CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 0.6738 0.6751 0.0013 0.2% 0.6578
High 0.6755 0.6767 0.0012 0.2% 0.6677
Low 0.6719 0.6736 0.0018 0.3% 0.6556
Close 0.6752 0.6758 0.0006 0.1% 0.6676
Range 0.0037 0.0031 -0.0006 -16.4% 0.0121
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 113,865 117,032 3,167 2.8% 436,511
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6845 0.6832 0.6774
R3 0.6814 0.6801 0.6766
R2 0.6784 0.6784 0.6763
R1 0.6771 0.6771 0.6760 0.6777
PP 0.6753 0.6753 0.6753 0.6757
S1 0.6740 0.6740 0.6755 0.6747
S2 0.6723 0.6723 0.6752
S3 0.6692 0.6710 0.6749
S4 0.6662 0.6679 0.6741
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6999 0.6958 0.6742
R3 0.6878 0.6837 0.6709
R2 0.6757 0.6757 0.6698
R1 0.6716 0.6716 0.6687 0.6737
PP 0.6636 0.6636 0.6636 0.6646
S1 0.6595 0.6595 0.6664 0.6616
S2 0.6515 0.6515 0.6653
S3 0.6394 0.6474 0.6642
S4 0.6273 0.6353 0.6609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6767 0.6556 0.0211 3.1% 0.0056 0.8% 96% True False 100,044
10 0.6767 0.6514 0.0253 3.7% 0.0055 0.8% 96% True False 93,451
20 0.6767 0.6356 0.0411 6.1% 0.0063 0.9% 98% True False 119,490
40 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 88% False False 113,481
60 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 88% False False 93,265
80 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 88% False False 70,058
100 0.6811 0.6356 0.0455 6.7% 0.0052 0.8% 88% False False 56,068
120 0.6811 0.6356 0.0455 6.7% 0.0050 0.7% 88% False False 46,734
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.6896
2.618 0.6846
1.618 0.6816
1.000 0.6797
0.618 0.6785
HIGH 0.6767
0.618 0.6755
0.500 0.6751
0.382 0.6748
LOW 0.6736
0.618 0.6717
1.000 0.6706
1.618 0.6687
2.618 0.6656
4.250 0.6606
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 0.6755 0.6745
PP 0.6753 0.6732
S1 0.6751 0.6720

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

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