CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Dec-2024
Day Change Summary
Previous Current
11-Dec-2024 12-Dec-2024 Change Change % Previous Week
Open 0.6379 0.6373 -0.0006 -0.1% 0.6514
High 0.6390 0.6430 0.0040 0.6% 0.6516
Low 0.6337 0.6361 0.0024 0.4% 0.6373
Close 0.6371 0.6364 -0.0007 -0.1% 0.6385
Range 0.0053 0.0069 0.0016 30.2% 0.0143
ATR 0.0064 0.0064 0.0000 0.6% 0.0000
Volume 168,549 116,207 -52,342 -31.1% 522,033
Daily Pivots for day following 12-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6592 0.6547 0.6401
R3 0.6523 0.6478 0.6382
R2 0.6454 0.6454 0.6376
R1 0.6409 0.6409 0.6370 0.6397
PP 0.6385 0.6385 0.6385 0.6379
S1 0.6340 0.6340 0.6357 0.6328
S2 0.6316 0.6316 0.6351
S3 0.6247 0.6271 0.6345
S4 0.6178 0.6202 0.6326
Weekly Pivots for week ending 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6854 0.6762 0.6464
R3 0.6711 0.6619 0.6424
R2 0.6568 0.6568 0.6411
R1 0.6476 0.6476 0.6398 0.6451
PP 0.6425 0.6425 0.6425 0.6412
S1 0.6333 0.6333 0.6372 0.6308
S2 0.6282 0.6282 0.6359
S3 0.6139 0.6190 0.6346
S4 0.5996 0.6047 0.6306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6472 0.6337 0.0136 2.1% 0.0075 1.2% 20% False False 147,309
10 0.6529 0.6337 0.0193 3.0% 0.0067 1.1% 14% False False 122,817
20 0.6551 0.6337 0.0215 3.4% 0.0060 0.9% 13% False False 104,364
40 0.6728 0.6337 0.0391 6.1% 0.0061 1.0% 7% False False 96,284
60 0.6950 0.6337 0.0614 9.6% 0.0060 0.9% 4% False False 98,410
80 0.6950 0.6337 0.0614 9.6% 0.0059 0.9% 4% False False 83,613
100 0.6950 0.6337 0.0614 9.6% 0.0059 0.9% 4% False False 66,976
120 0.6950 0.6337 0.0614 9.6% 0.0055 0.9% 4% False False 55,829
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6723
2.618 0.6610
1.618 0.6541
1.000 0.6499
0.618 0.6472
HIGH 0.6430
0.618 0.6403
0.500 0.6395
0.382 0.6387
LOW 0.6361
0.618 0.6318
1.000 0.6292
1.618 0.6249
2.618 0.6180
4.250 0.6067
Fisher Pivots for day following 12-Dec-2024
Pivot 1 day 3 day
R1 0.6395 0.6389
PP 0.6385 0.6381
S1 0.6374 0.6372

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

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