CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Feb-2024
Day Change Summary
Previous Current
07-Feb-2024 08-Feb-2024 Change Change % Previous Week
Open 0.6565 0.6555 -0.0010 -0.2% 0.6613
High 0.6565 0.6555 -0.0010 -0.2% 0.6650
Low 0.6553 0.6520 -0.0033 -0.5% 0.6554
Close 0.6553 0.6523 -0.0030 -0.5% 0.6554
Range 0.0013 0.0035 0.0023 180.0% 0.0097
ATR 0.0034 0.0035 0.0000 0.1% 0.0000
Volume 2 6 4 200.0% 15
Daily Pivots for day following 08-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6638 0.6615 0.6542
R3 0.6603 0.6580 0.6532
R2 0.6568 0.6568 0.6529
R1 0.6545 0.6545 0.6526 0.6539
PP 0.6533 0.6533 0.6533 0.6529
S1 0.6510 0.6510 0.6519 0.6504
S2 0.6498 0.6498 0.6516
S3 0.6463 0.6475 0.6513
S4 0.6428 0.6440 0.6503
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 0.6643 0.6511 0.0133 2.0% 0.0040 0.6% 9% False False 15
10 0.6650 0.6511 0.0140 2.1% 0.0031 0.5% 9% False False 8
20 0.6746 0.6511 0.0235 3.6% 0.0022 0.3% 5% False False 4
40 0.6881 0.6511 0.0370 5.7% 0.0023 0.4% 3% False False 7
60 0.6881 0.6426 0.0455 7.0% 0.0017 0.3% 21% False False 4
80 0.6881 0.6361 0.0520 8.0% 0.0014 0.2% 31% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6704
2.618 0.6647
1.618 0.6612
1.000 0.6590
0.618 0.6577
HIGH 0.6555
0.618 0.6542
0.500 0.6538
0.382 0.6533
LOW 0.6520
0.618 0.6498
1.000 0.6485
1.618 0.6463
2.618 0.6428
4.250 0.6371
Fisher Pivots for day following 08-Feb-2024
Pivot 1 day 3 day
R1 0.6538 0.6543
PP 0.6533 0.6536
S1 0.6528 0.6529

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

View Archives - Comment on this page... - Back to Index of Symbols