CME Australian Dollar Future December 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 0.6662 0.6686 0.0024 0.4% 0.6778
High 0.6687 0.6736 0.0049 0.7% 0.6808
Low 0.6633 0.6668 0.0035 0.5% 0.6672
Close 0.6679 0.6728 0.0049 0.7% 0.6683
Range 0.0055 0.0069 0.0014 25.7% 0.0137
ATR 0.0055 0.0056 0.0001 1.8% 0.0000
Volume 186,370 73,773 -112,597 -60.4% 49,289
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6916 0.6891 0.6766
R3 0.6848 0.6822 0.6747
R2 0.6779 0.6779 0.6741
R1 0.6754 0.6754 0.6734 0.6766
PP 0.6711 0.6711 0.6711 0.6717
S1 0.6685 0.6685 0.6722 0.6698
S2 0.6642 0.6642 0.6715
S3 0.6574 0.6617 0.6709
S4 0.6505 0.6548 0.6690
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7130 0.7043 0.6758
R3 0.6994 0.6906 0.6720
R2 0.6857 0.6857 0.6708
R1 0.6770 0.6770 0.6695 0.6745
PP 0.6721 0.6721 0.6721 0.6708
S1 0.6633 0.6633 0.6670 0.6609
S2 0.6584 0.6584 0.6657
S3 0.6448 0.6497 0.6645
S4 0.6311 0.6360 0.6607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6778 0.6633 0.0146 2.2% 0.0061 0.9% 66% False False 71,777
10 0.6844 0.6633 0.0211 3.1% 0.0059 0.9% 45% False False 39,547
20 0.6844 0.6568 0.0276 4.1% 0.0056 0.8% 58% False False 20,328
40 0.6844 0.6362 0.0482 7.2% 0.0056 0.8% 76% False False 10,317
60 0.6844 0.6362 0.0482 7.2% 0.0050 0.7% 76% False False 6,907
80 0.6844 0.6362 0.0482 7.2% 0.0048 0.7% 76% False False 5,187
100 0.6844 0.6362 0.0482 7.2% 0.0044 0.7% 76% False False 4,152
120 0.6844 0.6362 0.0482 7.2% 0.0040 0.6% 76% False False 3,463
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 0.7027
2.618 0.6915
1.618 0.6847
1.000 0.6805
0.618 0.6778
HIGH 0.6736
0.618 0.6710
0.500 0.6702
0.382 0.6694
LOW 0.6668
0.618 0.6625
1.000 0.6599
1.618 0.6557
2.618 0.6488
4.250 0.6376
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 0.6719 0.6713
PP 0.6711 0.6699
S1 0.6702 0.6684

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

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