CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 0.6718 0.6681 -0.0037 -0.6% 0.6750
High 0.6746 0.6681 -0.0065 -1.0% 0.6759
Low 0.6715 0.6617 -0.0098 -1.5% 0.6715
Close 0.6718 0.6617 -0.0101 -1.5% 0.6718
Range 0.0031 0.0064 0.0033 104.8% 0.0045
ATR 0.0035 0.0040 0.0005 13.3% 0.0000
Volume 0 5 5 2
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6829 0.6786 0.6652
R3 0.6765 0.6723 0.6634
R2 0.6702 0.6702 0.6629
R1 0.6659 0.6659 0.6623 0.6649
PP 0.6638 0.6638 0.6638 0.6633
S1 0.6596 0.6596 0.6611 0.6585
S2 0.6575 0.6575 0.6605
S3 0.6511 0.6532 0.6600
S4 0.6448 0.6469 0.6582
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6864 0.6835 0.6742
R3 0.6819 0.6791 0.6730
R2 0.6775 0.6775 0.6726
R1 0.6746 0.6746 0.6722 0.6738
PP 0.6730 0.6730 0.6730 0.6726
S1 0.6702 0.6702 0.6713 0.6694
S2 0.6686 0.6686 0.6709
S3 0.6641 0.6657 0.6705
S4 0.6597 0.6613 0.6693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6746 0.6617 0.0129 1.9% 0.0019 0.3% 0% False True 1
10 0.6820 0.6617 0.0203 3.1% 0.0028 0.4% 0% False True 8
20 0.6881 0.6617 0.0264 4.0% 0.0022 0.3% 0% False True 7
40 0.6881 0.6515 0.0366 5.5% 0.0017 0.3% 28% False False 5
60 0.6881 0.6361 0.0520 7.9% 0.0012 0.2% 49% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6950
2.618 0.6847
1.618 0.6783
1.000 0.6744
0.618 0.6720
HIGH 0.6681
0.618 0.6656
0.500 0.6649
0.382 0.6641
LOW 0.6617
0.618 0.6578
1.000 0.6554
1.618 0.6514
2.618 0.6451
4.250 0.6347
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 0.6649 0.6681
PP 0.6638 0.6660
S1 0.6628 0.6638

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

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