CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Aug-2024
Day Change Summary
Previous Current
29-Aug-2024 30-Aug-2024 Change Change % Previous Week
Open 0.6789 0.6801 0.0013 0.2% 0.6800
High 0.6834 0.6820 -0.0015 -0.2% 0.6834
Low 0.6784 0.6755 -0.0030 -0.4% 0.6755
Close 0.6802 0.6770 -0.0032 -0.5% 0.6770
Range 0.0050 0.0065 0.0015 30.0% 0.0080
ATR 0.0055 0.0056 0.0001 1.3% 0.0000
Volume 97,025 87,934 -9,091 -9.4% 443,227
Daily Pivots for day following 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6976 0.6938 0.6805
R3 0.6911 0.6873 0.6787
R2 0.6846 0.6846 0.6781
R1 0.6808 0.6808 0.6775 0.6795
PP 0.6781 0.6781 0.6781 0.6775
S1 0.6743 0.6743 0.6764 0.6730
S2 0.6716 0.6716 0.6758
S3 0.6651 0.6678 0.6752
S4 0.6586 0.6613 0.6734
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7025 0.6977 0.6813
R3 0.6945 0.6897 0.6791
R2 0.6866 0.6866 0.6784
R1 0.6818 0.6818 0.6777 0.6802
PP 0.6786 0.6786 0.6786 0.6778
S1 0.6738 0.6738 0.6762 0.6722
S2 0.6707 0.6707 0.6755
S3 0.6627 0.6659 0.6748
S4 0.6548 0.6579 0.6726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6834 0.6755 0.0080 1.2% 0.0046 0.7% 19% False True 88,645
10 0.6834 0.6673 0.0161 2.4% 0.0052 0.8% 60% False False 98,114
20 0.6834 0.6356 0.0479 7.1% 0.0062 0.9% 87% False False 103,515
40 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 87% False False 107,979
60 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 87% False False 103,755
80 0.6834 0.6356 0.0479 7.1% 0.0052 0.8% 87% False False 78,264
100 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 87% False False 62,641
120 0.6834 0.6356 0.0479 7.1% 0.0051 0.8% 87% False False 52,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7096
2.618 0.6990
1.618 0.6925
1.000 0.6885
0.618 0.6860
HIGH 0.6820
0.618 0.6795
0.500 0.6787
0.382 0.6779
LOW 0.6755
0.618 0.6714
1.000 0.6690
1.618 0.6649
2.618 0.6584
4.250 0.6478
Fisher Pivots for day following 30-Aug-2024
Pivot 1 day 3 day
R1 0.6787 0.6794
PP 0.6781 0.6786
S1 0.6775 0.6778

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

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