CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 0.6582 0.6503 -0.0079 -1.2% 0.6646
High 0.6585 0.6503 -0.0082 -1.2% 0.6666
Low 0.6499 0.6484 -0.0015 -0.2% 0.6499
Close 0.6499 0.6484 -0.0015 -0.2% 0.6499
Range 0.0086 0.0019 -0.0067 -77.8% 0.0167
ATR 0.0040 0.0038 -0.0001 -3.7% 0.0000
Volume 71 9 -62 -87.3% 128
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6547 0.6535 0.6494
R3 0.6528 0.6516 0.6489
R2 0.6509 0.6509 0.6487
R1 0.6497 0.6497 0.6486 0.6494
PP 0.6490 0.6490 0.6490 0.6489
S1 0.6478 0.6478 0.6482 0.6475
S2 0.6471 0.6471 0.6481
S3 0.6452 0.6459 0.6479
S4 0.6433 0.6440 0.6474
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7056 0.6944 0.6591
R3 0.6889 0.6777 0.6545
R2 0.6722 0.6722 0.6530
R1 0.6610 0.6610 0.6514 0.6583
PP 0.6555 0.6555 0.6555 0.6541
S1 0.6443 0.6443 0.6484 0.6416
S2 0.6388 0.6388 0.6468
S3 0.6221 0.6276 0.6453
S4 0.6054 0.6109 0.6407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6666 0.6484 0.0182 2.8% 0.0051 0.8% 0% False True 27
10 0.6666 0.6484 0.0182 2.8% 0.0028 0.4% 0% False True 34
20 0.6666 0.6484 0.0182 2.8% 0.0020 0.3% 0% False True 19
40 0.6702 0.6484 0.0218 3.4% 0.0015 0.2% 0% False True 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.6584
2.618 0.6553
1.618 0.6534
1.000 0.6522
0.618 0.6515
HIGH 0.6503
0.618 0.6496
0.500 0.6494
0.382 0.6491
LOW 0.6484
0.618 0.6472
1.000 0.6465
1.618 0.6453
2.618 0.6434
4.250 0.6403
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 0.6494 0.6534
PP 0.6490 0.6518
S1 0.6487 0.6501

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

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