CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 0.6645 0.6563 -0.0082 -1.2% 0.6607
High 0.6645 0.6607 -0.0039 -0.6% 0.6633
Low 0.6631 0.6563 -0.0068 -1.0% 0.6605
Close 0.6631 0.6607 -0.0025 -0.4% 0.6615
Range 0.0014 0.0044 0.0030 210.7% 0.0028
ATR 0.0029 0.0032 0.0003 9.7% 0.0000
Volume 1 1 0 0.0% 2
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6723 0.6708 0.6630
R3 0.6679 0.6665 0.6618
R2 0.6636 0.6636 0.6614
R1 0.6621 0.6621 0.6610 0.6628
PP 0.6592 0.6592 0.6592 0.6596
S1 0.6578 0.6578 0.6603 0.6585
S2 0.6549 0.6549 0.6599
S3 0.6505 0.6534 0.6595
S4 0.6462 0.6491 0.6583
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 0.6563 0.0087 1.3% 0.0022 0.3% 50% False True 1
10 0.6650 0.6563 0.0087 1.3% 0.0013 0.2% 50% False True
20 0.6792 0.6563 0.0229 3.5% 0.0019 0.3% 19% False True 4
40 0.6881 0.6563 0.0318 4.8% 0.0019 0.3% 14% False True 5
60 0.6881 0.6388 0.0493 7.5% 0.0014 0.2% 44% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.6791
2.618 0.6720
1.618 0.6677
1.000 0.6650
0.618 0.6633
HIGH 0.6607
0.618 0.6590
0.500 0.6585
0.382 0.6580
LOW 0.6563
0.618 0.6536
1.000 0.6520
1.618 0.6493
2.618 0.6449
4.250 0.6378
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 0.6599 0.6607
PP 0.6592 0.6607
S1 0.6585 0.6607

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

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