CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Oct-2024
Day Change Summary
Previous Current
28-Oct-2024 29-Oct-2024 Change Change % Previous Week
Open 0.6614 0.6589 -0.0025 -0.4% 0.6711
High 0.6617 0.6589 -0.0028 -0.4% 0.6728
Low 0.6583 0.6549 -0.0035 -0.5% 0.6604
Close 0.6585 0.6559 -0.0026 -0.4% 0.6611
Range 0.0034 0.0041 0.0007 19.1% 0.0124
ATR 0.0052 0.0051 -0.0001 -1.6% 0.0000
Volume 85,256 89,532 4,276 5.0% 353,427
Daily Pivots for day following 29-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6687 0.6664 0.6581
R3 0.6647 0.6623 0.6570
R2 0.6606 0.6606 0.6566
R1 0.6583 0.6583 0.6563 0.6574
PP 0.6566 0.6566 0.6566 0.6561
S1 0.6542 0.6542 0.6555 0.6534
S2 0.6525 0.6525 0.6552
S3 0.6485 0.6502 0.6548
S4 0.6444 0.6461 0.6537
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7018 0.6938 0.6678
R3 0.6894 0.6814 0.6644
R2 0.6771 0.6771 0.6633
R1 0.6691 0.6691 0.6622 0.6669
PP 0.6647 0.6647 0.6647 0.6637
S1 0.6567 0.6567 0.6599 0.6546
S2 0.6524 0.6524 0.6588
S3 0.6400 0.6444 0.6577
S4 0.6277 0.6320 0.6543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6696 0.6549 0.0147 2.2% 0.0048 0.7% 7% False True 78,228
10 0.6728 0.6549 0.0179 2.7% 0.0047 0.7% 6% False True 75,658
20 0.6922 0.6549 0.0373 5.7% 0.0049 0.7% 3% False True 81,865
40 0.6950 0.6549 0.0402 6.1% 0.0055 0.8% 3% False True 86,848
60 0.6950 0.6494 0.0456 7.0% 0.0055 0.8% 14% False False 58,583
80 0.6950 0.6362 0.0588 9.0% 0.0053 0.8% 34% False False 43,999
100 0.6950 0.6362 0.0588 9.0% 0.0051 0.8% 34% False False 35,213
120 0.6950 0.6362 0.0588 9.0% 0.0049 0.7% 34% False False 29,347
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6761
2.618 0.6695
1.618 0.6655
1.000 0.6630
0.618 0.6614
HIGH 0.6589
0.618 0.6574
0.500 0.6569
0.382 0.6564
LOW 0.6549
0.618 0.6523
1.000 0.6508
1.618 0.6483
2.618 0.6442
4.250 0.6376
Fisher Pivots for day following 29-Oct-2024
Pivot 1 day 3 day
R1 0.6569 0.6600
PP 0.6566 0.6586
S1 0.6562 0.6573

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

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