CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 25-Apr-2024
Day Change Summary
Previous Current
24-Apr-2024 25-Apr-2024 Change Change % Previous Week
Open 0.6511 0.6525 0.0014 0.2% 0.6505
High 0.6553 0.6560 0.0008 0.1% 0.6517
Low 0.6510 0.6511 0.0002 0.0% 0.6390
Close 0.6519 0.6539 0.0021 0.3% 0.6444
Range 0.0043 0.0049 0.0006 14.0% 0.0127
ATR 0.0049 0.0049 0.0000 -0.1% 0.0000
Volume 128 99 -29 -22.7% 501
Daily Pivots for day following 25-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6684 0.6660 0.6566
R3 0.6635 0.6611 0.6552
R2 0.6586 0.6586 0.6548
R1 0.6562 0.6562 0.6543 0.6574
PP 0.6537 0.6537 0.6537 0.6543
S1 0.6513 0.6513 0.6535 0.6525
S2 0.6488 0.6488 0.6530
S3 0.6439 0.6464 0.6526
S4 0.6390 0.6415 0.6512
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 0.6560 0.6390 0.0170 2.6% 0.0047 0.7% 88% True False 100
10 0.6571 0.6390 0.0181 2.8% 0.0050 0.8% 82% False False 108
20 0.6672 0.6390 0.0282 4.3% 0.0052 0.8% 53% False False 104
40 0.6692 0.6390 0.0302 4.6% 0.0045 0.7% 49% False False 81
60 0.6692 0.6390 0.0302 4.6% 0.0036 0.6% 49% False False 56
80 0.6820 0.6390 0.0430 6.6% 0.0032 0.5% 35% False False 43
100 0.6881 0.6390 0.0491 7.5% 0.0030 0.5% 30% False False 36
120 0.6881 0.6388 0.0493 7.5% 0.0025 0.4% 31% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6768
2.618 0.6688
1.618 0.6639
1.000 0.6609
0.618 0.6590
HIGH 0.6560
0.618 0.6541
0.500 0.6536
0.382 0.6530
LOW 0.6511
0.618 0.6481
1.000 0.6462
1.618 0.6432
2.618 0.6383
4.250 0.6303
Fisher Pivots for day following 25-Apr-2024
Pivot 1 day 3 day
R1 0.6538 0.6531
PP 0.6537 0.6523
S1 0.6536 0.6515

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

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