CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 0.6466 0.6450 -0.0016 -0.2% 0.6505
High 0.6481 0.6456 -0.0026 -0.4% 0.6517
Low 0.6447 0.6390 -0.0057 -0.9% 0.6390
Close 0.6447 0.6444 -0.0003 0.0% 0.6444
Range 0.0035 0.0066 0.0031 89.9% 0.0127
ATR 0.0050 0.0051 0.0001 2.2% 0.0000
Volume 69 102 33 47.8% 501
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6626 0.6600 0.6480
R3 0.6561 0.6535 0.6462
R2 0.6495 0.6495 0.6456
R1 0.6469 0.6469 0.6450 0.6450
PP 0.6430 0.6430 0.6430 0.6420
S1 0.6404 0.6404 0.6437 0.6384
S2 0.6364 0.6364 0.6431
S3 0.6299 0.6338 0.6425
S4 0.6233 0.6273 0.6407
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6831 0.6764 0.6513
R3 0.6704 0.6637 0.6478
R2 0.6577 0.6577 0.6467
R1 0.6510 0.6510 0.6455 0.6480
PP 0.6450 0.6450 0.6450 0.6435
S1 0.6383 0.6383 0.6432 0.6353
S2 0.6323 0.6323 0.6420
S3 0.6196 0.6256 0.6409
S4 0.6069 0.6129 0.6374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6517 0.6390 0.0127 2.0% 0.0048 0.7% 42% False True 100
10 0.6672 0.6390 0.0282 4.4% 0.0059 0.9% 19% False True 116
20 0.6672 0.6390 0.0282 4.4% 0.0050 0.8% 19% False True 92
40 0.6692 0.6390 0.0302 4.7% 0.0041 0.6% 18% False True 72
60 0.6692 0.6390 0.0302 4.7% 0.0034 0.5% 18% False True 50
80 0.6881 0.6390 0.0491 7.6% 0.0030 0.5% 11% False True 38
100 0.6881 0.6390 0.0491 7.6% 0.0028 0.4% 11% False True 32
120 0.6881 0.6385 0.0496 7.7% 0.0023 0.4% 12% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6734
2.618 0.6627
1.618 0.6561
1.000 0.6521
0.618 0.6496
HIGH 0.6456
0.618 0.6430
0.500 0.6423
0.382 0.6415
LOW 0.6390
0.618 0.6350
1.000 0.6325
1.618 0.6284
2.618 0.6219
4.250 0.6112
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 0.6437 0.6441
PP 0.6430 0.6438
S1 0.6423 0.6436

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

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