CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 0.6852 0.6820 -0.0032 -0.5% 0.6867
High 0.6881 0.6820 -0.0061 -0.9% 0.6881
Low 0.6831 0.6799 -0.0033 -0.5% 0.6831
Close 0.6852 0.6799 -0.0053 -0.8% 0.6852
Range 0.0050 0.0022 -0.0028 -56.6% 0.0050
ATR 0.0034 0.0036 0.0001 3.9% 0.0000
Volume 0 3 3 1
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6870 0.6856 0.6810
R3 0.6849 0.6834 0.6804
R2 0.6827 0.6827 0.6802
R1 0.6813 0.6813 0.6800 0.6809
PP 0.6806 0.6806 0.6806 0.6804
S1 0.6791 0.6791 0.6797 0.6788
S2 0.6784 0.6784 0.6795
S3 0.6763 0.6770 0.6793
S4 0.6741 0.6748 0.6787
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7003 0.6977 0.6879
R3 0.6953 0.6927 0.6865
R2 0.6904 0.6904 0.6861
R1 0.6878 0.6878 0.6856 0.6866
PP 0.6854 0.6854 0.6854 0.6849
S1 0.6828 0.6828 0.6847 0.6817
S2 0.6805 0.6805 0.6842
S3 0.6755 0.6779 0.6838
S4 0.6706 0.6729 0.6824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6881 0.6799 0.0082 1.2% 0.0015 0.2% 0% False True
10 0.6881 0.6744 0.0137 2.0% 0.0017 0.2% 40% False False 6
20 0.6881 0.6592 0.0289 4.2% 0.0018 0.3% 72% False False 5
40 0.6881 0.6388 0.0493 7.2% 0.0011 0.2% 83% False False 2
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 True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6911
2.618 0.6876
1.618 0.6855
1.000 0.6842
0.618 0.6833
HIGH 0.6820
0.618 0.6812
0.500 0.6809
0.382 0.6807
LOW 0.6799
0.618 0.6785
1.000 0.6777
1.618 0.6764
2.618 0.6742
4.250 0.6707
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 0.6809 0.6840
PP 0.6806 0.6826
S1 0.6802 0.6812

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

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