CME Australian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 0.6801 0.6768 -0.0033 -0.5% 0.6800
High 0.6820 0.6798 -0.0022 -0.3% 0.6834
Low 0.6755 0.6710 -0.0045 -0.7% 0.6755
Close 0.6770 0.6717 -0.0053 -0.8% 0.6770
Range 0.0065 0.0088 0.0023 35.4% 0.0080
ATR 0.0056 0.0058 0.0002 4.1% 0.0000
Volume 87,934 192,176 104,242 118.5% 443,227
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7006 0.6949 0.6765
R3 0.6918 0.6861 0.6741
R2 0.6830 0.6830 0.6733
R1 0.6773 0.6773 0.6725 0.6757
PP 0.6742 0.6742 0.6742 0.6734
S1 0.6685 0.6685 0.6708 0.6669
S2 0.6654 0.6654 0.6700
S3 0.6566 0.6597 0.6692
S4 0.6478 0.6509 0.6668
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7025 0.6977 0.6813
R3 0.6945 0.6897 0.6791
R2 0.6866 0.6866 0.6784
R1 0.6818 0.6818 0.6777 0.6802
PP 0.6786 0.6786 0.6786 0.6778
S1 0.6738 0.6738 0.6762 0.6722
S2 0.6707 0.6707 0.6755
S3 0.6627 0.6659 0.6748
S4 0.6548 0.6579 0.6726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6834 0.6710 0.0124 1.8% 0.0057 0.9% 5% False True 110,514
10 0.6834 0.6702 0.0133 2.0% 0.0054 0.8% 11% False False 108,093
20 0.6834 0.6480 0.0355 5.3% 0.0058 0.9% 67% False False 102,343
40 0.6834 0.6356 0.0479 7.1% 0.0055 0.8% 75% False False 110,824
60 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 75% False False 106,815
80 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 75% False False 80,664
100 0.6834 0.6356 0.0479 7.1% 0.0053 0.8% 75% False False 64,561
120 0.6834 0.6356 0.0479 7.1% 0.0052 0.8% 75% False False 53,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7172
2.618 0.7028
1.618 0.6940
1.000 0.6886
0.618 0.6852
HIGH 0.6798
0.618 0.6764
0.500 0.6754
0.382 0.6744
LOW 0.6710
0.618 0.6656
1.000 0.6622
1.618 0.6568
2.618 0.6480
4.250 0.6336
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 0.6754 0.6772
PP 0.6742 0.6754
S1 0.6729 0.6735

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

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