CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 0.6607 0.6625 0.0019 0.3% 0.6681
High 0.6607 0.6625 0.0019 0.3% 0.6681
Low 0.6607 0.6605 -0.0002 0.0% 0.6567
Close 0.6607 0.6605 -0.0002 0.0% 0.6630
Range 0.0000 0.0020 0.0020 0.0114
ATR 0.0038 0.0037 -0.0001 -3.4% 0.0000
Volume 0 2 2 9
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6672 0.6658 0.6616
R3 0.6652 0.6638 0.6611
R2 0.6632 0.6632 0.6609
R1 0.6618 0.6618 0.6607 0.6615
PP 0.6612 0.6612 0.6612 0.6610
S1 0.6598 0.6598 0.6603 0.6595
S2 0.6592 0.6592 0.6601
S3 0.6572 0.6578 0.6600
S4 0.6552 0.6558 0.6594
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 0.6632 0.6567 0.0065 1.0% 0.0008 0.1% 58% False False 1
10 0.6746 0.6567 0.0179 2.7% 0.0014 0.2% 21% False False 1
20 0.6881 0.6567 0.0314 4.7% 0.0020 0.3% 12% False False 4
40 0.6881 0.6567 0.0314 4.7% 0.0018 0.3% 12% False False 5
60 0.6881 0.6381 0.0500 7.6% 0.0012 0.2% 45% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6710
2.618 0.6677
1.618 0.6657
1.000 0.6645
0.618 0.6637
HIGH 0.6625
0.618 0.6617
0.500 0.6615
0.382 0.6613
LOW 0.6605
0.618 0.6593
1.000 0.6585
1.618 0.6573
2.618 0.6553
4.250 0.6520
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 0.6615 0.6619
PP 0.6612 0.6614
S1 0.6608 0.6610

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

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