CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 0.6625 0.6614 -0.0011 -0.2% 0.6681
High 0.6625 0.6614 -0.0011 -0.2% 0.6681
Low 0.6605 0.6614 0.0009 0.1% 0.6567
Close 0.6605 0.6614 0.0009 0.1% 0.6630
Range 0.0020 0.0000 -0.0020 -100.0% 0.0114
ATR 0.0037 0.0035 -0.0002 -5.4% 0.0000
Volume 2 0 -2 -100.0% 9
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6614 0.6614 0.6614
R3 0.6614 0.6614 0.6614
R2 0.6614 0.6614 0.6614
R1 0.6614 0.6614 0.6614 0.6614
PP 0.6614 0.6614 0.6614 0.6614
S1 0.6614 0.6614 0.6614 0.6614
S2 0.6614 0.6614 0.6614
S3 0.6614 0.6614 0.6614
S4 0.6614 0.6614 0.6614
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 0.6592 0.0040 0.6% 0.0007 0.1% 55% False False
10 0.6746 0.6567 0.0179 2.7% 0.0014 0.2% 26% False False 1
20 0.6881 0.6567 0.0314 4.7% 0.0019 0.3% 15% False False 4
40 0.6881 0.6567 0.0314 4.7% 0.0018 0.3% 15% False False 5
60 0.6881 0.6385 0.0496 7.5% 0.0012 0.2% 46% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6614
2.618 0.6614
1.618 0.6614
1.000 0.6614
0.618 0.6614
HIGH 0.6614
0.618 0.6614
0.500 0.6614
0.382 0.6614
LOW 0.6614
0.618 0.6614
1.000 0.6614
1.618 0.6614
2.618 0.6614
4.250 0.6614
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 0.6614 0.6615
PP 0.6614 0.6615
S1 0.6614 0.6614

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

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