CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 0.6807 0.6797 -0.0010 -0.1% 0.6687
High 0.6826 0.6844 0.0018 0.3% 0.6813
Low 0.6779 0.6797 0.0018 0.3% 0.6687
Close 0.6792 0.6812 0.0020 0.3% 0.6807
Range 0.0047 0.0047 -0.0001 -1.1% 0.0127
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 2,022 2,287 265 13.1% 6,954
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6957 0.6931 0.6838
R3 0.6911 0.6885 0.6825
R2 0.6864 0.6864 0.6821
R1 0.6838 0.6838 0.6816 0.6851
PP 0.6818 0.6818 0.6818 0.6824
S1 0.6792 0.6792 0.6808 0.6805
S2 0.6771 0.6771 0.6803
S3 0.6725 0.6745 0.6799
S4 0.6678 0.6699 0.6786
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 0.6844 0.6720 0.0124 1.8% 0.0050 0.7% 75% True False 1,299
10 0.6844 0.6625 0.0219 3.2% 0.0049 0.7% 86% True False 1,253
20 0.6844 0.6362 0.0482 7.1% 0.0058 0.9% 93% True False 859
40 0.6844 0.6362 0.0482 7.1% 0.0049 0.7% 93% True False 506
60 0.6844 0.6362 0.0482 7.1% 0.0047 0.7% 93% True False 360
80 0.6844 0.6362 0.0482 7.1% 0.0044 0.6% 93% True False 274
100 0.6844 0.6362 0.0482 7.1% 0.0042 0.6% 93% True False 221
120 0.6844 0.6362 0.0482 7.1% 0.0036 0.5% 93% True False 188
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7041
2.618 0.6965
1.618 0.6919
1.000 0.6890
0.618 0.6872
HIGH 0.6844
0.618 0.6826
0.500 0.6820
0.382 0.6815
LOW 0.6797
0.618 0.6768
1.000 0.6751
1.618 0.6722
2.618 0.6675
4.250 0.6599
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 0.6820 0.6811
PP 0.6818 0.6811
S1 0.6815 0.6810

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

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