CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 0.6787 0.6807 0.0020 0.3% 0.6687
High 0.6810 0.6826 0.0016 0.2% 0.6813
Low 0.6777 0.6779 0.0002 0.0% 0.6687
Close 0.6807 0.6792 -0.0015 -0.2% 0.6807
Range 0.0033 0.0047 0.0014 42.4% 0.0127
ATR 0.0053 0.0052 0.0000 -0.7% 0.0000
Volume 452 2,022 1,570 347.3% 6,954
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6940 0.6913 0.6818
R3 0.6893 0.6866 0.6805
R2 0.6846 0.6846 0.6801
R1 0.6819 0.6819 0.6796 0.6809
PP 0.6799 0.6799 0.6799 0.6794
S1 0.6772 0.6772 0.6788 0.6762
S2 0.6752 0.6752 0.6783
S3 0.6705 0.6725 0.6779
S4 0.6658 0.6678 0.6766
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 0.6826 0.6713 0.0113 1.7% 0.0052 0.8% 70% True False 1,000
10 0.6826 0.6568 0.0258 3.8% 0.0053 0.8% 87% True False 1,109
20 0.6826 0.6362 0.0464 6.8% 0.0060 0.9% 93% True False 781
40 0.6826 0.6362 0.0464 6.8% 0.0050 0.7% 93% True False 451
60 0.6826 0.6362 0.0464 6.8% 0.0047 0.7% 93% True False 323
80 0.6826 0.6362 0.0464 6.8% 0.0044 0.6% 93% True False 245
100 0.6826 0.6362 0.0464 6.8% 0.0041 0.6% 93% True False 198
120 0.6826 0.6362 0.0464 6.8% 0.0036 0.5% 93% True False 169
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 True
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 0.7026
2.618 0.6949
1.618 0.6902
1.000 0.6873
0.618 0.6855
HIGH 0.6826
0.618 0.6808
0.500 0.6803
0.382 0.6797
LOW 0.6779
0.618 0.6750
1.000 0.6732
1.618 0.6703
2.618 0.6656
4.250 0.6579
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 0.6803 0.6802
PP 0.6799 0.6798
S1 0.6796 0.6795

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

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