CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 0.6761 0.6762 0.0001 0.0% 0.6589
High 0.6776 0.6768 -0.0008 -0.1% 0.6688
Low 0.6748 0.6713 -0.0035 -0.5% 0.6568
Close 0.6768 0.6721 -0.0048 -0.7% 0.6687
Range 0.0028 0.0055 0.0027 98.2% 0.0120
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 3,266 795 -2,471 -75.7% 1,739
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6897 0.6863 0.6750
R3 0.6843 0.6809 0.6735
R2 0.6788 0.6788 0.6730
R1 0.6754 0.6754 0.6725 0.6744
PP 0.6734 0.6734 0.6734 0.6729
S1 0.6700 0.6700 0.6716 0.6690
S2 0.6679 0.6679 0.6711
S3 0.6625 0.6645 0.6706
S4 0.6570 0.6591 0.6691
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7006 0.6966 0.6752
R3 0.6886 0.6846 0.6719
R2 0.6767 0.6767 0.6708
R1 0.6727 0.6727 0.6697 0.6747
PP 0.6647 0.6647 0.6647 0.6657
S1 0.6607 0.6607 0.6676 0.6627
S2 0.6528 0.6528 0.6665
S3 0.6408 0.6488 0.6654
S4 0.6289 0.6368 0.6621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6776 0.6625 0.0151 2.2% 0.0048 0.7% 63% False False 1,208
10 0.6776 0.6568 0.0208 3.1% 0.0049 0.7% 73% False False 771
20 0.6776 0.6362 0.0414 6.2% 0.0058 0.9% 87% False False 603
40 0.6820 0.6362 0.0458 6.8% 0.0049 0.7% 78% False False 359
60 0.6820 0.6362 0.0458 6.8% 0.0047 0.7% 78% False False 254
80 0.6820 0.6362 0.0458 6.8% 0.0043 0.6% 78% False False 193
100 0.6820 0.6362 0.0458 6.8% 0.0040 0.6% 78% False False 158
120 0.6820 0.6362 0.0458 6.8% 0.0035 0.5% 78% False False 134
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.6999
2.618 0.6910
1.618 0.6856
1.000 0.6822
0.618 0.6801
HIGH 0.6768
0.618 0.6747
0.500 0.6740
0.382 0.6734
LOW 0.6713
0.618 0.6679
1.000 0.6659
1.618 0.6625
2.618 0.6570
4.250 0.6481
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 0.6740 0.6744
PP 0.6734 0.6736
S1 0.6727 0.6728

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

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