CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 0.6630 0.6607 -0.0024 -0.4% 0.6681
High 0.6632 0.6607 -0.0026 -0.4% 0.6681
Low 0.6630 0.6607 -0.0024 -0.4% 0.6567
Close 0.6630 0.6607 -0.0024 -0.4% 0.6630
Range 0.0002 0.0000 -0.0002 -100.0% 0.0114
ATR 0.0040 0.0038 -0.0001 -2.9% 0.0000
Volume
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6607 0.6607 0.6607
R3 0.6607 0.6607 0.6607
R2 0.6607 0.6607 0.6607
R1 0.6607 0.6607 0.6607 0.6607
PP 0.6607 0.6607 0.6607 0.6607
S1 0.6607 0.6607 0.6607 0.6607
S2 0.6607 0.6607 0.6607
S3 0.6607 0.6607 0.6607
S4 0.6607 0.6607 0.6607
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6966 0.6912 0.6692
R3 0.6853 0.6798 0.6661
R2 0.6739 0.6739 0.6651
R1 0.6685 0.6685 0.6640 0.6655
PP 0.6626 0.6626 0.6626 0.6611
S1 0.6571 0.6571 0.6620 0.6542
S2 0.6512 0.6512 0.6609
S3 0.6399 0.6458 0.6599
S4 0.6285 0.6344 0.6568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6681 0.6567 0.0114 1.7% 0.0017 0.3% 35% False False 1
10 0.6759 0.6567 0.0192 2.9% 0.0013 0.2% 21% False False 1
20 0.6881 0.6567 0.0314 4.7% 0.0022 0.3% 13% False False 7
40 0.6881 0.6567 0.0314 4.7% 0.0018 0.3% 13% False False 5
60 0.6881 0.6362 0.0519 7.8% 0.0012 0.2% 47% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6607
2.618 0.6607
1.618 0.6607
1.000 0.6607
0.618 0.6607
HIGH 0.6607
0.618 0.6607
0.500 0.6607
0.382 0.6607
LOW 0.6607
0.618 0.6607
1.000 0.6607
1.618 0.6607
2.618 0.6607
4.250 0.6607
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 0.6607 0.6612
PP 0.6607 0.6610
S1 0.6607 0.6608

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

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