CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Apr-2024
Day Change Summary
Previous Current
29-Apr-2024 30-Apr-2024 Change Change % Previous Week
Open 0.6559 0.6590 0.0031 0.5% 0.6449
High 0.6610 0.6590 -0.0020 -0.3% 0.6576
Low 0.6559 0.6500 -0.0060 -0.9% 0.6449
Close 0.6594 0.6507 -0.0087 -1.3% 0.6564
Range 0.0051 0.0091 0.0040 77.5% 0.0127
ATR 0.0049 0.0052 0.0003 6.7% 0.0000
Volume 221 120 -101 -45.7% 501
Daily Pivots for day following 30-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6804 0.6746 0.6557
R3 0.6713 0.6655 0.6532
R2 0.6623 0.6623 0.6524
R1 0.6565 0.6565 0.6515 0.6549
PP 0.6532 0.6532 0.6532 0.6524
S1 0.6474 0.6474 0.6499 0.6458
S2 0.6442 0.6442 0.6490
S3 0.6351 0.6384 0.6482
S4 0.6261 0.6293 0.6457
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6911 0.6864 0.6633
R3 0.6784 0.6737 0.6598
R2 0.6657 0.6657 0.6587
R1 0.6610 0.6610 0.6575 0.6633
PP 0.6530 0.6530 0.6530 0.6541
S1 0.6483 0.6483 0.6552 0.6506
S2 0.6403 0.6403 0.6540
S3 0.6276 0.6356 0.6529
S4 0.6149 0.6229 0.6494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6610 0.6500 0.0111 1.7% 0.0053 0.8% 7% False True 134
10 0.6610 0.6390 0.0220 3.4% 0.0048 0.7% 53% False False 113
20 0.6672 0.6390 0.0282 4.3% 0.0054 0.8% 42% False False 120
40 0.6692 0.6390 0.0302 4.6% 0.0047 0.7% 39% False False 92
60 0.6692 0.6390 0.0302 4.6% 0.0037 0.6% 39% False False 63
80 0.6771 0.6390 0.0381 5.9% 0.0033 0.5% 31% False False 48
100 0.6881 0.6390 0.0491 7.5% 0.0031 0.5% 24% False False 40
120 0.6881 0.6388 0.0493 7.6% 0.0026 0.4% 24% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.6975
2.618 0.6827
1.618 0.6736
1.000 0.6681
0.618 0.6646
HIGH 0.6590
0.618 0.6555
0.500 0.6545
0.382 0.6534
LOW 0.6500
0.618 0.6444
1.000 0.6409
1.618 0.6353
2.618 0.6263
4.250 0.6115
Fisher Pivots for day following 30-Apr-2024
Pivot 1 day 3 day
R1 0.6545 0.6555
PP 0.6532 0.6539
S1 0.6520 0.6523

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

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