CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 0.6614 0.6615 0.0001 0.0% 0.6607
High 0.6614 0.6633 0.0019 0.3% 0.6633
Low 0.6614 0.6611 -0.0003 0.0% 0.6605
Close 0.6614 0.6615 0.0001 0.0% 0.6615
Range 0.0000 0.0022 0.0022 0.0028
ATR 0.0033 0.0032 -0.0001 -2.3% 0.0000
Volume
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6686 0.6672 0.6627
R3 0.6664 0.6650 0.6621
R2 0.6642 0.6642 0.6619
R1 0.6628 0.6628 0.6617 0.6626
PP 0.6620 0.6620 0.6620 0.6619
S1 0.6606 0.6606 0.6613 0.6604
S2 0.6598 0.6598 0.6611
S3 0.6576 0.6584 0.6609
S4 0.6554 0.6562 0.6603
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6702 0.6686 0.6630
R3 0.6674 0.6658 0.6623
R2 0.6646 0.6646 0.6620
R1 0.6630 0.6630 0.6618 0.6638
PP 0.6618 0.6618 0.6618 0.6622
S1 0.6602 0.6602 0.6612 0.6610
S2 0.6590 0.6590 0.6610
S3 0.6562 0.6574 0.6607
S4 0.6534 0.6546 0.6600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6633 0.6605 0.0028 0.4% 0.0008 0.1% 36% True False
10 0.6746 0.6567 0.0179 2.7% 0.0016 0.2% 27% 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% 0.0019 0.3% 15% False False 5
60 0.6881 0.6388 0.0493 7.4% 0.0013 0.2% 46% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.6727
2.618 0.6691
1.618 0.6669
1.000 0.6655
0.618 0.6647
HIGH 0.6633
0.618 0.6625
0.500 0.6622
0.382 0.6619
LOW 0.6611
0.618 0.6597
1.000 0.6589
1.618 0.6575
2.618 0.6553
4.250 0.6518
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 0.6622 0.6622
PP 0.6620 0.6620
S1 0.6617 0.6617

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

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