CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 0.6507 0.6521 0.0014 0.2% 0.6558
High 0.6555 0.6524 -0.0032 -0.5% 0.6577
Low 0.6494 0.6356 -0.0139 -2.1% 0.6487
Close 0.6523 0.6493 -0.0030 -0.5% 0.6523
Range 0.0061 0.0168 0.0107 175.4% 0.0090
ATR 0.0050 0.0058 0.0008 17.1% 0.0000
Volume 161,784 215,622 53,838 33.3% 672,720
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6961 0.6895 0.6585
R3 0.6793 0.6727 0.6539
R2 0.6625 0.6625 0.6524
R1 0.6559 0.6559 0.6508 0.6508
PP 0.6457 0.6457 0.6457 0.6432
S1 0.6391 0.6391 0.6478 0.6340
S2 0.6289 0.6289 0.6462
S3 0.6121 0.6223 0.6447
S4 0.5953 0.6055 0.6401
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6797 0.6749 0.6572
R3 0.6708 0.6660 0.6547
R2 0.6618 0.6618 0.6539
R1 0.6570 0.6570 0.6531 0.6550
PP 0.6529 0.6529 0.6529 0.6518
S1 0.6481 0.6481 0.6514 0.6460
S2 0.6439 0.6439 0.6506
S3 0.6350 0.6391 0.6498
S4 0.6260 0.6302 0.6473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6571 0.6356 0.0215 3.3% 0.0083 1.3% 64% False True 158,363
10 0.6656 0.6356 0.0300 4.6% 0.0064 1.0% 46% False True 140,974
20 0.6811 0.6356 0.0455 7.0% 0.0052 0.8% 30% False True 119,306
40 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 30% False True 109,051
60 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 30% False True 73,438
80 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 30% False True 55,115
100 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 30% False True 44,111
120 0.6811 0.6356 0.0455 7.0% 0.0046 0.7% 30% False True 36,761
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 0.0010
Widest range in 203 trading days
Fibonacci Retracements and Extensions
4.250 0.7238
2.618 0.6963
1.618 0.6795
1.000 0.6692
0.618 0.6627
HIGH 0.6524
0.618 0.6459
0.500 0.6440
0.382 0.6420
LOW 0.6356
0.618 0.6252
1.000 0.6188
1.618 0.6084
2.618 0.5916
4.250 0.5642
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 0.6475 0.6483
PP 0.6457 0.6473
S1 0.6440 0.6463

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

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