CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 10-Jul-2024
Day Change Summary
Previous Current
09-Jul-2024 10-Jul-2024 Change Change % Previous Week
Open 0.6751 0.6755 0.0004 0.1% 0.6691
High 0.6761 0.6765 0.0004 0.1% 0.6766
Low 0.6736 0.6744 0.0008 0.1% 0.6646
Close 0.6753 0.6757 0.0005 0.1% 0.6765
Range 0.0025 0.0021 -0.0004 -16.3% 0.0120
ATR 0.0048 0.0046 -0.0002 -4.1% 0.0000
Volume 74,753 72,253 -2,500 -3.3% 491,260
Daily Pivots for day following 10-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6817 0.6807 0.6768
R3 0.6796 0.6787 0.6763
R2 0.6776 0.6776 0.6761
R1 0.6766 0.6766 0.6759 0.6771
PP 0.6755 0.6755 0.6755 0.6758
S1 0.6746 0.6746 0.6755 0.6751
S2 0.6735 0.6735 0.6753
S3 0.6714 0.6725 0.6751
S4 0.6694 0.6705 0.6746
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7084 0.7044 0.6830
R3 0.6964 0.6924 0.6797
R2 0.6845 0.6845 0.6786
R1 0.6805 0.6805 0.6775 0.6825
PP 0.6725 0.6725 0.6725 0.6735
S1 0.6685 0.6685 0.6754 0.6705
S2 0.6606 0.6606 0.6743
S3 0.6486 0.6566 0.6732
S4 0.6367 0.6446 0.6699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6774 0.6679 0.0095 1.4% 0.0039 0.6% 83% False False 104,675
10 0.6774 0.6634 0.0140 2.1% 0.0044 0.7% 88% False False 110,333
20 0.6774 0.6602 0.0172 2.5% 0.0046 0.7% 90% False False 104,471
40 0.6774 0.6594 0.0180 2.7% 0.0049 0.7% 91% False False 54,174
60 0.6774 0.6390 0.0384 5.7% 0.0050 0.7% 96% False False 36,163
80 0.6774 0.6390 0.0384 5.7% 0.0050 0.7% 96% False False 27,142
100 0.6774 0.6390 0.0384 5.7% 0.0044 0.7% 96% False False 21,721
120 0.6774 0.6390 0.0384 5.7% 0.0040 0.6% 96% False False 18,102
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 0.6852
2.618 0.6818
1.618 0.6798
1.000 0.6785
0.618 0.6777
HIGH 0.6765
0.618 0.6757
0.500 0.6754
0.382 0.6752
LOW 0.6744
0.618 0.6731
1.000 0.6724
1.618 0.6711
2.618 0.6690
4.250 0.6657
Fisher Pivots for day following 10-Jul-2024
Pivot 1 day 3 day
R1 0.6756 0.6756
PP 0.6755 0.6756
S1 0.6754 0.6755

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

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