CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 20-May-2024
Day Change Summary
Previous Current
17-May-2024 20-May-2024 Change Change % Previous Week
Open 0.6705 0.6718 0.0014 0.2% 0.6626
High 0.6723 0.6728 0.0005 0.1% 0.6731
Low 0.6672 0.6686 0.0015 0.2% 0.6604
Close 0.6721 0.6695 -0.0026 -0.4% 0.6721
Range 0.0052 0.0042 -0.0010 -18.4% 0.0128
ATR 0.0052 0.0051 -0.0001 -1.3% 0.0000
Volume 518 487 -31 -6.0% 2,804
Daily Pivots for day following 20-May-2024
Classic Woodie Camarilla DeMark
R4 0.6829 0.6804 0.6718
R3 0.6787 0.6762 0.6707
R2 0.6745 0.6745 0.6703
R1 0.6720 0.6720 0.6699 0.6712
PP 0.6703 0.6703 0.6703 0.6699
S1 0.6678 0.6678 0.6691 0.6670
S2 0.6661 0.6661 0.6687
S3 0.6619 0.6636 0.6683
S4 0.6577 0.6594 0.6672
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7068 0.7022 0.6791
R3 0.6940 0.6894 0.6756
R2 0.6813 0.6813 0.6744
R1 0.6767 0.6767 0.6732 0.6790
PP 0.6685 0.6685 0.6685 0.6697
S1 0.6639 0.6639 0.6709 0.6662
S2 0.6558 0.6558 0.6697
S3 0.6430 0.6512 0.6685
S4 0.6303 0.6384 0.6650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6731 0.6604 0.0128 1.9% 0.0053 0.8% 72% False False 638
10 0.6731 0.6585 0.0147 2.2% 0.0047 0.7% 75% False False 419
20 0.6731 0.6470 0.0262 3.9% 0.0052 0.8% 86% False False 274
40 0.6731 0.6390 0.0341 5.1% 0.0050 0.8% 89% False False 184
60 0.6731 0.6390 0.0341 5.1% 0.0045 0.7% 89% False False 141
80 0.6731 0.6390 0.0341 5.1% 0.0039 0.6% 89% False False 107
100 0.6881 0.6390 0.0491 7.3% 0.0035 0.5% 62% False False 86
120 0.6881 0.6390 0.0491 7.3% 0.0032 0.5% 62% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6907
2.618 0.6838
1.618 0.6796
1.000 0.6770
0.618 0.6754
HIGH 0.6728
0.618 0.6712
0.500 0.6707
0.382 0.6702
LOW 0.6686
0.618 0.6660
1.000 0.6644
1.618 0.6618
2.618 0.6576
4.250 0.6508
Fisher Pivots for day following 20-May-2024
Pivot 1 day 3 day
R1 0.6707 0.6701
PP 0.6703 0.6699
S1 0.6699 0.6697

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

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