CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 0.6867 0.6879 0.0013 0.2% 0.6744
High 0.6867 0.6879 0.0013 0.2% 0.6851
Low 0.6862 0.6879 0.0017 0.2% 0.6744
Close 0.6862 0.6879 0.0017 0.2% 0.6841
Range 0.0005 0.0000 -0.0005 -100.0% 0.0107
ATR 0.0037 0.0035 -0.0001 -3.8% 0.0000
Volume 1 0 -1 -100.0% 60
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6879 0.6879 0.6879
R3 0.6879 0.6879 0.6879
R2 0.6879 0.6879 0.6879
R1 0.6879 0.6879 0.6879 0.6879
PP 0.6879 0.6879 0.6879 0.6879
S1 0.6879 0.6879 0.6879 0.6879
S2 0.6879 0.6879 0.6879
S3 0.6879 0.6879 0.6879
S4 0.6879 0.6879 0.6879
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7133 0.7094 0.6899
R3 0.7026 0.6987 0.6870
R2 0.6919 0.6919 0.6860
R1 0.6880 0.6880 0.6850 0.6899
PP 0.6812 0.6812 0.6812 0.6822
S1 0.6773 0.6773 0.6831 0.6792
S2 0.6705 0.6705 0.6821
S3 0.6598 0.6666 0.6811
S4 0.6491 0.6559 0.6782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6879 0.6784 0.0095 1.4% 0.0019 0.3% 100% True False 12
10 0.6879 0.6601 0.0279 4.0% 0.0024 0.3% 100% True False 9
20 0.6879 0.6592 0.0287 4.2% 0.0018 0.3% 100% True False 5
40 0.6879 0.6388 0.0491 7.1% 0.0009 0.1% 100% True False 2
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6879
2.618 0.6879
1.618 0.6879
1.000 0.6879
0.618 0.6879
HIGH 0.6879
0.618 0.6879
0.500 0.6879
0.382 0.6879
LOW 0.6879
0.618 0.6879
1.000 0.6879
1.618 0.6879
2.618 0.6879
4.250 0.6879
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 0.6879 0.6868
PP 0.6879 0.6858
S1 0.6879 0.6847

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

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