CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 04-Jan-2024
Day Change Summary
Previous Current
03-Jan-2024 04-Jan-2024 Change Change % Previous Week
Open 0.6749 0.6781 0.0033 0.5% 0.6867
High 0.6768 0.6792 0.0024 0.4% 0.6881
Low 0.6749 0.6741 -0.0008 -0.1% 0.6831
Close 0.6768 0.6742 -0.0026 -0.4% 0.6852
Range 0.0019 0.0051 0.0032 168.4% 0.0050
ATR 0.0037 0.0038 0.0001 2.8% 0.0000
Volume 6 25 19 316.7% 1
Daily Pivots for day following 04-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6911 0.6877 0.6770
R3 0.6860 0.6826 0.6756
R2 0.6809 0.6809 0.6751
R1 0.6775 0.6775 0.6746 0.6767
PP 0.6758 0.6758 0.6758 0.6754
S1 0.6724 0.6724 0.6737 0.6716
S2 0.6707 0.6707 0.6732
S3 0.6656 0.6673 0.6727
S4 0.6605 0.6622 0.6713
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 0.6741 0.0140 2.1% 0.0028 0.4% 1% False True 6
10 0.6881 0.6741 0.0140 2.1% 0.0024 0.3% 1% False True 9
20 0.6881 0.6592 0.0289 4.3% 0.0022 0.3% 52% False False 7
40 0.6881 0.6388 0.0493 7.3% 0.0013 0.2% 72% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7008
2.618 0.6925
1.618 0.6874
1.000 0.6843
0.618 0.6823
HIGH 0.6792
0.618 0.6772
0.500 0.6766
0.382 0.6760
LOW 0.6741
0.618 0.6709
1.000 0.6690
1.618 0.6658
2.618 0.6607
4.250 0.6524
Fisher Pivots for day following 04-Jan-2024
Pivot 1 day 3 day
R1 0.6766 0.6780
PP 0.6758 0.6767
S1 0.6750 0.6754

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

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