CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 0.6553 0.6594 0.0041 0.6% 0.6559
High 0.6597 0.6680 0.0083 1.3% 0.6680
Low 0.6542 0.6589 0.0048 0.7% 0.6491
Close 0.6597 0.6638 0.0041 0.6% 0.6638
Range 0.0056 0.0091 0.0036 64.0% 0.0189
ATR 0.0053 0.0056 0.0003 5.0% 0.0000
Volume 104 232 128 123.1% 786
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.6909 0.6864 0.6688
R3 0.6818 0.6773 0.6663
R2 0.6727 0.6727 0.6654
R1 0.6682 0.6682 0.6646 0.6704
PP 0.6636 0.6636 0.6636 0.6647
S1 0.6591 0.6591 0.6629 0.6613
S2 0.6545 0.6545 0.6621
S3 0.6454 0.6500 0.6612
S4 0.6363 0.6409 0.6587
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7170 0.7093 0.6741
R3 0.6981 0.6904 0.6689
R2 0.6792 0.6792 0.6672
R1 0.6715 0.6715 0.6655 0.6753
PP 0.6603 0.6603 0.6603 0.6622
S1 0.6526 0.6526 0.6620 0.6564
S2 0.6414 0.6414 0.6603
S3 0.6225 0.6337 0.6586
S4 0.6036 0.6148 0.6534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6680 0.6491 0.0189 2.8% 0.0072 1.1% 78% True False 157
10 0.6680 0.6449 0.0231 3.5% 0.0057 0.9% 82% True False 128
20 0.6680 0.6390 0.0290 4.4% 0.0058 0.9% 85% True False 122
40 0.6692 0.6390 0.0302 4.5% 0.0050 0.8% 82% False False 102
60 0.6692 0.6390 0.0302 4.5% 0.0039 0.6% 82% False False 70
80 0.6746 0.6390 0.0356 5.4% 0.0035 0.5% 70% False False 53
100 0.6881 0.6390 0.0491 7.4% 0.0032 0.5% 50% False False 45
120 0.6881 0.6388 0.0493 7.4% 0.0028 0.4% 51% False False 37
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7067
2.618 0.6918
1.618 0.6827
1.000 0.6771
0.618 0.6736
HIGH 0.6680
0.618 0.6645
0.500 0.6635
0.382 0.6624
LOW 0.6589
0.618 0.6533
1.000 0.6498
1.618 0.6442
2.618 0.6351
4.250 0.6202
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 0.6637 0.6620
PP 0.6636 0.6603
S1 0.6635 0.6586

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

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