CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 0.6797 0.6789 -0.0009 -0.1% 0.6676
High 0.6817 0.6834 0.0017 0.2% 0.6803
Low 0.6768 0.6784 0.0016 0.2% 0.6673
Close 0.6782 0.6802 0.0020 0.3% 0.6796
Range 0.0049 0.0050 0.0001 2.0% 0.0130
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 104,176 97,025 -7,151 -6.9% 537,922
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6957 0.6929 0.6829
R3 0.6907 0.6879 0.6815
R2 0.6857 0.6857 0.6811
R1 0.6829 0.6829 0.6806 0.6843
PP 0.6807 0.6807 0.6807 0.6813
S1 0.6779 0.6779 0.6797 0.6793
S2 0.6757 0.6757 0.6792
S3 0.6707 0.6729 0.6788
S4 0.6657 0.6679 0.6774
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 0.6834 0.6708 0.0127 1.9% 0.0052 0.8% 74% True False 95,538
10 0.6834 0.6613 0.0221 3.2% 0.0051 0.8% 85% True False 96,702
20 0.6834 0.6356 0.0479 7.0% 0.0062 0.9% 93% True False 107,207
40 0.6834 0.6356 0.0479 7.0% 0.0053 0.8% 93% True False 110,103
60 0.6834 0.6356 0.0479 7.0% 0.0052 0.8% 93% True False 102,335
80 0.6834 0.6356 0.0479 7.0% 0.0052 0.8% 93% True False 77,172
100 0.6834 0.6356 0.0479 7.0% 0.0053 0.8% 93% True False 61,762
120 0.6834 0.6356 0.0479 7.0% 0.0051 0.8% 93% True False 51,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7047
2.618 0.6965
1.618 0.6915
1.000 0.6884
0.618 0.6865
HIGH 0.6834
0.618 0.6815
0.500 0.6809
0.382 0.6803
LOW 0.6784
0.618 0.6753
1.000 0.6734
1.618 0.6703
2.618 0.6653
4.250 0.6572
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 0.6809 0.6801
PP 0.6807 0.6801
S1 0.6804 0.6800

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

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