CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 11-Apr-2024
Day Change Summary
Previous Current
10-Apr-2024 11-Apr-2024 Change Change % Previous Week
Open 0.6666 0.6554 -0.0112 -1.7% 0.6524
High 0.6666 0.6583 -0.0084 -1.3% 0.6641
Low 0.6546 0.6554 0.0008 0.1% 0.6524
Close 0.6546 0.6583 0.0037 0.6% 0.6622
Range 0.0120 0.0029 -0.0092 -76.3% 0.0117
ATR 0.0036 0.0036 0.0000 0.1% 0.0000
Volume 6 50 44 733.3% 210
Daily Pivots for day following 11-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6659 0.6649 0.6598
R3 0.6630 0.6621 0.6590
R2 0.6602 0.6602 0.6588
R1 0.6592 0.6592 0.6585 0.6597
PP 0.6573 0.6573 0.6573 0.6575
S1 0.6564 0.6564 0.6580 0.6568
S2 0.6545 0.6545 0.6577
S3 0.6516 0.6535 0.6575
S4 0.6488 0.6507 0.6567
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 0.6666 0.6546 0.0120 1.8% 0.0035 0.5% 30% False False 13
10 0.6666 0.6524 0.0143 2.2% 0.0021 0.3% 41% False False 29
20 0.6666 0.6524 0.0143 2.2% 0.0015 0.2% 41% False False 16
40 0.6702 0.6500 0.0202 3.1% 0.0014 0.2% 41% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6704
2.618 0.6657
1.618 0.6629
1.000 0.6611
0.618 0.6600
HIGH 0.6583
0.618 0.6572
0.500 0.6568
0.382 0.6565
LOW 0.6554
0.618 0.6536
1.000 0.6526
1.618 0.6508
2.618 0.6479
4.250 0.6433
Fisher Pivots for day following 11-Apr-2024
Pivot 1 day 3 day
R1 0.6578 0.6606
PP 0.6573 0.6598
S1 0.6568 0.6590

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

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