CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 0.6518 0.6512 -0.0006 -0.1% 0.6572
High 0.6563 0.6526 -0.0037 -0.6% 0.6585
Low 0.6505 0.6362 -0.0143 -2.2% 0.6500
Close 0.6531 0.6502 -0.0029 -0.4% 0.6531
Range 0.0058 0.0164 0.0107 185.2% 0.0085
ATR 0.0045 0.0054 0.0009 19.5% 0.0000
Volume 609 1,390 781 128.2% 1,913
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6955 0.6892 0.6592
R3 0.6791 0.6728 0.6547
R2 0.6627 0.6627 0.6532
R1 0.6564 0.6564 0.6517 0.6514
PP 0.6463 0.6463 0.6463 0.6438
S1 0.6400 0.6400 0.6486 0.6350
S2 0.6299 0.6299 0.6471
S3 0.6135 0.6236 0.6456
S4 0.5971 0.6072 0.6411
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6793 0.6747 0.6577
R3 0.6708 0.6662 0.6554
R2 0.6623 0.6623 0.6546
R1 0.6577 0.6577 0.6538 0.6558
PP 0.6538 0.6538 0.6538 0.6529
S1 0.6492 0.6492 0.6523 0.6473
S2 0.6453 0.6453 0.6515
S3 0.6368 0.6407 0.6507
S4 0.6283 0.6322 0.6484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6582 0.6362 0.0220 3.4% 0.0080 1.2% 63% False True 642
10 0.6663 0.6362 0.0301 4.6% 0.0060 0.9% 46% False True 404
20 0.6820 0.6362 0.0458 7.0% 0.0048 0.7% 30% False True 245
40 0.6820 0.6362 0.0458 7.0% 0.0046 0.7% 30% False True 159
60 0.6820 0.6362 0.0458 7.0% 0.0042 0.7% 30% False True 112
80 0.6820 0.6362 0.0458 7.0% 0.0039 0.6% 30% False True 87
100 0.6820 0.6362 0.0458 7.0% 0.0034 0.5% 30% False True 73
120 0.6820 0.6362 0.0458 7.0% 0.0030 0.5% 30% False True 63
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 0.0010
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 0.7223
2.618 0.6955
1.618 0.6791
1.000 0.6690
0.618 0.6627
HIGH 0.6526
0.618 0.6463
0.500 0.6444
0.382 0.6425
LOW 0.6362
0.618 0.6261
1.000 0.6198
1.618 0.6097
2.618 0.5933
4.250 0.5665
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 0.6482 0.6492
PP 0.6463 0.6482
S1 0.6444 0.6472

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

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