CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 0.6657 0.6592 -0.0065 -1.0% 0.6651
High 0.6657 0.6592 -0.0065 -1.0% 0.6709
Low 0.6657 0.6592 -0.0065 -1.0% 0.6641
Close 0.6657 0.6592 -0.0065 -1.0% 0.6709
Range
ATR 0.0037 0.0039 0.0002 5.3% 0.0000
Volume
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6592 0.6592 0.6592
R3 0.6592 0.6592 0.6592
R2 0.6592 0.6592 0.6592
R1 0.6592 0.6592 0.6592 0.6592
PP 0.6592 0.6592 0.6592 0.6592
S1 0.6592 0.6592 0.6592 0.6592
S2 0.6592 0.6592 0.6592
S3 0.6592 0.6592 0.6592
S4 0.6592 0.6592 0.6592
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 0.6592 0.0117 1.8% 0.0014 0.2% 0% False True
10 0.6709 0.6584 0.0126 1.9% 0.0007 0.1% 7% False False
20 0.6709 0.6388 0.0321 4.9% 0.0004 0.1% 64% 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 0.6592
2.618 0.6592
1.618 0.6592
1.000 0.6592
0.618 0.6592
HIGH 0.6592
0.618 0.6592
0.500 0.6592
0.382 0.6592
LOW 0.6592
0.618 0.6592
1.000 0.6592
1.618 0.6592
2.618 0.6592
4.250 0.6592
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 0.6592 0.6651
PP 0.6592 0.6631
S1 0.6592 0.6612

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

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