CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 0.6635 0.6647 0.0012 0.2% 0.6559
High 0.6658 0.6666 0.0008 0.1% 0.6680
Low 0.6629 0.6612 -0.0017 -0.3% 0.6491
Close 0.6650 0.6617 -0.0033 -0.5% 0.6638
Range 0.0030 0.0055 0.0025 84.7% 0.0189
ATR 0.0054 0.0054 0.0000 0.0% 0.0000
Volume 91 556 465 511.0% 786
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 0.6795 0.6761 0.6647
R3 0.6741 0.6706 0.6632
R2 0.6686 0.6686 0.6627
R1 0.6652 0.6652 0.6622 0.6642
PP 0.6632 0.6632 0.6632 0.6627
S1 0.6597 0.6597 0.6612 0.6587
S2 0.6577 0.6577 0.6607
S3 0.6523 0.6543 0.6602
S4 0.6468 0.6488 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 2.9% 0.0061 0.9% 67% False False 218
10 0.6680 0.6491 0.0189 2.9% 0.0057 0.9% 67% False False 176
20 0.6680 0.6390 0.0290 4.4% 0.0057 0.9% 78% False False 148
40 0.6680 0.6390 0.0290 4.4% 0.0051 0.8% 78% False False 117
60 0.6692 0.6390 0.0302 4.6% 0.0040 0.6% 75% False False 80
80 0.6746 0.6390 0.0356 5.4% 0.0036 0.5% 64% False False 61
100 0.6881 0.6390 0.0491 7.4% 0.0033 0.5% 46% False False 51
120 0.6881 0.6390 0.0491 7.4% 0.0029 0.4% 46% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6898
2.618 0.6809
1.618 0.6754
1.000 0.6721
0.618 0.6700
HIGH 0.6666
0.618 0.6645
0.500 0.6639
0.382 0.6632
LOW 0.6612
0.618 0.6578
1.000 0.6557
1.618 0.6523
2.618 0.6469
4.250 0.6380
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 0.6639 0.6635
PP 0.6632 0.6629
S1 0.6624 0.6623

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

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