CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 0.6673 0.6671 -0.0003 0.0% 0.6633
High 0.6696 0.6686 -0.0010 -0.1% 0.6696
Low 0.6664 0.6647 -0.0017 -0.2% 0.6602
Close 0.6677 0.6659 -0.0018 -0.3% 0.6659
Range 0.0032 0.0039 0.0007 20.3% 0.0094
ATR 0.0052 0.0051 -0.0001 -1.9% 0.0000
Volume 128,901 74,658 -54,243 -42.1% 369,808
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6779 0.6758 0.6680
R3 0.6741 0.6719 0.6670
R2 0.6702 0.6702 0.6666
R1 0.6681 0.6681 0.6663 0.6672
PP 0.6664 0.6664 0.6664 0.6660
S1 0.6642 0.6642 0.6655 0.6634
S2 0.6625 0.6625 0.6652
S3 0.6587 0.6604 0.6648
S4 0.6548 0.6565 0.6638
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6934 0.6891 0.6711
R3 0.6840 0.6797 0.6685
R2 0.6746 0.6746 0.6676
R1 0.6703 0.6703 0.6668 0.6724
PP 0.6652 0.6652 0.6652 0.6663
S1 0.6609 0.6609 0.6650 0.6630
S2 0.6558 0.6558 0.6642
S3 0.6464 0.6515 0.6633
S4 0.6370 0.6421 0.6607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6696 0.6602 0.0094 1.4% 0.0043 0.6% 61% False False 96,956
10 0.6723 0.6594 0.0129 1.9% 0.0053 0.8% 51% False False 87,461
20 0.6723 0.6594 0.0129 1.9% 0.0052 0.8% 51% False False 45,649
40 0.6731 0.6491 0.0240 3.6% 0.0052 0.8% 70% False False 23,016
60 0.6731 0.6390 0.0341 5.1% 0.0052 0.8% 79% False False 15,378
80 0.6731 0.6390 0.0341 5.1% 0.0048 0.7% 79% False False 11,548
100 0.6731 0.6390 0.0341 5.1% 0.0042 0.6% 79% False False 9,239
120 0.6881 0.6390 0.0491 7.4% 0.0039 0.6% 55% False False 7,700
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6849
2.618 0.6786
1.618 0.6748
1.000 0.6724
0.618 0.6709
HIGH 0.6686
0.618 0.6671
0.500 0.6666
0.382 0.6662
LOW 0.6647
0.618 0.6623
1.000 0.6609
1.618 0.6585
2.618 0.6546
4.250 0.6483
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 0.6666 0.6658
PP 0.6664 0.6657
S1 0.6661 0.6656

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

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