CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 0.6585 0.6584 -0.0002 0.0% 0.6562
High 0.6602 0.6584 -0.0019 -0.3% 0.6577
Low 0.6585 0.6584 -0.0002 0.0% 0.6480
Close 0.6587 0.6584 -0.0004 -0.1% 0.6571
Range 0.0017 0.0000 -0.0017 -100.0% 0.0098
ATR 0.0036 0.0034 -0.0002 -6.4% 0.0000
Volume 2 0 -2 -100.0% 28
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.6584 0.6584 0.6584
R3 0.6584 0.6584 0.6584
R2 0.6584 0.6584 0.6584
R1 0.6584 0.6584 0.6584 0.6584
PP 0.6584 0.6584 0.6584 0.6584
S1 0.6584 0.6584 0.6584 0.6584
S2 0.6584 0.6584 0.6584
S3 0.6584 0.6584 0.6584
S4 0.6584 0.6584 0.6584
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 0.6602 0.6520 0.0083 1.3% 0.0011 0.2% 78% False False 3
10 0.6602 0.6480 0.0123 1.9% 0.0014 0.2% 85% False False 3
20 0.6650 0.6480 0.0171 2.6% 0.0020 0.3% 61% False False 5
40 0.6881 0.6480 0.0401 6.1% 0.0020 0.3% 26% False False 5
60 0.6881 0.6480 0.0401 6.1% 0.0019 0.3% 26% False False 5
80 0.6881 0.6381 0.0500 7.6% 0.0014 0.2% 41% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6584
2.618 0.6584
1.618 0.6584
1.000 0.6584
0.618 0.6584
HIGH 0.6584
0.618 0.6584
0.500 0.6584
0.382 0.6584
LOW 0.6584
0.618 0.6584
1.000 0.6584
1.618 0.6584
2.618 0.6584
4.250 0.6584
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 0.6584 0.6580
PP 0.6584 0.6577
S1 0.6584 0.6574

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

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