CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Jan-2024
Day Change Summary
Previous Current
04-Jan-2024 05-Jan-2024 Change Change % Previous Week
Open 0.6781 0.6731 -0.0051 -0.7% 0.6820
High 0.6792 0.6771 -0.0021 -0.3% 0.6820
Low 0.6741 0.6691 -0.0050 -0.7% 0.6691
Close 0.6742 0.6750 0.0008 0.1% 0.6750
Range 0.0051 0.0081 0.0030 57.8% 0.0130
ATR 0.0038 0.0041 0.0003 8.1% 0.0000
Volume 25 45 20 80.0% 79
Daily Pivots for day following 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6979 0.6945 0.6794
R3 0.6898 0.6864 0.6772
R2 0.6818 0.6818 0.6764
R1 0.6784 0.6784 0.6757 0.6801
PP 0.6737 0.6737 0.6737 0.6746
S1 0.6703 0.6703 0.6742 0.6720
S2 0.6657 0.6657 0.6735
S3 0.6576 0.6623 0.6727
S4 0.6496 0.6542 0.6705
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7142 0.7075 0.6821
R3 0.7012 0.6946 0.6785
R2 0.6883 0.6883 0.6773
R1 0.6816 0.6816 0.6761 0.6785
PP 0.6753 0.6753 0.6753 0.6738
S1 0.6687 0.6687 0.6738 0.6655
S2 0.6624 0.6624 0.6726
S3 0.6494 0.6557 0.6714
S4 0.6365 0.6428 0.6678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6881 0.6691 0.0190 2.8% 0.0044 0.7% 31% False True 15
10 0.6881 0.6691 0.0190 2.8% 0.0032 0.5% 31% False True 14
20 0.6881 0.6592 0.0289 4.3% 0.0026 0.4% 55% False False 9
40 0.6881 0.6388 0.0493 7.3% 0.0015 0.2% 73% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7113
2.618 0.6982
1.618 0.6901
1.000 0.6852
0.618 0.6821
HIGH 0.6771
0.618 0.6740
0.500 0.6731
0.382 0.6721
LOW 0.6691
0.618 0.6641
1.000 0.6610
1.618 0.6560
2.618 0.6480
4.250 0.6348
Fisher Pivots for day following 05-Jan-2024
Pivot 1 day 3 day
R1 0.6743 0.6747
PP 0.6737 0.6744
S1 0.6731 0.6741

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

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