CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 0.6563 0.6611 0.0048 0.7% 0.6613
High 0.6607 0.6643 0.0037 0.6% 0.6650
Low 0.6563 0.6554 -0.0010 -0.1% 0.6554
Close 0.6607 0.6554 -0.0053 -0.8% 0.6554
Range 0.0044 0.0090 0.0046 105.7% 0.0097
ATR 0.0032 0.0036 0.0004 13.0% 0.0000
Volume 1 10 9 900.0% 15
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6852 0.6792 0.6603
R3 0.6762 0.6703 0.6578
R2 0.6673 0.6673 0.6570
R1 0.6613 0.6613 0.6562 0.6598
PP 0.6583 0.6583 0.6583 0.6576
S1 0.6524 0.6524 0.6545 0.6509
S2 0.6494 0.6494 0.6537
S3 0.6404 0.6434 0.6529
S4 0.6315 0.6345 0.6504
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6875 0.6811 0.6607
R3 0.6779 0.6714 0.6580
R2 0.6682 0.6682 0.6571
R1 0.6618 0.6618 0.6562 0.6602
PP 0.6586 0.6586 0.6586 0.6578
S1 0.6521 0.6521 0.6545 0.6505
S2 0.6489 0.6489 0.6536
S3 0.6393 0.6425 0.6527
S4 0.6296 0.6328 0.6500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6650 0.6554 0.0097 1.5% 0.0035 0.5% 0% False True 3
10 0.6650 0.6554 0.0097 1.5% 0.0022 0.3% 0% False True 1
20 0.6771 0.6554 0.0218 3.3% 0.0021 0.3% 0% False True 3
40 0.6881 0.6554 0.0327 5.0% 0.0021 0.3% 0% False True 5
60 0.6881 0.6388 0.0493 7.5% 0.0016 0.2% 34% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7023
2.618 0.6877
1.618 0.6788
1.000 0.6733
0.618 0.6698
HIGH 0.6643
0.618 0.6609
0.500 0.6598
0.382 0.6588
LOW 0.6554
0.618 0.6498
1.000 0.6464
1.618 0.6409
2.618 0.6319
4.250 0.6173
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 0.6598 0.6599
PP 0.6583 0.6584
S1 0.6568 0.6569

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

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