CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 0.6524 0.6536 0.0012 0.2% 0.6572
High 0.6558 0.6590 0.0032 0.5% 0.6585
Low 0.6494 0.6531 0.0037 0.6% 0.6500
Close 0.6548 0.6532 -0.0016 -0.2% 0.6531
Range 0.0064 0.0059 -0.0005 -7.9% 0.0085
ATR 0.0055 0.0055 0.0000 0.5% 0.0000
Volume 265 319 54 20.4% 1,913
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6726 0.6688 0.6564
R3 0.6668 0.6629 0.6548
R2 0.6609 0.6609 0.6543
R1 0.6571 0.6571 0.6537 0.6561
PP 0.6551 0.6551 0.6551 0.6546
S1 0.6512 0.6512 0.6527 0.6502
S2 0.6492 0.6492 0.6521
S3 0.6434 0.6454 0.6516
S4 0.6375 0.6395 0.6500
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 0.6590 0.6362 0.0228 3.5% 0.0084 1.3% 75% True False 660
10 0.6598 0.6362 0.0236 3.6% 0.0066 1.0% 72% False False 448
20 0.6820 0.6362 0.0458 7.0% 0.0052 0.8% 37% False False 268
40 0.6820 0.6362 0.0458 7.0% 0.0045 0.7% 37% False False 172
60 0.6820 0.6362 0.0458 7.0% 0.0044 0.7% 37% False False 121
80 0.6820 0.6362 0.0458 7.0% 0.0039 0.6% 37% False False 93
100 0.6820 0.6362 0.0458 7.0% 0.0035 0.5% 37% False False 78
120 0.6820 0.6362 0.0458 7.0% 0.0031 0.5% 37% False False 66
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 False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6838
2.618 0.6743
1.618 0.6684
1.000 0.6648
0.618 0.6626
HIGH 0.6590
0.618 0.6567
0.500 0.6560
0.382 0.6553
LOW 0.6531
0.618 0.6495
1.000 0.6473
1.618 0.6436
2.618 0.6378
4.250 0.6282
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 0.6560 0.6513
PP 0.6551 0.6495
S1 0.6541 0.6476

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

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