CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 0.6719 0.6760 0.0041 0.6% 0.6681
High 0.6762 0.6777 0.0015 0.2% 0.6742
Low 0.6713 0.6750 0.0038 0.6% 0.6633
Close 0.6752 0.6768 0.0017 0.2% 0.6712
Range 0.0050 0.0027 -0.0023 -45.5% 0.0110
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 89,147 74,220 -14,927 -16.7% 454,413
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6846 0.6834 0.6783
R3 0.6819 0.6807 0.6775
R2 0.6792 0.6792 0.6773
R1 0.6780 0.6780 0.6770 0.6786
PP 0.6765 0.6765 0.6765 0.6768
S1 0.6753 0.6753 0.6766 0.6759
S2 0.6738 0.6738 0.6763
S3 0.6711 0.6726 0.6761
S4 0.6684 0.6699 0.6753
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 0.6777 0.6633 0.0145 2.1% 0.0048 0.7% 94% True False 107,400
10 0.6778 0.6633 0.0146 2.1% 0.0051 0.8% 93% False False 64,414
20 0.6844 0.6633 0.0211 3.1% 0.0051 0.8% 64% False False 34,095
40 0.6844 0.6362 0.0482 7.1% 0.0055 0.8% 84% False False 17,232
60 0.6844 0.6362 0.0482 7.1% 0.0050 0.7% 84% False False 11,518
80 0.6844 0.6362 0.0482 7.1% 0.0048 0.7% 84% False False 8,648
100 0.6844 0.6362 0.0482 7.1% 0.0045 0.7% 84% False False 6,920
120 0.6844 0.6362 0.0482 7.1% 0.0041 0.6% 84% False False 5,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.6892
2.618 0.6848
1.618 0.6821
1.000 0.6804
0.618 0.6794
HIGH 0.6777
0.618 0.6767
0.500 0.6764
0.382 0.6760
LOW 0.6750
0.618 0.6733
1.000 0.6723
1.618 0.6706
2.618 0.6679
4.250 0.6635
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 0.6767 0.6758
PP 0.6765 0.6749
S1 0.6764 0.6739

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

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