CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 0.6613 0.6650 0.0038 0.6% 0.6607
High 0.6632 0.6650 0.0019 0.3% 0.6633
Low 0.6613 0.6640 0.0027 0.4% 0.6605
Close 0.6632 0.6640 0.0008 0.1% 0.6615
Range 0.0019 0.0011 -0.0009 -44.7% 0.0028
ATR 0.0031 0.0030 -0.0001 -2.9% 0.0000
Volume 2 1 -1 -50.0% 2
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6675 0.6668 0.6645
R3 0.6664 0.6657 0.6642
R2 0.6654 0.6654 0.6641
R1 0.6647 0.6647 0.6640 0.6645
PP 0.6643 0.6643 0.6643 0.6642
S1 0.6636 0.6636 0.6639 0.6634
S2 0.6633 0.6633 0.6638
S3 0.6622 0.6626 0.6637
S4 0.6612 0.6615 0.6634
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 0.6650 0.6611 0.0039 0.6% 0.0010 0.2% 73% True False
10 0.6650 0.6567 0.0083 1.3% 0.0009 0.1% 87% True False
20 0.6820 0.6567 0.0253 3.8% 0.0018 0.3% 29% False False 4
40 0.6881 0.6567 0.0314 4.7% 0.0019 0.3% 23% False False 5
60 0.6881 0.6388 0.0493 7.4% 0.0013 0.2% 51% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6695
2.618 0.6677
1.618 0.6667
1.000 0.6661
0.618 0.6656
HIGH 0.6650
0.618 0.6646
0.500 0.6645
0.382 0.6644
LOW 0.6640
0.618 0.6633
1.000 0.6629
1.618 0.6623
2.618 0.6612
4.250 0.6595
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 0.6645 0.6637
PP 0.6643 0.6634
S1 0.6641 0.6631

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

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