CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 0.6734 0.6773 0.0039 0.6% 0.6703
High 0.6776 0.6781 0.0005 0.1% 0.6776
Low 0.6734 0.6759 0.0025 0.4% 0.6658
Close 0.6776 0.6761 -0.0015 -0.2% 0.6776
Range 0.0042 0.0023 -0.0020 -46.4% 0.0118
ATR 0.0044 0.0042 -0.0002 -3.5% 0.0000
Volume 103 56 -47 -45.6% 509
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6834 0.6820 0.6773
R3 0.6812 0.6798 0.6767
R2 0.6789 0.6789 0.6765
R1 0.6775 0.6775 0.6763 0.6771
PP 0.6767 0.6767 0.6767 0.6765
S1 0.6753 0.6753 0.6759 0.6749
S2 0.6744 0.6744 0.6757
S3 0.6722 0.6730 0.6755
S4 0.6699 0.6708 0.6749
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7091 0.7051 0.6841
R3 0.6973 0.6933 0.6808
R2 0.6855 0.6855 0.6798
R1 0.6815 0.6815 0.6787 0.6835
PP 0.6737 0.6737 0.6737 0.6747
S1 0.6697 0.6697 0.6765 0.6717
S2 0.6619 0.6619 0.6754
S3 0.6501 0.6579 0.6744
S4 0.6383 0.6461 0.6711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6781 0.6658 0.0123 1.8% 0.0042 0.6% 84% True False 113
10 0.6781 0.6645 0.0137 2.0% 0.0042 0.6% 85% True False 96
20 0.6781 0.6609 0.0172 2.5% 0.0043 0.6% 88% True False 73
40 0.6781 0.6609 0.0172 2.5% 0.0040 0.6% 88% True False 45
60 0.6781 0.6405 0.0377 5.6% 0.0036 0.5% 95% True False 34
80 0.6781 0.6405 0.0377 5.6% 0.0031 0.5% 95% True False 30
100 0.6781 0.6405 0.0377 5.6% 0.0027 0.4% 95% True False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.6877
2.618 0.6840
1.618 0.6817
1.000 0.6804
0.618 0.6795
HIGH 0.6781
0.618 0.6772
0.500 0.6770
0.382 0.6767
LOW 0.6759
0.618 0.6745
1.000 0.6736
1.618 0.6722
2.618 0.6700
4.250 0.6663
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 0.6770 0.6753
PP 0.6767 0.6745
S1 0.6764 0.6737

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

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