CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 0.6678 0.6638 -0.0040 -0.6% 0.6733
High 0.6700 0.6676 -0.0025 -0.4% 0.6733
Low 0.6650 0.6627 -0.0023 -0.3% 0.6629
Close 0.6650 0.6672 0.0022 0.3% 0.6665
Range 0.0050 0.0049 -0.0002 -3.0% 0.0105
ATR 0.0039 0.0039 0.0001 1.8% 0.0000
Volume 31 11 -20 -64.5% 45
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 0.6804 0.6786 0.6699
R3 0.6755 0.6738 0.6685
R2 0.6707 0.6707 0.6681
R1 0.6689 0.6689 0.6676 0.6698
PP 0.6658 0.6658 0.6658 0.6663
S1 0.6641 0.6641 0.6668 0.6650
S2 0.6610 0.6610 0.6663
S3 0.6561 0.6592 0.6659
S4 0.6513 0.6544 0.6645
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 0.6989 0.6932 0.6722
R3 0.6885 0.6827 0.6694
R2 0.6780 0.6780 0.6684
R1 0.6723 0.6723 0.6675 0.6699
PP 0.6676 0.6676 0.6676 0.6664
S1 0.6618 0.6618 0.6655 0.6595
S2 0.6571 0.6571 0.6646
S3 0.6467 0.6514 0.6636
S4 0.6362 0.6409 0.6608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6706 0.6627 0.0079 1.2% 0.0041 0.6% 57% False True 16
10 0.6745 0.6627 0.0118 1.8% 0.0039 0.6% 38% False True 13
20 0.6745 0.6577 0.0168 2.5% 0.0032 0.5% 57% False False 10
40 0.6745 0.6405 0.0341 5.1% 0.0031 0.5% 79% False False 11
60 0.6745 0.6405 0.0341 5.1% 0.0025 0.4% 79% False False 14
80 0.6745 0.6405 0.0341 5.1% 0.0020 0.3% 79% False False 13
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6882
2.618 0.6802
1.618 0.6754
1.000 0.6724
0.618 0.6705
HIGH 0.6676
0.618 0.6657
0.500 0.6651
0.382 0.6646
LOW 0.6627
0.618 0.6597
1.000 0.6579
1.618 0.6549
2.618 0.6500
4.250 0.6421
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 0.6665 0.6670
PP 0.6658 0.6668
S1 0.6651 0.6666

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

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