CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 0.6653 0.6676 0.0023 0.3% 0.6768
High 0.6677 0.6726 0.0049 0.7% 0.6798
Low 0.6623 0.6657 0.0035 0.5% 0.6661
Close 0.6669 0.6718 0.0049 0.7% 0.6673
Range 0.0055 0.0069 0.0014 25.7% 0.0137
ATR 0.0057 0.0058 0.0001 1.5% 0.0000
Volume 254,077 97,183 -156,894 -61.8% 528,365
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6906 0.6880 0.6756
R3 0.6837 0.6812 0.6737
R2 0.6769 0.6769 0.6731
R1 0.6743 0.6743 0.6724 0.6756
PP 0.6700 0.6700 0.6700 0.6707
S1 0.6675 0.6675 0.6712 0.6688
S2 0.6632 0.6632 0.6705
S3 0.6563 0.6606 0.6699
S4 0.6495 0.6538 0.6680
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7122 0.7034 0.6748
R3 0.6985 0.6897 0.6710
R2 0.6848 0.6848 0.6698
R1 0.6760 0.6760 0.6685 0.6735
PP 0.6711 0.6711 0.6711 0.6698
S1 0.6623 0.6623 0.6660 0.6598
S2 0.6574 0.6574 0.6647
S3 0.6437 0.6486 0.6635
S4 0.6300 0.6349 0.6597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6769 0.6623 0.0147 2.2% 0.0061 0.9% 65% False False 141,752
10 0.6834 0.6623 0.0212 3.1% 0.0060 0.9% 45% False False 128,139
20 0.6834 0.6556 0.0278 4.1% 0.0058 0.9% 58% False False 112,725
40 0.6834 0.6356 0.0479 7.1% 0.0059 0.9% 76% False False 116,081
60 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 76% False False 112,374
80 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 76% False False 91,930
100 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 76% False False 73,595
120 0.6834 0.6356 0.0479 7.1% 0.0052 0.8% 76% False False 61,344
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7017
2.618 0.6905
1.618 0.6836
1.000 0.6794
0.618 0.6768
HIGH 0.6726
0.618 0.6699
0.500 0.6691
0.382 0.6683
LOW 0.6657
0.618 0.6615
1.000 0.6589
1.618 0.6546
2.618 0.6478
4.250 0.6366
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 0.6709 0.6703
PP 0.6700 0.6689
S1 0.6691 0.6674

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

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