CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 0.6645 0.6657 0.0012 0.2% 0.6665
High 0.6658 0.6660 0.0003 0.0% 0.6670
Low 0.6635 0.6644 0.0009 0.1% 0.6599
Close 0.6641 0.6644 0.0004 0.1% 0.6641
Range 0.0023 0.0016 -0.0007 -28.9% 0.0071
ATR 0.0037 0.0036 -0.0001 -3.4% 0.0000
Volume 3 4 1 33.3% 26
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 0.6697 0.6687 0.6653
R3 0.6681 0.6671 0.6648
R2 0.6665 0.6665 0.6647
R1 0.6655 0.6655 0.6645 0.6652
PP 0.6649 0.6649 0.6649 0.6648
S1 0.6639 0.6639 0.6643 0.6636
S2 0.6633 0.6633 0.6641
S3 0.6617 0.6623 0.6640
S4 0.6601 0.6607 0.6635
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.6848 0.6815 0.6679
R3 0.6777 0.6744 0.6660
R2 0.6707 0.6707 0.6653
R1 0.6674 0.6674 0.6647 0.6655
PP 0.6636 0.6636 0.6636 0.6627
S1 0.6603 0.6603 0.6634 0.6585
S2 0.6566 0.6566 0.6628
S3 0.6495 0.6533 0.6621
S4 0.6425 0.6462 0.6602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6670 0.6599 0.0071 1.1% 0.0019 0.3% 64% False False 5
10 0.6670 0.6520 0.0150 2.3% 0.0026 0.4% 83% False False 5
20 0.6670 0.6405 0.0265 4.0% 0.0024 0.4% 90% False False 7
40 0.6670 0.6405 0.0265 4.0% 0.0022 0.3% 90% False False 13
60 0.6702 0.6405 0.0298 4.5% 0.0018 0.3% 81% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6728
2.618 0.6702
1.618 0.6686
1.000 0.6676
0.618 0.6670
HIGH 0.6660
0.618 0.6654
0.500 0.6652
0.382 0.6650
LOW 0.6644
0.618 0.6634
1.000 0.6628
1.618 0.6618
2.618 0.6602
4.250 0.6576
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 0.6652 0.6648
PP 0.6649 0.6646
S1 0.6647 0.6645

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

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