CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 0.6721 0.6718 -0.0004 -0.1% 0.6750
High 0.6721 0.6746 0.0025 0.4% 0.6759
Low 0.6721 0.6715 -0.0007 -0.1% 0.6715
Close 0.6721 0.6718 -0.0004 -0.1% 0.6718
Range 0.0000 0.0031 0.0031 0.0045
ATR 0.0035 0.0035 0.0000 -0.9% 0.0000
Volume
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6819 0.6799 0.6735
R3 0.6788 0.6768 0.6726
R2 0.6757 0.6757 0.6723
R1 0.6737 0.6737 0.6720 0.6733
PP 0.6726 0.6726 0.6726 0.6724
S1 0.6706 0.6706 0.6715 0.6702
S2 0.6695 0.6695 0.6712
S3 0.6664 0.6675 0.6709
S4 0.6633 0.6644 0.6700
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.6864 0.6835 0.6742
R3 0.6819 0.6791 0.6730
R2 0.6775 0.6775 0.6726
R1 0.6746 0.6746 0.6722 0.6738
PP 0.6730 0.6730 0.6730 0.6726
S1 0.6702 0.6702 0.6713 0.6694
S2 0.6686 0.6686 0.6709
S3 0.6641 0.6657 0.6705
S4 0.6597 0.6613 0.6693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6759 0.6715 0.0045 0.7% 0.0008 0.1% 7% False True
10 0.6881 0.6691 0.0190 2.8% 0.0026 0.4% 14% False False 8
20 0.6881 0.6691 0.0190 2.8% 0.0020 0.3% 14% False False 8
40 0.6881 0.6515 0.0366 5.4% 0.0015 0.2% 55% False False 4
60 0.6881 0.6361 0.0520 7.7% 0.0011 0.2% 69% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6877
2.618 0.6827
1.618 0.6796
1.000 0.6777
0.618 0.6765
HIGH 0.6746
0.618 0.6734
0.500 0.6730
0.382 0.6726
LOW 0.6715
0.618 0.6695
1.000 0.6684
1.618 0.6664
2.618 0.6633
4.250 0.6583
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 0.6730 0.6730
PP 0.6726 0.6726
S1 0.6722 0.6722

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

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