CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 30-Aug-2024
Day Change Summary
Previous Current
29-Aug-2024 30-Aug-2024 Change Change % Previous Week
Open 0.6797 0.6811 0.0014 0.2% 0.6812
High 0.6844 0.6829 -0.0015 -0.2% 0.6844
Low 0.6797 0.6765 -0.0032 -0.5% 0.6765
Close 0.6812 0.6780 -0.0032 -0.5% 0.6780
Range 0.0047 0.0064 0.0018 37.6% 0.0079
ATR 0.0052 0.0053 0.0001 1.6% 0.0000
Volume 2,287 2,979 692 30.3% 8,335
Daily Pivots for day following 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.6983 0.6946 0.6815
R3 0.6919 0.6882 0.6798
R2 0.6855 0.6855 0.6792
R1 0.6818 0.6818 0.6786 0.6805
PP 0.6791 0.6791 0.6791 0.6785
S1 0.6754 0.6754 0.6774 0.6741
S2 0.6727 0.6727 0.6768
S3 0.6663 0.6690 0.6762
S4 0.6599 0.6626 0.6745
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7032 0.6984 0.6823
R3 0.6953 0.6906 0.6802
R2 0.6875 0.6875 0.6794
R1 0.6827 0.6827 0.6787 0.6812
PP 0.6796 0.6796 0.6796 0.6788
S1 0.6749 0.6749 0.6773 0.6733
S2 0.6718 0.6718 0.6766
S3 0.6639 0.6670 0.6758
S4 0.6561 0.6592 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 0.6765 0.0079 1.2% 0.0044 0.7% 19% False True 1,667
10 0.6844 0.6687 0.0157 2.3% 0.0049 0.7% 60% False False 1,528
20 0.6844 0.6362 0.0482 7.1% 0.0059 0.9% 87% False False 978
40 0.6844 0.6362 0.0482 7.1% 0.0050 0.7% 87% False False 578
60 0.6844 0.6362 0.0482 7.1% 0.0048 0.7% 87% False False 409
80 0.6844 0.6362 0.0482 7.1% 0.0045 0.7% 87% False False 311
100 0.6844 0.6362 0.0482 7.1% 0.0043 0.6% 87% False False 251
120 0.6844 0.6362 0.0482 7.1% 0.0037 0.5% 87% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7101
2.618 0.6997
1.618 0.6933
1.000 0.6893
0.618 0.6869
HIGH 0.6829
0.618 0.6805
0.500 0.6797
0.382 0.6789
LOW 0.6765
0.618 0.6725
1.000 0.6701
1.618 0.6661
2.618 0.6597
4.250 0.6493
Fisher Pivots for day following 30-Aug-2024
Pivot 1 day 3 day
R1 0.6797 0.6804
PP 0.6791 0.6796
S1 0.6786 0.6788

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

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