CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-May-2024
Day Change Summary
Previous Current
30-Apr-2024 01-May-2024 Change Change % Previous Week
Open 0.6590 0.6496 -0.0094 -1.4% 0.6449
High 0.6590 0.6563 -0.0027 -0.4% 0.6576
Low 0.6500 0.6491 -0.0009 -0.1% 0.6449
Close 0.6507 0.6557 0.0050 0.8% 0.6564
Range 0.0091 0.0072 -0.0019 -20.4% 0.0127
ATR 0.0052 0.0053 0.0001 2.8% 0.0000
Volume 120 109 -11 -9.2% 501
Daily Pivots for day following 01-May-2024
Classic Woodie Camarilla DeMark
R4 0.6753 0.6727 0.6597
R3 0.6681 0.6655 0.6577
R2 0.6609 0.6609 0.6570
R1 0.6583 0.6583 0.6564 0.6596
PP 0.6537 0.6537 0.6537 0.6544
S1 0.6511 0.6511 0.6550 0.6524
S2 0.6465 0.6465 0.6544
S3 0.6393 0.6439 0.6537
S4 0.6321 0.6367 0.6517
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 0.6491 0.0119 1.8% 0.0059 0.9% 55% False True 130
10 0.6610 0.6390 0.0220 3.4% 0.0052 0.8% 76% False False 112
20 0.6672 0.6390 0.0282 4.3% 0.0055 0.8% 59% False False 113
40 0.6692 0.6390 0.0302 4.6% 0.0048 0.7% 55% False False 95
60 0.6692 0.6390 0.0302 4.6% 0.0037 0.6% 55% False False 65
80 0.6759 0.6390 0.0369 5.6% 0.0033 0.5% 45% False False 49
100 0.6881 0.6390 0.0491 7.5% 0.0031 0.5% 34% False False 41
120 0.6881 0.6388 0.0493 7.5% 0.0027 0.4% 34% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6869
2.618 0.6751
1.618 0.6679
1.000 0.6635
0.618 0.6607
HIGH 0.6563
0.618 0.6535
0.500 0.6527
0.382 0.6519
LOW 0.6491
0.618 0.6447
1.000 0.6419
1.618 0.6375
2.618 0.6303
4.250 0.6185
Fisher Pivots for day following 01-May-2024
Pivot 1 day 3 day
R1 0.6547 0.6555
PP 0.6537 0.6553
S1 0.6527 0.6551

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

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