CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 0.6820 0.6749 -0.0072 -1.0% 0.6867
High 0.6820 0.6768 -0.0053 -0.8% 0.6881
Low 0.6799 0.6749 -0.0050 -0.7% 0.6831
Close 0.6799 0.6768 -0.0031 -0.5% 0.6852
Range 0.0022 0.0019 -0.0003 -11.6% 0.0050
ATR 0.0036 0.0037 0.0001 2.9% 0.0000
Volume 3 6 3 100.0% 1
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6818 0.6812 0.6778
R3 0.6799 0.6793 0.6773
R2 0.6780 0.6780 0.6771
R1 0.6774 0.6774 0.6769 0.6777
PP 0.6761 0.6761 0.6761 0.6763
S1 0.6755 0.6755 0.6766 0.6758
S2 0.6742 0.6742 0.6764
S3 0.6723 0.6736 0.6762
S4 0.6704 0.6717 0.6757
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 0.6749 0.0132 2.0% 0.0018 0.3% 14% False True 1
10 0.6881 0.6749 0.0132 2.0% 0.0018 0.3% 14% False True 7
20 0.6881 0.6592 0.0289 4.3% 0.0019 0.3% 61% False False 6
40 0.6881 0.6388 0.0493 7.3% 0.0012 0.2% 77% False False 3
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6848
2.618 0.6817
1.618 0.6798
1.000 0.6787
0.618 0.6779
HIGH 0.6768
0.618 0.6760
0.500 0.6758
0.382 0.6756
LOW 0.6749
0.618 0.6737
1.000 0.6730
1.618 0.6718
2.618 0.6699
4.250 0.6668
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 0.6764 0.6815
PP 0.6761 0.6799
S1 0.6758 0.6783

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

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