CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 0.6766 0.6744 -0.0022 -0.3% 0.6614
High 0.6766 0.6744 -0.0022 -0.3% 0.6766
Low 0.6748 0.6744 -0.0004 -0.1% 0.6592
Close 0.6748 0.6744 -0.0004 -0.1% 0.6748
Range 0.0018 0.0000 -0.0018 -100.0% 0.0174
ATR 0.0039 0.0037 -0.0003 -6.4% 0.0000
Volume 5 0 -5 -100.0% 55
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6744 0.6744 0.6744
R3 0.6744 0.6744 0.6744
R2 0.6744 0.6744 0.6744
R1 0.6744 0.6744 0.6744 0.6744
PP 0.6744 0.6744 0.6744 0.6744
S1 0.6744 0.6744 0.6744 0.6744
S2 0.6744 0.6744 0.6744
S3 0.6744 0.6744 0.6744
S4 0.6744 0.6744 0.6744
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7224 0.7160 0.6844
R3 0.7050 0.6986 0.6796
R2 0.6876 0.6876 0.6780
R1 0.6812 0.6812 0.6764 0.6844
PP 0.6702 0.6702 0.6702 0.6718
S1 0.6638 0.6638 0.6732 0.6670
S2 0.6528 0.6528 0.6716
S3 0.6354 0.6464 0.6700
S4 0.6180 0.6290 0.6652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6766 0.6592 0.0174 2.6% 0.0031 0.5% 87% False False 10
10 0.6766 0.6592 0.0174 2.6% 0.0020 0.3% 87% False False 5
20 0.6766 0.6584 0.0183 2.7% 0.0013 0.2% 88% False False 2
40 0.6766 0.6362 0.0404 6.0% 0.0007 0.1% 95% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6744
2.618 0.6744
1.618 0.6744
1.000 0.6744
0.618 0.6744
HIGH 0.6744
0.618 0.6744
0.500 0.6744
0.382 0.6744
LOW 0.6744
0.618 0.6744
1.000 0.6744
1.618 0.6744
2.618 0.6744
4.250 0.6744
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 0.6744 0.6751
PP 0.6744 0.6749
S1 0.6744 0.6746

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

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