0.6672
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6890 0.6868 0.6746
R3 0.6822 0.6800 0.6728
R2 0.6754 0.6754 0.6721
R1 0.6732 0.6732 0.6715 0.6743
PP 0.6686 0.6686 0.6686 0.6692
S1 0.6664 0.6664 0.6703 0.6675
S2 0.6618 0.6618 0.6697
S3 0.6550 0.6596 0.6690
S4 0.6482 0.6528 0.6672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6709 0.6641 0.0068 1.0% 0.0014 0.2% 100% True True
10 0.6709 0.6555 0.0154 2.3% 0.0007 0.1% 100% True False
20 0.6709 0.6388 0.0321 4.8% 0.0004 0.1% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.6998
2.618 0.6887
1.618 0.6819
1.000 0.6777
0.618 0.6751
HIGH 0.6709
0.618 0.6683
0.500 0.6675
0.382 0.6667
LOW 0.6641
0.618 0.6599
1.000 0.6573
1.618 0.6531
2.618 0.6463
4.250 0.6352
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 0.6698 0.6698
PP 0.6686 0.6686
S1 0.6675 0.6675

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

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