CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 0.6589 0.6604 0.0015 0.2% 0.6512
High 0.6621 0.6653 0.0032 0.5% 0.6621
Low 0.6587 0.6597 0.0010 0.2% 0.6362
Close 0.6605 0.6653 0.0048 0.7% 0.6590
Range 0.0034 0.0056 0.0022 63.2% 0.0259
ATR 0.0054 0.0054 0.0000 0.2% 0.0000
Volume 324 141 -183 -56.5% 2,535
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6801 0.6782 0.6683
R3 0.6745 0.6727 0.6668
R2 0.6690 0.6690 0.6663
R1 0.6671 0.6671 0.6658 0.6680
PP 0.6634 0.6634 0.6634 0.6639
S1 0.6616 0.6616 0.6647 0.6625
S2 0.6579 0.6579 0.6642
S3 0.6523 0.6560 0.6637
S4 0.6468 0.6505 0.6622
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7300 0.7203 0.6732
R3 0.7041 0.6945 0.6661
R2 0.6783 0.6783 0.6637
R1 0.6686 0.6686 0.6614 0.6735
PP 0.6524 0.6524 0.6524 0.6548
S1 0.6428 0.6428 0.6566 0.6476
S2 0.6266 0.6266 0.6543
S3 0.6007 0.6169 0.6519
S4 0.5749 0.5911 0.6448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6653 0.6528 0.0125 1.9% 0.0053 0.8% 100% True False 269
10 0.6653 0.6362 0.0291 4.4% 0.0070 1.1% 100% True False 477
20 0.6776 0.6362 0.0414 6.2% 0.0054 0.8% 70% False False 300
40 0.6820 0.6362 0.0458 6.9% 0.0046 0.7% 63% False False 192
60 0.6820 0.6362 0.0458 6.9% 0.0045 0.7% 63% False False 137
80 0.6820 0.6362 0.0458 6.9% 0.0041 0.6% 63% False False 105
100 0.6820 0.6362 0.0458 6.9% 0.0037 0.6% 63% False False 88
120 0.6820 0.6362 0.0458 6.9% 0.0033 0.5% 63% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6888
2.618 0.6798
1.618 0.6742
1.000 0.6708
0.618 0.6687
HIGH 0.6653
0.618 0.6631
0.500 0.6625
0.382 0.6618
LOW 0.6597
0.618 0.6563
1.000 0.6542
1.618 0.6507
2.618 0.6452
4.250 0.6361
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 0.6643 0.6641
PP 0.6634 0.6629
S1 0.6625 0.6618

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

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