CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 0.6646 0.6626 -0.0020 -0.3% 0.6635
High 0.6646 0.6652 0.0006 0.1% 0.6666
Low 0.6620 0.6610 -0.0010 -0.2% 0.6585
Close 0.6629 0.6632 0.0003 0.0% 0.6629
Range 0.0026 0.0042 0.0016 59.6% 0.0082
ATR 0.0051 0.0050 -0.0001 -1.3% 0.0000
Volume 95 100 5 5.3% 994
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 0.6756 0.6735 0.6655
R3 0.6714 0.6694 0.6643
R2 0.6673 0.6673 0.6640
R1 0.6652 0.6652 0.6636 0.6663
PP 0.6631 0.6631 0.6631 0.6636
S1 0.6611 0.6611 0.6628 0.6621
S2 0.6590 0.6590 0.6624
S3 0.6548 0.6569 0.6621
S4 0.6507 0.6528 0.6609
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6871 0.6832 0.6674
R3 0.6790 0.6750 0.6651
R2 0.6708 0.6708 0.6644
R1 0.6669 0.6669 0.6636 0.6648
PP 0.6627 0.6627 0.6627 0.6616
S1 0.6587 0.6587 0.6622 0.6566
S2 0.6545 0.6545 0.6614
S3 0.6464 0.6506 0.6607
S4 0.6382 0.6424 0.6584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6666 0.6585 0.0082 1.2% 0.0042 0.6% 58% False False 200
10 0.6680 0.6491 0.0189 2.8% 0.0055 0.8% 75% False False 165
20 0.6680 0.6390 0.0290 4.4% 0.0050 0.7% 83% False False 136
40 0.6680 0.6390 0.0290 4.4% 0.0051 0.8% 83% False False 112
60 0.6692 0.6390 0.0302 4.6% 0.0042 0.6% 80% False False 87
80 0.6692 0.6390 0.0302 4.6% 0.0036 0.5% 80% False False 67
100 0.6881 0.6390 0.0491 7.4% 0.0033 0.5% 49% False False 55
120 0.6881 0.6390 0.0491 7.4% 0.0030 0.5% 49% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6828
2.618 0.6760
1.618 0.6719
1.000 0.6693
0.618 0.6677
HIGH 0.6652
0.618 0.6636
0.500 0.6631
0.382 0.6626
LOW 0.6610
0.618 0.6584
1.000 0.6569
1.618 0.6543
2.618 0.6501
4.250 0.6434
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 0.6632 0.6628
PP 0.6631 0.6624
S1 0.6631 0.6620

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

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