CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 0.6673 0.6703 0.0031 0.5% 0.6664
High 0.6707 0.6712 0.0006 0.1% 0.6711
Low 0.6645 0.6670 0.0026 0.4% 0.6645
Close 0.6694 0.6675 -0.0020 -0.3% 0.6694
Range 0.0062 0.0042 -0.0020 -32.3% 0.0066
ATR 0.0042 0.0042 0.0000 0.0% 0.0000
Volume 32 232 200 625.0% 396
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6812 0.6785 0.6698
R3 0.6770 0.6743 0.6686
R2 0.6728 0.6728 0.6682
R1 0.6701 0.6701 0.6678 0.6693
PP 0.6686 0.6686 0.6686 0.6682
S1 0.6659 0.6659 0.6671 0.6651
S2 0.6644 0.6644 0.6667
S3 0.6602 0.6617 0.6663
S4 0.6560 0.6575 0.6651
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.6881 0.6854 0.6730
R3 0.6815 0.6788 0.6712
R2 0.6749 0.6749 0.6706
R1 0.6722 0.6722 0.6700 0.6735
PP 0.6683 0.6683 0.6683 0.6690
S1 0.6656 0.6656 0.6688 0.6669
S2 0.6617 0.6617 0.6682
S3 0.6551 0.6590 0.6676
S4 0.6485 0.6524 0.6658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6712 0.6645 0.0068 1.0% 0.0042 0.6% 44% True False 116
10 0.6712 0.6618 0.0094 1.4% 0.0039 0.6% 60% True False 84
20 0.6726 0.6609 0.0117 1.8% 0.0044 0.7% 56% False False 64
40 0.6745 0.6599 0.0146 2.2% 0.0038 0.6% 52% False False 37
60 0.6745 0.6405 0.0341 5.1% 0.0036 0.5% 79% False False 29
80 0.6745 0.6405 0.0341 5.1% 0.0030 0.4% 79% False False 26
100 0.6745 0.6405 0.0341 5.1% 0.0025 0.4% 79% False False 23
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6891
2.618 0.6822
1.618 0.6780
1.000 0.6754
0.618 0.6738
HIGH 0.6712
0.618 0.6696
0.500 0.6691
0.382 0.6686
LOW 0.6670
0.618 0.6644
1.000 0.6628
1.618 0.6602
2.618 0.6560
4.250 0.6492
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 0.6691 0.6678
PP 0.6686 0.6677
S1 0.6680 0.6676

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

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