CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 0.6646 0.6623 -0.0023 -0.3% 0.6657
High 0.6646 0.6660 0.0014 0.2% 0.6660
Low 0.6646 0.6623 -0.0023 -0.3% 0.6592
Close 0.6646 0.6623 -0.0023 -0.3% 0.6623
Range 0.0000 0.0037 0.0037 0.0068
ATR 0.0037 0.0037 0.0000 -0.2% 0.0000
Volume
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6745 0.6720 0.6643
R3 0.6708 0.6684 0.6633
R2 0.6672 0.6672 0.6630
R1 0.6647 0.6647 0.6626 0.6641
PP 0.6635 0.6635 0.6635 0.6632
S1 0.6611 0.6611 0.6620 0.6605
S2 0.6599 0.6599 0.6616
S3 0.6562 0.6574 0.6613
S4 0.6526 0.6538 0.6603
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6827 0.6793 0.6660
R3 0.6760 0.6725 0.6642
R2 0.6692 0.6692 0.6635
R1 0.6658 0.6658 0.6629 0.6641
PP 0.6625 0.6625 0.6625 0.6617
S1 0.6590 0.6590 0.6617 0.6574
S2 0.6557 0.6557 0.6611
S3 0.6490 0.6523 0.6604
S4 0.6422 0.6455 0.6586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6660 0.6592 0.0068 1.0% 0.0007 0.1% 46% True False
10 0.6709 0.6592 0.0117 1.8% 0.0010 0.2% 26% False False
20 0.6709 0.6388 0.0321 4.8% 0.0006 0.1% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6815
2.618 0.6755
1.618 0.6719
1.000 0.6696
0.618 0.6682
HIGH 0.6660
0.618 0.6646
0.500 0.6641
0.382 0.6637
LOW 0.6623
0.618 0.6600
1.000 0.6587
1.618 0.6564
2.618 0.6527
4.250 0.6468
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 0.6641 0.6628
PP 0.6635 0.6627
S1 0.6629 0.6625

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

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