CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 0.6502 0.6526 0.0024 0.4% 0.6558
High 0.6550 0.6582 0.0032 0.5% 0.6577
Low 0.6480 0.6517 0.0037 0.6% 0.6487
Close 0.6540 0.6524 -0.0016 -0.2% 0.6523
Range 0.0070 0.0065 -0.0005 -7.1% 0.0090
ATR 0.0059 0.0059 0.0000 0.7% 0.0000
Volume 140,315 121,996 -18,319 -13.1% 672,720
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6736 0.6695 0.6560
R3 0.6671 0.6630 0.6542
R2 0.6606 0.6606 0.6536
R1 0.6565 0.6565 0.6530 0.6553
PP 0.6541 0.6541 0.6541 0.6535
S1 0.6500 0.6500 0.6518 0.6488
S2 0.6476 0.6476 0.6512
S3 0.6411 0.6435 0.6506
S4 0.6346 0.6370 0.6488
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 0.6582 0.6356 0.0226 3.5% 0.0088 1.3% 75% True False 156,186
10 0.6591 0.6356 0.0235 3.6% 0.0070 1.1% 72% False False 145,530
20 0.6811 0.6356 0.0455 7.0% 0.0056 0.9% 37% False False 125,071
40 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 37% False False 114,771
60 0.6811 0.6356 0.0455 7.0% 0.0052 0.8% 37% False False 77,807
80 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 37% False False 58,390
100 0.6811 0.6356 0.0455 7.0% 0.0051 0.8% 37% False False 46,728
120 0.6811 0.6356 0.0455 7.0% 0.0046 0.7% 37% False False 38,946
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6858
2.618 0.6752
1.618 0.6687
1.000 0.6647
0.618 0.6622
HIGH 0.6582
0.618 0.6557
0.500 0.6549
0.382 0.6541
LOW 0.6517
0.618 0.6476
1.000 0.6452
1.618 0.6411
2.618 0.6346
4.250 0.6240
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 0.6549 0.6506
PP 0.6541 0.6487
S1 0.6532 0.6469

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

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