CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 0.6717 0.6695 -0.0022 -0.3% 0.6786
High 0.6719 0.6712 -0.0007 -0.1% 0.6800
Low 0.6690 0.6641 -0.0049 -0.7% 0.6690
Close 0.6693 0.6651 -0.0043 -0.6% 0.6693
Range 0.0029 0.0071 0.0042 144.8% 0.0110
ATR 0.0044 0.0046 0.0002 4.5% 0.0000
Volume 81,570 104,033 22,463 27.5% 464,671
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6881 0.6837 0.6690
R3 0.6810 0.6766 0.6670
R2 0.6739 0.6739 0.6664
R1 0.6695 0.6695 0.6657 0.6681
PP 0.6668 0.6668 0.6668 0.6661
S1 0.6624 0.6624 0.6644 0.6610
S2 0.6597 0.6597 0.6637
S3 0.6526 0.6553 0.6631
S4 0.6455 0.6482 0.6611
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7056 0.6984 0.6753
R3 0.6947 0.6875 0.6723
R2 0.6837 0.6837 0.6713
R1 0.6765 0.6765 0.6703 0.6746
PP 0.6728 0.6728 0.6728 0.6718
S1 0.6656 0.6656 0.6683 0.6637
S2 0.6618 0.6618 0.6673
S3 0.6509 0.6546 0.6663
S4 0.6399 0.6437 0.6633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6775 0.6641 0.0134 2.0% 0.0046 0.7% 7% False True 96,116
10 0.6811 0.6641 0.0170 2.5% 0.0040 0.6% 6% False True 97,638
20 0.6811 0.6634 0.0177 2.7% 0.0044 0.7% 10% False False 103,884
40 0.6811 0.6594 0.0217 3.3% 0.0048 0.7% 26% False False 74,766
60 0.6811 0.6491 0.0320 4.8% 0.0050 0.7% 50% False False 49,972
80 0.6811 0.6390 0.0421 6.3% 0.0050 0.7% 62% False False 37,504
100 0.6811 0.6390 0.0421 6.3% 0.0047 0.7% 62% False False 30,015
120 0.6811 0.6390 0.0421 6.3% 0.0043 0.6% 62% False False 25,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7014
2.618 0.6898
1.618 0.6827
1.000 0.6783
0.618 0.6756
HIGH 0.6712
0.618 0.6685
0.500 0.6677
0.382 0.6668
LOW 0.6641
0.618 0.6597
1.000 0.6570
1.618 0.6526
2.618 0.6455
4.250 0.6339
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 0.6677 0.6697
PP 0.6668 0.6682
S1 0.6659 0.6666

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

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