CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Apr-2024
Day Change Summary
Previous Current
04-Apr-2024 05-Apr-2024 Change Change % Previous Week
Open 0.6641 0.6622 -0.0019 -0.3% 0.6524
High 0.6641 0.6622 -0.0019 -0.3% 0.6641
Low 0.6641 0.6596 -0.0045 -0.7% 0.6524
Close 0.6641 0.6622 -0.0019 -0.3% 0.6622
Range 0.0000 0.0026 0.0026 0.0117
ATR 0.0030 0.0031 0.0001 3.4% 0.0000
Volume 0 8 8 210
Daily Pivots for day following 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6690 0.6681 0.6636
R3 0.6664 0.6656 0.6629
R2 0.6639 0.6639 0.6626
R1 0.6630 0.6630 0.6624 0.6634
PP 0.6613 0.6613 0.6613 0.6615
S1 0.6605 0.6605 0.6619 0.6609
S2 0.6588 0.6588 0.6617
S3 0.6562 0.6579 0.6614
S4 0.6537 0.6554 0.6607
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6946 0.6901 0.6686
R3 0.6829 0.6784 0.6654
R2 0.6712 0.6712 0.6643
R1 0.6667 0.6667 0.6632 0.6690
PP 0.6595 0.6595 0.6595 0.6607
S1 0.6550 0.6550 0.6611 0.6573
S2 0.6478 0.6478 0.6600
S3 0.6361 0.6433 0.6589
S4 0.6244 0.6316 0.6557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6641 0.6524 0.0117 1.8% 0.0006 0.1% 84% False False 42
10 0.6641 0.6524 0.0117 1.8% 0.0013 0.2% 84% False False 24
20 0.6702 0.6524 0.0179 2.7% 0.0011 0.2% 55% False False 19
40 0.6702 0.6488 0.0214 3.2% 0.0010 0.2% 62% False False 15
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6730
2.618 0.6688
1.618 0.6663
1.000 0.6647
0.618 0.6637
HIGH 0.6622
0.618 0.6612
0.500 0.6609
0.382 0.6606
LOW 0.6596
0.618 0.6580
1.000 0.6571
1.618 0.6555
2.618 0.6529
4.250 0.6488
Fisher Pivots for day following 05-Apr-2024
Pivot 1 day 3 day
R1 0.6617 0.6620
PP 0.6613 0.6619
S1 0.6609 0.6618

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

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