CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 09-May-2024
Day Change Summary
Previous Current
08-May-2024 09-May-2024 Change Change % Previous Week
Open 0.6619 0.6600 -0.0019 -0.3% 0.6559
High 0.6619 0.6644 0.0025 0.4% 0.6680
Low 0.6585 0.6589 0.0005 0.1% 0.6491
Close 0.6601 0.6642 0.0042 0.6% 0.6638
Range 0.0035 0.0055 0.0021 59.4% 0.0189
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 135 117 -18 -13.3% 786
Daily Pivots for day following 09-May-2024
Classic Woodie Camarilla DeMark
R4 0.6790 0.6771 0.6672
R3 0.6735 0.6716 0.6657
R2 0.6680 0.6680 0.6652
R1 0.6661 0.6661 0.6647 0.6671
PP 0.6625 0.6625 0.6625 0.6630
S1 0.6606 0.6606 0.6637 0.6616
S2 0.6570 0.6570 0.6632
S3 0.6515 0.6551 0.6627
S4 0.6460 0.6496 0.6612
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 0.6585 0.0096 1.4% 0.0053 0.8% 60% False False 226
10 0.6680 0.6491 0.0189 2.8% 0.0057 0.9% 80% False False 178
20 0.6680 0.6390 0.0290 4.4% 0.0053 0.8% 87% False False 143
40 0.6680 0.6390 0.0290 4.4% 0.0051 0.8% 87% False False 121
60 0.6692 0.6390 0.0302 4.5% 0.0041 0.6% 83% False False 84
80 0.6692 0.6390 0.0302 4.5% 0.0036 0.5% 83% False False 65
100 0.6881 0.6390 0.0491 7.4% 0.0033 0.5% 51% False False 53
120 0.6881 0.6390 0.0491 7.4% 0.0029 0.4% 51% False False 45
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 0.6878
2.618 0.6788
1.618 0.6733
1.000 0.6699
0.618 0.6678
HIGH 0.6644
0.618 0.6623
0.500 0.6617
0.382 0.6610
LOW 0.6589
0.618 0.6555
1.000 0.6534
1.618 0.6500
2.618 0.6445
4.250 0.6355
Fisher Pivots for day following 09-May-2024
Pivot 1 day 3 day
R1 0.6634 0.6636
PP 0.6625 0.6631
S1 0.6617 0.6625

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

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