CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 0.6718 0.6693 -0.0025 -0.4% 0.6626
High 0.6728 0.6701 -0.0028 -0.4% 0.6731
Low 0.6686 0.6672 -0.0015 -0.2% 0.6604
Close 0.6695 0.6688 -0.0008 -0.1% 0.6721
Range 0.0042 0.0029 -0.0013 -31.0% 0.0128
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 487 756 269 55.2% 2,804
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 0.6774 0.6760 0.6703
R3 0.6745 0.6731 0.6695
R2 0.6716 0.6716 0.6693
R1 0.6702 0.6702 0.6690 0.6694
PP 0.6687 0.6687 0.6687 0.6683
S1 0.6673 0.6673 0.6685 0.6665
S2 0.6658 0.6658 0.6682
S3 0.6629 0.6644 0.6680
S4 0.6600 0.6615 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 0.6647 0.0084 1.3% 0.0049 0.7% 48% False False 682
10 0.6731 0.6585 0.0147 2.2% 0.0045 0.7% 70% False False 439
20 0.6731 0.6491 0.0240 3.6% 0.0051 0.8% 82% False False 307
40 0.6731 0.6390 0.0341 5.1% 0.0050 0.8% 87% False False 202
60 0.6731 0.6390 0.0341 5.1% 0.0046 0.7% 87% False False 153
80 0.6731 0.6390 0.0341 5.1% 0.0039 0.6% 87% False False 116
100 0.6881 0.6390 0.0491 7.3% 0.0035 0.5% 61% False False 94
120 0.6881 0.6390 0.0491 7.3% 0.0032 0.5% 61% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.6824
2.618 0.6776
1.618 0.6747
1.000 0.6730
0.618 0.6718
HIGH 0.6701
0.618 0.6689
0.500 0.6686
0.382 0.6683
LOW 0.6672
0.618 0.6654
1.000 0.6643
1.618 0.6625
2.618 0.6596
4.250 0.6548
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 0.6687 0.6700
PP 0.6687 0.6696
S1 0.6686 0.6692

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

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