CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 0.6800 0.6776 -0.0024 -0.4% 0.6676
High 0.6804 0.6800 -0.0004 -0.1% 0.6803
Low 0.6771 0.6766 -0.0005 -0.1% 0.6673
Close 0.6781 0.6797 0.0016 0.2% 0.6796
Range 0.0033 0.0034 0.0001 3.0% 0.0130
ATR 0.0057 0.0056 -0.0002 -2.9% 0.0000
Volume 82,830 71,262 -11,568 -14.0% 537,922
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6890 0.6877 0.6815
R3 0.6856 0.6843 0.6806
R2 0.6822 0.6822 0.6803
R1 0.6809 0.6809 0.6800 0.6815
PP 0.6788 0.6788 0.6788 0.6791
S1 0.6775 0.6775 0.6793 0.6781
S2 0.6754 0.6754 0.6790
S3 0.6720 0.6741 0.6787
S4 0.6686 0.6707 0.6778
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7147 0.7102 0.6868
R3 0.7017 0.6972 0.6832
R2 0.6887 0.6887 0.6820
R1 0.6842 0.6842 0.6808 0.6865
PP 0.6757 0.6757 0.6757 0.6769
S1 0.6712 0.6712 0.6784 0.6735
S2 0.6627 0.6627 0.6772
S3 0.6497 0.6582 0.6760
S4 0.6367 0.6452 0.6725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6804 0.6702 0.0103 1.5% 0.0050 0.7% 93% False False 97,151
10 0.6804 0.6556 0.0248 3.6% 0.0055 0.8% 97% False False 98,146
20 0.6804 0.6356 0.0449 6.6% 0.0064 0.9% 98% False False 112,933
40 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 97% False False 110,390
60 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 97% False False 99,321
80 0.6811 0.6356 0.0455 6.7% 0.0052 0.8% 97% False False 74,661
100 0.6811 0.6356 0.0455 6.7% 0.0053 0.8% 97% False False 59,751
120 0.6811 0.6356 0.0455 6.7% 0.0051 0.7% 97% False False 49,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6945
2.618 0.6889
1.618 0.6855
1.000 0.6834
0.618 0.6821
HIGH 0.6800
0.618 0.6787
0.500 0.6783
0.382 0.6779
LOW 0.6766
0.618 0.6745
1.000 0.6732
1.618 0.6711
2.618 0.6677
4.250 0.6622
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 0.6792 0.6783
PP 0.6788 0.6769
S1 0.6783 0.6756

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

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