CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 0.6812 0.6787 -0.0026 -0.4% 0.6687
High 0.6812 0.6810 -0.0002 0.0% 0.6813
Low 0.6782 0.6777 -0.0005 -0.1% 0.6687
Close 0.6792 0.6807 0.0016 0.2% 0.6807
Range 0.0031 0.0033 0.0003 8.2% 0.0127
ATR 0.0054 0.0053 -0.0002 -2.8% 0.0000
Volume 595 452 -143 -24.0% 6,954
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6897 0.6885 0.6825
R3 0.6864 0.6852 0.6816
R2 0.6831 0.6831 0.6813
R1 0.6819 0.6819 0.6810 0.6825
PP 0.6798 0.6798 0.6798 0.6801
S1 0.6786 0.6786 0.6804 0.6792
S2 0.6765 0.6765 0.6801
S3 0.6732 0.6753 0.6798
S4 0.6699 0.6720 0.6789
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7148 0.7104 0.6876
R3 0.7022 0.6977 0.6841
R2 0.6895 0.6895 0.6830
R1 0.6851 0.6851 0.6818 0.6873
PP 0.6769 0.6769 0.6769 0.6780
S1 0.6724 0.6724 0.6795 0.6747
S2 0.6642 0.6642 0.6783
S3 0.6516 0.6598 0.6772
S4 0.6389 0.6471 0.6737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6813 0.6713 0.0100 1.5% 0.0048 0.7% 94% False False 1,249
10 0.6813 0.6568 0.0245 3.6% 0.0052 0.8% 98% False False 927
20 0.6813 0.6362 0.0451 6.6% 0.0061 0.9% 99% False False 702
40 0.6820 0.6362 0.0458 6.7% 0.0049 0.7% 97% False False 403
60 0.6820 0.6362 0.0458 6.7% 0.0047 0.7% 97% False False 290
80 0.6820 0.6362 0.0458 6.7% 0.0044 0.6% 97% False False 220
100 0.6820 0.6362 0.0458 6.7% 0.0041 0.6% 97% False False 178
120 0.6820 0.6362 0.0458 6.7% 0.0036 0.5% 97% False False 152
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6950
2.618 0.6896
1.618 0.6863
1.000 0.6843
0.618 0.6830
HIGH 0.6810
0.618 0.6797
0.500 0.6794
0.382 0.6790
LOW 0.6777
0.618 0.6757
1.000 0.6744
1.618 0.6724
2.618 0.6691
4.250 0.6637
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 0.6803 0.6793
PP 0.6798 0.6780
S1 0.6794 0.6766

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.