CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 0.6614 0.6592 -0.0022 -0.3% 0.6657
High 0.6614 0.6604 -0.0011 -0.2% 0.6660
Low 0.6610 0.6592 -0.0018 -0.3% 0.6592
Close 0.6610 0.6600 -0.0011 -0.2% 0.6623
Range 0.0004 0.0012 0.0008 187.5% 0.0068
ATR 0.0036 0.0034 -0.0001 -3.5% 0.0000
Volume 2 21 19 950.0% 0
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6633 0.6628 0.6606
R3 0.6621 0.6616 0.6603
R2 0.6610 0.6610 0.6602
R1 0.6605 0.6605 0.6601 0.6607
PP 0.6598 0.6598 0.6598 0.6600
S1 0.6593 0.6593 0.6598 0.6596
S2 0.6587 0.6587 0.6597
S3 0.6575 0.6582 0.6596
S4 0.6564 0.6570 0.6593
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.6827 0.6793 0.6660
R3 0.6760 0.6725 0.6642
R2 0.6692 0.6692 0.6635
R1 0.6658 0.6658 0.6629 0.6641
PP 0.6625 0.6625 0.6625 0.6617
S1 0.6590 0.6590 0.6617 0.6574
S2 0.6557 0.6557 0.6611
S3 0.6490 0.6523 0.6604
S4 0.6422 0.6455 0.6586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6660 0.6592 0.0068 1.0% 0.0010 0.2% 11% False True 4
10 0.6709 0.6592 0.0117 1.8% 0.0012 0.2% 6% False True 2
20 0.6709 0.6515 0.0194 2.9% 0.0006 0.1% 44% False False 1
40 0.6709 0.6361 0.0349 5.3% 0.0004 0.1% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6652
2.618 0.6634
1.618 0.6622
1.000 0.6615
0.618 0.6611
HIGH 0.6604
0.618 0.6599
0.500 0.6598
0.382 0.6596
LOW 0.6592
0.618 0.6585
1.000 0.6581
1.618 0.6573
2.618 0.6562
4.250 0.6543
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 0.6599 0.6626
PP 0.6598 0.6617
S1 0.6598 0.6608

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

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