CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 0.6521 0.6558 0.0037 0.6% 0.6530
High 0.6526 0.6559 0.0033 0.5% 0.6565
Low 0.6520 0.6558 0.0039 0.6% 0.6511
Close 0.6526 0.6559 0.0033 0.5% 0.6555
Range 0.0007 0.0001 -0.0006 -92.3% 0.0055
ATR 0.0037 0.0037 0.0000 -0.9% 0.0000
Volume 11 1 -10 -90.9% 69
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6560 0.6560 0.6559
R3 0.6559 0.6559 0.6559
R2 0.6559 0.6559 0.6559
R1 0.6559 0.6559 0.6559 0.6559
PP 0.6558 0.6558 0.6558 0.6558
S1 0.6558 0.6558 0.6558 0.6558
S2 0.6558 0.6558 0.6558
S3 0.6557 0.6558 0.6558
S4 0.6557 0.6557 0.6558
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6707 0.6685 0.6584
R3 0.6652 0.6631 0.6569
R2 0.6598 0.6598 0.6564
R1 0.6576 0.6576 0.6559 0.6587
PP 0.6543 0.6543 0.6543 0.6549
S1 0.6522 0.6522 0.6550 0.6533
S2 0.6489 0.6489 0.6545
S3 0.6434 0.6467 0.6540
S4 0.6380 0.6413 0.6525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6563 0.6480 0.0083 1.3% 0.0009 0.1% 95% False False 5
10 0.6643 0.6480 0.0164 2.5% 0.0025 0.4% 48% False False 10
20 0.6650 0.6480 0.0171 2.6% 0.0019 0.3% 46% False False 5
40 0.6881 0.6480 0.0401 6.1% 0.0020 0.3% 20% False False 6
60 0.6881 0.6480 0.0401 6.1% 0.0018 0.3% 20% False False 5
80 0.6881 0.6362 0.0519 7.9% 0.0014 0.2% 38% 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 0.6561
2.618 0.6560
1.618 0.6559
1.000 0.6559
0.618 0.6559
HIGH 0.6559
0.618 0.6558
0.500 0.6558
0.382 0.6558
LOW 0.6558
0.618 0.6558
1.000 0.6558
1.618 0.6557
2.618 0.6557
4.250 0.6556
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 0.6558 0.6545
PP 0.6558 0.6532
S1 0.6558 0.6519

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

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