CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 08-Aug-2024
Day Change Summary
Previous Current
07-Aug-2024 08-Aug-2024 Change Change % Previous Week
Open 0.6536 0.6529 -0.0007 -0.1% 0.6572
High 0.6590 0.6608 0.0019 0.3% 0.6585
Low 0.6531 0.6528 -0.0004 -0.1% 0.6500
Close 0.6532 0.6608 0.0076 1.2% 0.6531
Range 0.0059 0.0081 0.0022 37.6% 0.0085
ATR 0.0055 0.0057 0.0002 3.3% 0.0000
Volume 319 402 83 26.0% 1,913
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6823 0.6796 0.6652
R3 0.6742 0.6715 0.6630
R2 0.6662 0.6662 0.6623
R1 0.6635 0.6635 0.6615 0.6648
PP 0.6581 0.6581 0.6581 0.6588
S1 0.6554 0.6554 0.6601 0.6568
S2 0.6501 0.6501 0.6593
S3 0.6420 0.6474 0.6586
S4 0.6340 0.6393 0.6564
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 0.6608 0.6362 0.0246 3.7% 0.0085 1.3% 100% True False 597
10 0.6608 0.6362 0.0246 3.7% 0.0067 1.0% 100% True False 436
20 0.6816 0.6362 0.0454 6.9% 0.0054 0.8% 54% False False 283
40 0.6820 0.6362 0.0458 6.9% 0.0047 0.7% 54% False False 181
60 0.6820 0.6362 0.0458 6.9% 0.0045 0.7% 54% False False 128
80 0.6820 0.6362 0.0458 6.9% 0.0040 0.6% 54% False False 97
100 0.6820 0.6362 0.0458 6.9% 0.0036 0.5% 54% False False 82
120 0.6820 0.6362 0.0458 6.9% 0.0032 0.5% 54% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6950
2.618 0.6819
1.618 0.6738
1.000 0.6689
0.618 0.6658
HIGH 0.6608
0.618 0.6577
0.500 0.6568
0.382 0.6558
LOW 0.6528
0.618 0.6478
1.000 0.6447
1.618 0.6397
2.618 0.6317
4.250 0.6185
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 0.6595 0.6589
PP 0.6581 0.6570
S1 0.6568 0.6551

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

View Archives - Comment on this page... - Back to Index of Symbols