CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 0.6567 0.6595 0.0028 0.4% 0.6750
High 0.6576 0.6603 0.0027 0.4% 0.6759
Low 0.6567 0.6592 0.0025 0.4% 0.6715
Close 0.6576 0.6592 0.0016 0.2% 0.6718
Range 0.0009 0.0011 0.0002 22.2% 0.0045
ATR 0.0041 0.0040 -0.0001 -2.4% 0.0000
Volume 2 2 0 0.0% 2
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6629 0.6621 0.6598
R3 0.6618 0.6610 0.6595
R2 0.6607 0.6607 0.6594
R1 0.6599 0.6599 0.6593 0.6598
PP 0.6596 0.6596 0.6596 0.6595
S1 0.6588 0.6588 0.6591 0.6587
S2 0.6585 0.6585 0.6590
S3 0.6574 0.6577 0.6589
S4 0.6563 0.6566 0.6586
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 0.6567 0.0179 2.7% 0.0023 0.3% 14% False False 1
10 0.6792 0.6567 0.0225 3.4% 0.0026 0.4% 11% False False 8
20 0.6881 0.6567 0.0314 4.8% 0.0022 0.3% 8% False False 7
40 0.6881 0.6567 0.0314 4.8% 0.0018 0.3% 8% False False 5
60 0.6881 0.6362 0.0519 7.9% 0.0012 0.2% 44% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6650
2.618 0.6632
1.618 0.6621
1.000 0.6614
0.618 0.6610
HIGH 0.6603
0.618 0.6599
0.500 0.6598
0.382 0.6596
LOW 0.6592
0.618 0.6585
1.000 0.6581
1.618 0.6574
2.618 0.6563
4.250 0.6545
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 0.6598 0.6624
PP 0.6596 0.6613
S1 0.6594 0.6603

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

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