CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 0.6623 0.6614 -0.0009 -0.1% 0.6657
High 0.6660 0.6614 -0.0046 -0.7% 0.6660
Low 0.6623 0.6610 -0.0013 -0.2% 0.6592
Close 0.6623 0.6610 -0.0013 -0.2% 0.6623
Range 0.0037 0.0004 -0.0033 -89.0% 0.0068
ATR 0.0037 0.0036 -0.0002 -4.7% 0.0000
Volume 0 2 2 0
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6623 0.6621 0.6612
R3 0.6619 0.6617 0.6611
R2 0.6615 0.6615 0.6611
R1 0.6613 0.6613 0.6610 0.6612
PP 0.6611 0.6611 0.6611 0.6611
S1 0.6609 0.6609 0.6610 0.6608
S2 0.6607 0.6607 0.6609
S3 0.6603 0.6605 0.6609
S4 0.6599 0.6601 0.6608
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% 0.0008 0.1% 27% False False
10 0.6709 0.6592 0.0117 1.8% 0.0011 0.2% 15% False False
20 0.6709 0.6426 0.0283 4.3% 0.0005 0.1% 65% False False
40 0.6709 0.6361 0.0349 5.3% 0.0004 0.1% 72% False False
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6631
2.618 0.6624
1.618 0.6620
1.000 0.6618
0.618 0.6616
HIGH 0.6614
0.618 0.6612
0.500 0.6612
0.382 0.6612
LOW 0.6610
0.618 0.6608
1.000 0.6606
1.618 0.6604
2.618 0.6600
4.250 0.6593
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 0.6612 0.6635
PP 0.6611 0.6627
S1 0.6611 0.6618

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

View Archives - Comment on this page... - Back to Index of Symbols