CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 0.6731 0.6750 0.0020 0.3% 0.6820
High 0.6771 0.6759 -0.0012 -0.2% 0.6820
Low 0.6691 0.6750 0.0060 0.9% 0.6691
Close 0.6750 0.6759 0.0010 0.1% 0.6750
Range 0.0081 0.0009 -0.0072 -88.8% 0.0130
ATR 0.0041 0.0039 -0.0002 -5.5% 0.0000
Volume 45 2 -43 -95.6% 79
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6783 0.6780 0.6764
R3 0.6774 0.6771 0.6761
R2 0.6765 0.6765 0.6761
R1 0.6762 0.6762 0.6760 0.6764
PP 0.6756 0.6756 0.6756 0.6757
S1 0.6753 0.6753 0.6758 0.6755
S2 0.6747 0.6747 0.6757
S3 0.6738 0.6744 0.6757
S4 0.6729 0.6735 0.6754
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 0.6820 0.6691 0.0130 1.9% 0.0036 0.5% 53% False False 16
10 0.6881 0.6691 0.0190 2.8% 0.0027 0.4% 36% False False 8
20 0.6881 0.6592 0.0289 4.3% 0.0026 0.4% 58% False False 9
40 0.6881 0.6388 0.0493 7.3% 0.0015 0.2% 75% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6797
2.618 0.6783
1.618 0.6774
1.000 0.6768
0.618 0.6765
HIGH 0.6759
0.618 0.6756
0.500 0.6755
0.382 0.6753
LOW 0.6750
0.618 0.6744
1.000 0.6741
1.618 0.6735
2.618 0.6726
4.250 0.6712
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 0.6758 0.6753
PP 0.6756 0.6747
S1 0.6755 0.6741

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

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