CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 0.6686 0.6733 0.0047 0.7% 0.6681
High 0.6736 0.6742 0.0006 0.1% 0.6742
Low 0.6668 0.6702 0.0034 0.5% 0.6633
Close 0.6728 0.6712 -0.0016 -0.2% 0.6712
Range 0.0069 0.0041 -0.0028 -40.9% 0.0110
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 73,773 113,493 39,720 53.8% 454,413
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6840 0.6817 0.6734
R3 0.6800 0.6776 0.6723
R2 0.6759 0.6759 0.6719
R1 0.6736 0.6736 0.6716 0.6727
PP 0.6719 0.6719 0.6719 0.6714
S1 0.6695 0.6695 0.6708 0.6687
S2 0.6678 0.6678 0.6705
S3 0.6638 0.6655 0.6701
S4 0.6597 0.6614 0.6690
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7024 0.6978 0.6772
R3 0.6915 0.6868 0.6742
R2 0.6805 0.6805 0.6732
R1 0.6759 0.6759 0.6722 0.6782
PP 0.6696 0.6696 0.6696 0.6707
S1 0.6649 0.6649 0.6702 0.6672
S2 0.6586 0.6586 0.6692
S3 0.6477 0.6540 0.6682
S4 0.6367 0.6430 0.6652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6742 0.6633 0.0110 1.6% 0.0048 0.7% 73% True False 90,882
10 0.6829 0.6633 0.0197 2.9% 0.0059 0.9% 40% False False 50,668
20 0.6844 0.6625 0.0219 3.3% 0.0054 0.8% 40% False False 25,961
40 0.6844 0.6362 0.0482 7.2% 0.0056 0.8% 73% False False 13,151
60 0.6844 0.6362 0.0482 7.2% 0.0049 0.7% 73% False False 8,798
80 0.6844 0.6362 0.0482 7.2% 0.0048 0.7% 73% False False 6,606
100 0.6844 0.6362 0.0482 7.2% 0.0044 0.7% 73% False False 5,286
120 0.6844 0.6362 0.0482 7.2% 0.0040 0.6% 73% False False 4,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6914
2.618 0.6848
1.618 0.6808
1.000 0.6783
0.618 0.6767
HIGH 0.6742
0.618 0.6727
0.500 0.6722
0.382 0.6717
LOW 0.6702
0.618 0.6676
1.000 0.6661
1.618 0.6636
2.618 0.6595
4.250 0.6529
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 0.6722 0.6704
PP 0.6719 0.6696
S1 0.6715 0.6687

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

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