CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 0.6601 0.6754 0.0153 2.3% 0.6657
High 0.6709 0.6754 0.0045 0.7% 0.6660
Low 0.6601 0.6737 0.0136 2.1% 0.6592
Close 0.6709 0.6738 0.0029 0.4% 0.6623
Range 0.0108 0.0017 -0.0091 -84.3% 0.0068
ATR 0.0040 0.0040 0.0000 1.0% 0.0000
Volume 4 23 19 475.0% 0
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6794 0.6783 0.6747
R3 0.6777 0.6766 0.6742
R2 0.6760 0.6760 0.6741
R1 0.6749 0.6749 0.6739 0.6746
PP 0.6743 0.6743 0.6743 0.6741
S1 0.6732 0.6732 0.6736 0.6729
S2 0.6726 0.6726 0.6734
S3 0.6709 0.6715 0.6733
S4 0.6692 0.6698 0.6728
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 0.6754 0.6592 0.0162 2.4% 0.0035 0.5% 90% True False 10
10 0.6754 0.6592 0.0162 2.4% 0.0025 0.4% 90% True False 5
20 0.6754 0.6515 0.0239 3.5% 0.0012 0.2% 93% True False 2
40 0.6754 0.6361 0.0393 5.8% 0.0007 0.1% 96% True False 1
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 0.6826
2.618 0.6798
1.618 0.6781
1.000 0.6771
0.618 0.6764
HIGH 0.6754
0.618 0.6747
0.500 0.6745
0.382 0.6743
LOW 0.6737
0.618 0.6726
1.000 0.6720
1.618 0.6709
2.618 0.6692
4.250 0.6664
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 0.6745 0.6716
PP 0.6743 0.6694
S1 0.6740 0.6673

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

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