CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Apr-2024
Day Change Summary
Previous Current
26-Apr-2024 29-Apr-2024 Change Change % Previous Week
Open 0.6574 0.6575 0.0002 0.0% 0.6491
High 0.6586 0.6620 0.0034 0.5% 0.6586
Low 0.6563 0.6575 0.0013 0.2% 0.6491
Close 0.6575 0.6605 0.0030 0.4% 0.6575
Range 0.0024 0.0045 0.0022 91.5% 0.0096
ATR 0.0034 0.0035 0.0001 2.3% 0.0000
Volume 6 18 12 200.0% 42
Daily Pivots for day following 29-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6735 0.6715 0.6629
R3 0.6690 0.6670 0.6617
R2 0.6645 0.6645 0.6613
R1 0.6625 0.6625 0.6609 0.6635
PP 0.6600 0.6600 0.6600 0.6605
S1 0.6580 0.6580 0.6600 0.6590
S2 0.6555 0.6555 0.6596
S3 0.6510 0.6535 0.6592
S4 0.6465 0.6490 0.6580
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6837 0.6802 0.6628
R3 0.6742 0.6706 0.6601
R2 0.6646 0.6646 0.6593
R1 0.6611 0.6611 0.6584 0.6628
PP 0.6551 0.6551 0.6551 0.6559
S1 0.6515 0.6515 0.6566 0.6533
S2 0.6455 0.6455 0.6557
S3 0.6360 0.6420 0.6549
S4 0.6264 0.6324 0.6522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6620 0.6495 0.0125 1.9% 0.0024 0.4% 88% True False 11
10 0.6620 0.6405 0.0216 3.3% 0.0023 0.3% 93% True False 9
20 0.6666 0.6405 0.0262 4.0% 0.0025 0.4% 76% False False 21
40 0.6702 0.6405 0.0298 4.5% 0.0019 0.3% 67% False False 15
60 0.6702 0.6405 0.0298 4.5% 0.0016 0.2% 67% False False 14
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6811
2.618 0.6738
1.618 0.6693
1.000 0.6665
0.618 0.6648
HIGH 0.6620
0.618 0.6603
0.500 0.6598
0.382 0.6592
LOW 0.6575
0.618 0.6547
1.000 0.6530
1.618 0.6502
2.618 0.6457
4.250 0.6384
Fisher Pivots for day following 29-Apr-2024
Pivot 1 day 3 day
R1 0.6602 0.6596
PP 0.6600 0.6587
S1 0.6598 0.6578

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

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