CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 0.6771 0.6821 0.0050 0.7% 0.6719
High 0.6845 0.6835 -0.0011 -0.2% 0.6845
Low 0.6745 0.6789 0.0045 0.7% 0.6713
Close 0.6827 0.6818 -0.0009 -0.1% 0.6818
Range 0.0101 0.0046 -0.0055 -54.7% 0.0133
ATR 0.0058 0.0057 -0.0001 -1.5% 0.0000
Volume 141,907 99,126 -42,781 -30.1% 508,259
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.6950 0.6930 0.6843
R3 0.6905 0.6884 0.6831
R2 0.6859 0.6859 0.6826
R1 0.6839 0.6839 0.6822 0.6826
PP 0.6814 0.6814 0.6814 0.6808
S1 0.6793 0.6793 0.6814 0.6781
S2 0.6768 0.6768 0.6810
S3 0.6723 0.6748 0.6805
S4 0.6677 0.6702 0.6793
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7189 0.7136 0.6891
R3 0.7057 0.7004 0.6854
R2 0.6924 0.6924 0.6842
R1 0.6871 0.6871 0.6830 0.6898
PP 0.6792 0.6792 0.6792 0.6805
S1 0.6739 0.6739 0.6806 0.6765
S2 0.6659 0.6659 0.6794
S3 0.6527 0.6606 0.6782
S4 0.6394 0.6474 0.6745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6845 0.6713 0.0133 1.9% 0.0060 0.9% 80% False False 101,651
10 0.6845 0.6633 0.0213 3.1% 0.0054 0.8% 87% False False 96,267
20 0.6845 0.6633 0.0213 3.1% 0.0057 0.8% 87% False False 51,071
40 0.6845 0.6362 0.0483 7.1% 0.0058 0.8% 94% False False 25,837
60 0.6845 0.6362 0.0483 7.1% 0.0052 0.8% 94% False False 17,263
80 0.6845 0.6362 0.0483 7.1% 0.0050 0.7% 94% False False 12,958
100 0.6845 0.6362 0.0483 7.1% 0.0046 0.7% 94% False False 10,368
120 0.6845 0.6362 0.0483 7.1% 0.0043 0.6% 94% False False 8,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7028
2.618 0.6954
1.618 0.6908
1.000 0.6880
0.618 0.6863
HIGH 0.6835
0.618 0.6817
0.500 0.6812
0.382 0.6806
LOW 0.6789
0.618 0.6761
1.000 0.6744
1.618 0.6715
2.618 0.6670
4.250 0.6596
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 0.6816 0.6810
PP 0.6814 0.6803
S1 0.6812 0.6795

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

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