CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 10-Jul-2024
Day Change Summary
Previous Current
09-Jul-2024 10-Jul-2024 Change Change % Previous Week
Open 0.6758 0.6762 0.0004 0.1% 0.6703
High 0.6770 0.6772 0.0002 0.0% 0.6776
Low 0.6749 0.6757 0.0008 0.1% 0.6658
Close 0.6764 0.6769 0.0005 0.1% 0.6776
Range 0.0021 0.0015 -0.0006 -28.6% 0.0118
ATR 0.0041 0.0039 -0.0002 -4.5% 0.0000
Volume 96 17 -79 -82.3% 509
Daily Pivots for day following 10-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.6811 0.6805 0.6777
R3 0.6796 0.6790 0.6773
R2 0.6781 0.6781 0.6771
R1 0.6775 0.6775 0.6770 0.6778
PP 0.6766 0.6766 0.6766 0.6767
S1 0.6760 0.6760 0.6767 0.6763
S2 0.6751 0.6751 0.6766
S3 0.6736 0.6745 0.6764
S4 0.6721 0.6730 0.6760
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 0.6693 0.0088 1.3% 0.0033 0.5% 86% False False 71
10 0.6781 0.6645 0.0137 2.0% 0.0038 0.6% 91% False False 98
20 0.6781 0.6618 0.0163 2.4% 0.0039 0.6% 92% False False 75
40 0.6781 0.6609 0.0172 2.5% 0.0040 0.6% 93% False False 47
60 0.6781 0.6405 0.0377 5.6% 0.0035 0.5% 97% False False 34
80 0.6781 0.6405 0.0377 5.6% 0.0031 0.5% 97% False False 30
100 0.6781 0.6405 0.0377 5.6% 0.0027 0.4% 97% False False 26
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.6836
2.618 0.6811
1.618 0.6796
1.000 0.6787
0.618 0.6781
HIGH 0.6772
0.618 0.6766
0.500 0.6765
0.382 0.6763
LOW 0.6757
0.618 0.6748
1.000 0.6742
1.618 0.6733
2.618 0.6718
4.250 0.6693
Fisher Pivots for day following 10-Jul-2024
Pivot 1 day 3 day
R1 0.6767 0.6767
PP 0.6766 0.6766
S1 0.6765 0.6765

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

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