CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 0.6668 0.6698 0.0030 0.4% 0.6664
High 0.6695 0.6758 0.0064 0.9% 0.6711
Low 0.6658 0.6693 0.0035 0.5% 0.6645
Close 0.6693 0.6728 0.0035 0.5% 0.6694
Range 0.0037 0.0065 0.0029 78.1% 0.0066
ATR 0.0042 0.0043 0.0002 4.1% 0.0000
Volume 91 83 -8 -8.8% 396
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6921 0.6889 0.6763
R3 0.6856 0.6824 0.6745
R2 0.6791 0.6791 0.6739
R1 0.6759 0.6759 0.6733 0.6775
PP 0.6726 0.6726 0.6726 0.6734
S1 0.6694 0.6694 0.6722 0.6710
S2 0.6661 0.6661 0.6716
S3 0.6596 0.6629 0.6710
S4 0.6531 0.6564 0.6692
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 0.6758 0.6645 0.0114 1.7% 0.0047 0.7% 73% True False 123
10 0.6758 0.6645 0.0114 1.7% 0.0041 0.6% 73% True False 95
20 0.6758 0.6609 0.0149 2.2% 0.0043 0.6% 80% True False 68
40 0.6758 0.6599 0.0159 2.4% 0.0039 0.6% 81% True False 41
60 0.6758 0.6405 0.0354 5.3% 0.0037 0.5% 91% True False 31
80 0.6758 0.6405 0.0354 5.3% 0.0030 0.4% 91% True False 28
100 0.6758 0.6405 0.0354 5.3% 0.0026 0.4% 91% True False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7034
2.618 0.6928
1.618 0.6863
1.000 0.6823
0.618 0.6798
HIGH 0.6758
0.618 0.6733
0.500 0.6726
0.382 0.6718
LOW 0.6693
0.618 0.6653
1.000 0.6628
1.618 0.6588
2.618 0.6523
4.250 0.6417
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 0.6727 0.6721
PP 0.6726 0.6715
S1 0.6726 0.6708

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

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