CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 0.6689 0.6691 0.0002 0.0% 0.6643
High 0.6705 0.6698 -0.0007 -0.1% 0.6705
Low 0.6681 0.6662 -0.0019 -0.3% 0.6618
Close 0.6691 0.6672 -0.0019 -0.3% 0.6672
Range 0.0024 0.0036 0.0012 50.0% 0.0087
ATR 0.0042 0.0042 0.0000 -1.1% 0.0000
Volume 121 34 -87 -71.9% 221
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6785 0.6765 0.6692
R3 0.6749 0.6729 0.6682
R2 0.6713 0.6713 0.6679
R1 0.6693 0.6693 0.6675 0.6685
PP 0.6677 0.6677 0.6677 0.6674
S1 0.6657 0.6657 0.6669 0.6649
S2 0.6641 0.6641 0.6665
S3 0.6605 0.6621 0.6662
S4 0.6569 0.6585 0.6652
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6924 0.6885 0.6720
R3 0.6838 0.6798 0.6696
R2 0.6751 0.6751 0.6688
R1 0.6712 0.6712 0.6680 0.6732
PP 0.6665 0.6665 0.6665 0.6675
S1 0.6625 0.6625 0.6664 0.6645
S2 0.6578 0.6578 0.6656
S3 0.6492 0.6539 0.6648
S4 0.6405 0.6452 0.6624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6705 0.6618 0.0087 1.3% 0.0037 0.6% 62% False False 48
10 0.6721 0.6609 0.0112 1.7% 0.0045 0.7% 57% False False 50
20 0.6726 0.6609 0.0117 1.8% 0.0043 0.7% 54% False False 37
40 0.6745 0.6520 0.0226 3.4% 0.0037 0.6% 68% False False 23
60 0.6745 0.6405 0.0341 5.1% 0.0032 0.5% 79% False False 22
80 0.6745 0.6405 0.0341 5.1% 0.0027 0.4% 79% False False 19
100 0.6745 0.6405 0.0341 5.1% 0.0024 0.4% 79% False False 17
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6851
2.618 0.6792
1.618 0.6756
1.000 0.6734
0.618 0.6720
HIGH 0.6698
0.618 0.6684
0.500 0.6680
0.382 0.6676
LOW 0.6662
0.618 0.6640
1.000 0.6626
1.618 0.6604
2.618 0.6568
4.250 0.6509
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 0.6680 0.6671
PP 0.6677 0.6670
S1 0.6675 0.6669

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

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