CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 0.6737 0.6721 -0.0016 -0.2% 0.6820
High 0.6737 0.6721 -0.0016 -0.2% 0.6820
Low 0.6737 0.6721 -0.0016 -0.2% 0.6691
Close 0.6737 0.6721 -0.0016 -0.2% 0.6750
Range
ATR 0.0037 0.0035 -0.0002 -4.1% 0.0000
Volume
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6721 0.6721 0.6721
R3 0.6721 0.6721 0.6721
R2 0.6721 0.6721 0.6721
R1 0.6721 0.6721 0.6721 0.6721
PP 0.6721 0.6721 0.6721 0.6721
S1 0.6721 0.6721 0.6721 0.6721
S2 0.6721 0.6721 0.6721
S3 0.6721 0.6721 0.6721
S4 0.6721 0.6721 0.6721
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 0.6771 0.6691 0.0081 1.2% 0.0018 0.3% 38% False False 9
10 0.6881 0.6691 0.0190 2.8% 0.0023 0.3% 16% False False 8
20 0.6881 0.6601 0.0280 4.2% 0.0023 0.3% 43% False False 8
40 0.6881 0.6515 0.0366 5.4% 0.0015 0.2% 56% False False 4
60 0.6881 0.6361 0.0520 7.7% 0.0011 0.2% 69% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Fibonacci Retracements and Extensions
4.250 0.6721
2.618 0.6721
1.618 0.6721
1.000 0.6721
0.618 0.6721
HIGH 0.6721
0.618 0.6721
0.500 0.6721
0.382 0.6721
LOW 0.6721
0.618 0.6721
1.000 0.6721
1.618 0.6721
2.618 0.6721
4.250 0.6721
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 0.6721 0.6728
PP 0.6721 0.6726
S1 0.6721 0.6723

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

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