CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-Jan-2024
Day Change Summary
Previous Current
26-Jan-2024 29-Jan-2024 Change Change % Previous Week
Open 0.6615 0.6613 -0.0003 0.0% 0.6607
High 0.6633 0.6632 -0.0002 0.0% 0.6633
Low 0.6611 0.6613 0.0002 0.0% 0.6605
Close 0.6615 0.6632 0.0017 0.2% 0.6615
Range 0.0022 0.0019 -0.0003 -13.6% 0.0028
ATR 0.0032 0.0031 -0.0001 -2.9% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 29-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6682 0.6676 0.6642
R3 0.6663 0.6657 0.6637
R2 0.6644 0.6644 0.6635
R1 0.6638 0.6638 0.6633 0.6641
PP 0.6625 0.6625 0.6625 0.6627
S1 0.6619 0.6619 0.6630 0.6622
S2 0.6606 0.6606 0.6628
S3 0.6587 0.6600 0.6626
S4 0.6568 0.6581 0.6621
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% 0.0012 0.2% 95% False False
10 0.6681 0.6567 0.0114 1.7% 0.0015 0.2% 57% False False 1
20 0.6881 0.6567 0.0314 4.7% 0.0020 0.3% 21% False False 4
40 0.6881 0.6567 0.0314 4.7% 0.0019 0.3% 21% False False 5
60 0.6881 0.6388 0.0493 7.4% 0.0013 0.2% 49% 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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6712
2.618 0.6681
1.618 0.6662
1.000 0.6651
0.618 0.6643
HIGH 0.6632
0.618 0.6624
0.500 0.6622
0.382 0.6620
LOW 0.6613
0.618 0.6601
1.000 0.6594
1.618 0.6582
2.618 0.6563
4.250 0.6532
Fisher Pivots for day following 29-Jan-2024
Pivot 1 day 3 day
R1 0.6628 0.6628
PP 0.6625 0.6625
S1 0.6622 0.6622

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

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