CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 16-Feb-2024
Day Change Summary
Previous Current
15-Feb-2024 16-Feb-2024 Change Change % Previous Week
Open 0.6558 0.6548 -0.0010 -0.2% 0.6562
High 0.6559 0.6577 0.0019 0.3% 0.6577
Low 0.6558 0.6547 -0.0012 -0.2% 0.6480
Close 0.6559 0.6571 0.0012 0.2% 0.6571
Range 0.0001 0.0031 0.0030 6,000.0% 0.0098
ATR 0.0037 0.0036 0.0000 -1.2% 0.0000
Volume 1 1 0 0.0% 28
Daily Pivots for day following 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6656 0.6644 0.6587
R3 0.6626 0.6613 0.6579
R2 0.6595 0.6595 0.6576
R1 0.6583 0.6583 0.6573 0.6589
PP 0.6565 0.6565 0.6565 0.6568
S1 0.6552 0.6552 0.6568 0.6559
S2 0.6534 0.6534 0.6565
S3 0.6504 0.6522 0.6562
S4 0.6473 0.6491 0.6554
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6835 0.6800 0.6624
R3 0.6737 0.6703 0.6597
R2 0.6640 0.6640 0.6588
R1 0.6605 0.6605 0.6579 0.6623
PP 0.6542 0.6542 0.6542 0.6551
S1 0.6508 0.6508 0.6562 0.6525
S2 0.6445 0.6445 0.6553
S3 0.6347 0.6410 0.6544
S4 0.6250 0.6313 0.6517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6577 0.6480 0.0098 1.5% 0.0014 0.2% 93% True False 5
10 0.6577 0.6480 0.0098 1.5% 0.0019 0.3% 93% True False 9
20 0.6650 0.6480 0.0171 2.6% 0.0020 0.3% 53% False False 5
40 0.6881 0.6480 0.0401 6.1% 0.0021 0.3% 23% False False 6
60 0.6881 0.6480 0.0401 6.1% 0.0019 0.3% 23% False False 5
80 0.6881 0.6362 0.0519 7.9% 0.0014 0.2% 40% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6707
2.618 0.6657
1.618 0.6626
1.000 0.6608
0.618 0.6596
HIGH 0.6577
0.618 0.6565
0.500 0.6562
0.382 0.6558
LOW 0.6547
0.618 0.6528
1.000 0.6516
1.618 0.6497
2.618 0.6467
4.250 0.6417
Fisher Pivots for day following 16-Feb-2024
Pivot 1 day 3 day
R1 0.6568 0.6563
PP 0.6565 0.6556
S1 0.6562 0.6548

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

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