CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 23-Apr-2024
Day Change Summary
Previous Current
22-Apr-2024 23-Apr-2024 Change Change % Previous Week
Open 0.6491 0.6495 0.0005 0.1% 0.6503
High 0.6493 0.6528 0.0035 0.5% 0.6503
Low 0.6491 0.6495 0.0005 0.1% 0.6405
Close 0.6493 0.6528 0.0035 0.5% 0.6458
Range 0.0003 0.0033 0.0030 1,200.0% 0.0099
ATR 0.0038 0.0037 0.0000 -0.6% 0.0000
Volume 4 16 12 300.0% 40
Daily Pivots for day following 23-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6614 0.6603 0.6545
R3 0.6582 0.6571 0.6536
R2 0.6549 0.6549 0.6533
R1 0.6538 0.6538 0.6530 0.6544
PP 0.6517 0.6517 0.6517 0.6519
S1 0.6506 0.6506 0.6525 0.6511
S2 0.6484 0.6484 0.6522
S3 0.6452 0.6473 0.6519
S4 0.6419 0.6441 0.6510
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6751 0.6703 0.6512
R3 0.6652 0.6604 0.6485
R2 0.6554 0.6554 0.6476
R1 0.6506 0.6506 0.6467 0.6481
PP 0.6455 0.6455 0.6455 0.6443
S1 0.6407 0.6407 0.6449 0.6382
S2 0.6357 0.6357 0.6440
S3 0.6258 0.6309 0.6431
S4 0.6160 0.6210 0.6404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6528 0.6405 0.0123 1.9% 0.0020 0.3% 100% True False 4
10 0.6666 0.6405 0.0262 4.0% 0.0039 0.6% 47% False False 18
20 0.6666 0.6405 0.0262 4.0% 0.0023 0.3% 47% False False 21
40 0.6702 0.6405 0.0298 4.6% 0.0018 0.3% 41% False False 14
60 0.6702 0.6405 0.0298 4.6% 0.0015 0.2% 41% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6666
2.618 0.6613
1.618 0.6580
1.000 0.6560
0.618 0.6548
HIGH 0.6528
0.618 0.6515
0.500 0.6511
0.382 0.6507
LOW 0.6495
0.618 0.6475
1.000 0.6463
1.618 0.6442
2.618 0.6410
4.250 0.6357
Fisher Pivots for day following 23-Apr-2024
Pivot 1 day 3 day
R1 0.6522 0.6507
PP 0.6517 0.6487
S1 0.6511 0.6466

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

View Archives - Comment on this page... - Back to Index of Symbols