CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 0.6744 0.6801 0.0057 0.8% 0.6614
High 0.6744 0.6801 0.0057 0.8% 0.6766
Low 0.6744 0.6801 0.0057 0.8% 0.6592
Close 0.6744 0.6801 0.0057 0.8% 0.6748
Range
ATR 0.0037 0.0038 0.0001 3.9% 0.0000
Volume
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6801 0.6801 0.6801
R3 0.6801 0.6801 0.6801
R2 0.6801 0.6801 0.6801
R1 0.6801 0.6801 0.6801 0.6801
PP 0.6801 0.6801 0.6801 0.6801
S1 0.6801 0.6801 0.6801 0.6801
S2 0.6801 0.6801 0.6801
S3 0.6801 0.6801 0.6801
S4 0.6801 0.6801 0.6801
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 0.6801 0.6601 0.0200 2.9% 0.0029 0.4% 100% True False 6
10 0.6801 0.6592 0.0209 3.1% 0.0020 0.3% 100% True False 5
20 0.6801 0.6584 0.0217 3.2% 0.0013 0.2% 100% True False 2
40 0.6801 0.6362 0.0439 6.4% 0.0007 0.1% 100% True False 1
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 0.6801
2.618 0.6801
1.618 0.6801
1.000 0.6801
0.618 0.6801
HIGH 0.6801
0.618 0.6801
0.500 0.6801
0.382 0.6801
LOW 0.6801
0.618 0.6801
1.000 0.6801
1.618 0.6801
2.618 0.6801
4.250 0.6801
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 0.6801 0.6791
PP 0.6801 0.6782
S1 0.6801 0.6772

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

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