CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 0.6577 0.6614 0.0037 0.6% 0.6575
High 0.6609 0.6649 0.0040 0.6% 0.6649
Low 0.6577 0.6601 0.0024 0.4% 0.6520
Close 0.6609 0.6649 0.0040 0.6% 0.6649
Range 0.0032 0.0048 0.0016 50.8% 0.0129
ATR 0.0039 0.0040 0.0001 1.5% 0.0000
Volume 4 1 -3 -75.0% 38
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.6775 0.6759 0.6675
R3 0.6728 0.6712 0.6662
R2 0.6680 0.6680 0.6657
R1 0.6664 0.6664 0.6653 0.6672
PP 0.6633 0.6633 0.6633 0.6637
S1 0.6617 0.6617 0.6644 0.6625
S2 0.6585 0.6585 0.6640
S3 0.6538 0.6569 0.6635
S4 0.6490 0.6522 0.6622
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.6993 0.6950 0.6719
R3 0.6864 0.6821 0.6684
R2 0.6735 0.6735 0.6672
R1 0.6692 0.6692 0.6660 0.6713
PP 0.6606 0.6606 0.6606 0.6616
S1 0.6563 0.6563 0.6637 0.6584
S2 0.6477 0.6477 0.6625
S3 0.6348 0.6434 0.6613
S4 0.6219 0.6305 0.6578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6649 0.6520 0.0129 1.9% 0.0041 0.6% 100% True False 7
10 0.6649 0.6491 0.0158 2.4% 0.0028 0.4% 100% True False 8
20 0.6666 0.6405 0.0262 3.9% 0.0032 0.5% 93% False False 12
40 0.6702 0.6405 0.0298 4.5% 0.0021 0.3% 82% False False 16
60 0.6702 0.6405 0.0298 4.5% 0.0017 0.3% 82% False False 14
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6850
2.618 0.6773
1.618 0.6725
1.000 0.6696
0.618 0.6678
HIGH 0.6649
0.618 0.6630
0.500 0.6625
0.382 0.6619
LOW 0.6601
0.618 0.6572
1.000 0.6554
1.618 0.6524
2.618 0.6477
4.250 0.6399
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 0.6641 0.6635
PP 0.6633 0.6622
S1 0.6625 0.6609

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

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