CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-May-2024
Day Change Summary
Previous Current
13-May-2024 14-May-2024 Change Change % Previous Week
Open 0.6626 0.6631 0.0005 0.1% 0.6635
High 0.6652 0.6651 -0.0001 0.0% 0.6666
Low 0.6610 0.6604 -0.0007 -0.1% 0.6585
Close 0.6632 0.6647 0.0015 0.2% 0.6629
Range 0.0042 0.0047 0.0006 13.3% 0.0082
ATR 0.0050 0.0050 0.0000 -0.5% 0.0000
Volume 100 535 435 435.0% 994
Daily Pivots for day following 14-May-2024
Classic Woodie Camarilla DeMark
R4 0.6775 0.6758 0.6672
R3 0.6728 0.6711 0.6659
R2 0.6681 0.6681 0.6655
R1 0.6664 0.6664 0.6651 0.6672
PP 0.6634 0.6634 0.6634 0.6638
S1 0.6617 0.6617 0.6642 0.6625
S2 0.6587 0.6587 0.6638
S3 0.6540 0.6570 0.6634
S4 0.6493 0.6523 0.6621
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6871 0.6832 0.6674
R3 0.6790 0.6750 0.6651
R2 0.6708 0.6708 0.6644
R1 0.6669 0.6669 0.6636 0.6648
PP 0.6627 0.6627 0.6627 0.6616
S1 0.6587 0.6587 0.6622 0.6566
S2 0.6545 0.6545 0.6614
S3 0.6464 0.6506 0.6607
S4 0.6382 0.6424 0.6584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6652 0.6585 0.0067 1.0% 0.0041 0.6% 93% False False 196
10 0.6680 0.6491 0.0189 2.8% 0.0051 0.8% 82% False False 207
20 0.6680 0.6390 0.0290 4.4% 0.0050 0.7% 88% False False 160
40 0.6680 0.6390 0.0290 4.4% 0.0052 0.8% 88% False False 124
60 0.6692 0.6390 0.0302 4.5% 0.0042 0.6% 85% False False 96
80 0.6692 0.6390 0.0302 4.5% 0.0037 0.6% 85% False False 74
100 0.6881 0.6390 0.0491 7.4% 0.0034 0.5% 52% False False 60
120 0.6881 0.6390 0.0491 7.4% 0.0030 0.5% 52% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6850
2.618 0.6774
1.618 0.6727
1.000 0.6698
0.618 0.6680
HIGH 0.6651
0.618 0.6633
0.500 0.6627
0.382 0.6621
LOW 0.6604
0.618 0.6574
1.000 0.6557
1.618 0.6527
2.618 0.6480
4.250 0.6404
Fisher Pivots for day following 14-May-2024
Pivot 1 day 3 day
R1 0.6640 0.6640
PP 0.6634 0.6634
S1 0.6627 0.6628

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

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