CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 0.6700 0.6711 0.0011 0.2% 0.6744
High 0.6724 0.6728 0.0004 0.1% 0.6751
Low 0.6698 0.6657 -0.0041 -0.6% 0.6663
Close 0.6708 0.6659 -0.0050 -0.7% 0.6708
Range 0.0026 0.0071 0.0045 171.2% 0.0088
ATR 0.0053 0.0054 0.0001 2.4% 0.0000
Volume 53,471 69,955 16,484 30.8% 390,862
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6893 0.6846 0.6697
R3 0.6822 0.6776 0.6678
R2 0.6752 0.6752 0.6671
R1 0.6705 0.6705 0.6665 0.6693
PP 0.6681 0.6681 0.6681 0.6675
S1 0.6635 0.6635 0.6652 0.6623
S2 0.6611 0.6611 0.6646
S3 0.6540 0.6564 0.6639
S4 0.6470 0.6494 0.6620
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6970 0.6926 0.6756
R3 0.6882 0.6839 0.6732
R2 0.6795 0.6795 0.6724
R1 0.6751 0.6751 0.6716 0.6729
PP 0.6707 0.6707 0.6707 0.6696
S1 0.6664 0.6664 0.6700 0.6642
S2 0.6620 0.6620 0.6692
S3 0.6532 0.6576 0.6684
S4 0.6445 0.6489 0.6660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6738 0.6657 0.0081 1.2% 0.0045 0.7% 2% False True 75,567
10 0.6775 0.6657 0.0118 1.8% 0.0046 0.7% 1% False True 82,696
20 0.6950 0.6657 0.0293 4.4% 0.0057 0.9% 1% False True 96,084
40 0.6950 0.6633 0.0318 4.8% 0.0056 0.8% 8% False False 76,173
60 0.6950 0.6362 0.0588 8.8% 0.0058 0.9% 50% False False 51,001
80 0.6950 0.6362 0.0588 8.8% 0.0053 0.8% 50% False False 38,278
100 0.6950 0.6362 0.0588 8.8% 0.0051 0.8% 50% False False 30,633
120 0.6950 0.6362 0.0588 8.8% 0.0048 0.7% 50% False False 25,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7027
2.618 0.6912
1.618 0.6842
1.000 0.6798
0.618 0.6771
HIGH 0.6728
0.618 0.6701
0.500 0.6692
0.382 0.6684
LOW 0.6657
0.618 0.6613
1.000 0.6587
1.618 0.6543
2.618 0.6472
4.250 0.6357
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 0.6692 0.6692
PP 0.6681 0.6681
S1 0.6670 0.6670

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

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