CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 0.6611 0.6530 -0.0081 -1.2% 0.6613
High 0.6643 0.6552 -0.0091 -1.4% 0.6650
Low 0.6554 0.6511 -0.0043 -0.7% 0.6554
Close 0.6554 0.6519 -0.0035 -0.5% 0.6554
Range 0.0090 0.0042 -0.0048 -53.6% 0.0097
ATR 0.0036 0.0036 0.0001 1.4% 0.0000
Volume 10 31 21 210.0% 15
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6652 0.6627 0.6541
R3 0.6610 0.6585 0.6530
R2 0.6569 0.6569 0.6526
R1 0.6544 0.6544 0.6522 0.6535
PP 0.6527 0.6527 0.6527 0.6523
S1 0.6502 0.6502 0.6515 0.6494
S2 0.6486 0.6486 0.6511
S3 0.6444 0.6461 0.6507
S4 0.6403 0.6419 0.6496
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 0.6511 0.0140 2.1% 0.0040 0.6% 6% False True 8
10 0.6650 0.6511 0.0140 2.1% 0.0026 0.4% 6% False True 4
20 0.6759 0.6511 0.0249 3.8% 0.0019 0.3% 3% False True 2
40 0.6881 0.6511 0.0370 5.7% 0.0022 0.3% 2% False True 6
60 0.6881 0.6388 0.0493 7.6% 0.0016 0.2% 26% False False 4
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6728
2.618 0.6661
1.618 0.6619
1.000 0.6594
0.618 0.6578
HIGH 0.6552
0.618 0.6536
0.500 0.6531
0.382 0.6526
LOW 0.6511
0.618 0.6485
1.000 0.6469
1.618 0.6443
2.618 0.6402
4.250 0.6334
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 0.6531 0.6577
PP 0.6527 0.6557
S1 0.6523 0.6538

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

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