CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 0.6709 0.6657 -0.0053 -0.8% 0.6651
High 0.6709 0.6657 -0.0053 -0.8% 0.6709
Low 0.6641 0.6657 0.0016 0.2% 0.6641
Close 0.6709 0.6657 -0.0053 -0.8% 0.6709
Range 0.0068 0.0000 -0.0068 -100.0% 0.0068
ATR 0.0036 0.0037 0.0001 3.3% 0.0000
Volume
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6657 0.6657 0.6657
R3 0.6657 0.6657 0.6657
R2 0.6657 0.6657 0.6657
R1 0.6657 0.6657 0.6657 0.6657
PP 0.6657 0.6657 0.6657 0.6657
S1 0.6657 0.6657 0.6657 0.6657
S2 0.6657 0.6657 0.6657
S3 0.6657 0.6657 0.6657
S4 0.6657 0.6657 0.6657
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% 23% False False
10 0.6709 0.6584 0.0126 1.9% 0.0007 0.1% 58% False False
20 0.6709 0.6388 0.0321 4.8% 0.0004 0.1% 84% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6657
2.618 0.6657
1.618 0.6657
1.000 0.6657
0.618 0.6657
HIGH 0.6657
0.618 0.6657
0.500 0.6657
0.382 0.6657
LOW 0.6657
0.618 0.6657
1.000 0.6657
1.618 0.6657
2.618 0.6657
4.250 0.6657
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 0.6657 0.6675
PP 0.6657 0.6669
S1 0.6657 0.6663

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

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