CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 0.6720 0.6737 0.0017 0.2% 0.6820
High 0.6720 0.6737 0.0017 0.2% 0.6820
Low 0.6720 0.6737 0.0017 0.2% 0.6691
Close 0.6720 0.6737 0.0017 0.2% 0.6750
Range
ATR 0.0039 0.0037 -0.0002 -4.1% 0.0000
Volume
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6737 0.6737 0.6737
R3 0.6737 0.6737 0.6737
R2 0.6737 0.6737 0.6737
R1 0.6737 0.6737 0.6737 0.6737
PP 0.6737 0.6737 0.6737 0.6737
S1 0.6737 0.6737 0.6737 0.6737
S2 0.6737 0.6737 0.6737
S3 0.6737 0.6737 0.6737
S4 0.6737 0.6737 0.6737
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 0.6792 0.6691 0.0101 1.5% 0.0028 0.4% 46% False False 14
10 0.6881 0.6691 0.0190 2.8% 0.0023 0.3% 24% False False 8
20 0.6881 0.6592 0.0289 4.3% 0.0024 0.4% 50% False False 9
40 0.6881 0.6426 0.0455 6.7% 0.0015 0.2% 68% False False 4
60 0.6881 0.6361 0.0520 7.7% 0.0011 0.2% 72% False False 3
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 0.6737
2.618 0.6737
1.618 0.6737
1.000 0.6737
0.618 0.6737
HIGH 0.6737
0.618 0.6737
0.500 0.6737
0.382 0.6737
LOW 0.6737
0.618 0.6737
1.000 0.6737
1.618 0.6737
2.618 0.6737
4.250 0.6737
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 0.6737 0.6740
PP 0.6737 0.6739
S1 0.6737 0.6738

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

View Archives - Comment on this page... - Back to Index of Symbols