CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 0.6733 0.6703 -0.0030 -0.4% 0.6657
High 0.6733 0.6712 -0.0021 -0.3% 0.6745
Low 0.6702 0.6684 -0.0018 -0.3% 0.6644
Close 0.6709 0.6701 -0.0008 -0.1% 0.6734
Range 0.0031 0.0028 -0.0003 -9.7% 0.0101
ATR 0.0037 0.0036 -0.0001 -1.7% 0.0000
Volume 18 14 -4 -22.2% 57
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 0.6783 0.6770 0.6716
R3 0.6755 0.6742 0.6709
R2 0.6727 0.6727 0.6706
R1 0.6714 0.6714 0.6704 0.6707
PP 0.6699 0.6699 0.6699 0.6695
S1 0.6686 0.6686 0.6698 0.6679
S2 0.6671 0.6671 0.6696
S3 0.6643 0.6658 0.6693
S4 0.6615 0.6630 0.6686
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7011 0.6973 0.6790
R3 0.6910 0.6872 0.6762
R2 0.6809 0.6809 0.6753
R1 0.6771 0.6771 0.6743 0.6790
PP 0.6708 0.6708 0.6708 0.6717
S1 0.6670 0.6670 0.6725 0.6689
S2 0.6607 0.6607 0.6715
S3 0.6506 0.6569 0.6706
S4 0.6405 0.6468 0.6678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6745 0.6671 0.0074 1.1% 0.0038 0.6% 41% False False 11
10 0.6745 0.6599 0.0146 2.2% 0.0026 0.4% 70% False False 10
20 0.6745 0.6520 0.0226 3.4% 0.0028 0.4% 80% False False 8
40 0.6745 0.6405 0.0341 5.1% 0.0025 0.4% 87% False False 15
60 0.6745 0.6405 0.0341 5.1% 0.0021 0.3% 87% False False 12
80 0.6745 0.6405 0.0341 5.1% 0.0018 0.3% 87% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.6831
2.618 0.6785
1.618 0.6757
1.000 0.6740
0.618 0.6729
HIGH 0.6712
0.618 0.6701
0.500 0.6698
0.382 0.6695
LOW 0.6684
0.618 0.6667
1.000 0.6656
1.618 0.6639
2.618 0.6611
4.250 0.6565
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 0.6700 0.6709
PP 0.6699 0.6706
S1 0.6698 0.6704

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

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