CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Dec-2024
Day Change Summary
Previous Current
13-Dec-2024 16-Dec-2024 Change Change % Previous Week
Open 0.6368 0.6362 -0.0006 -0.1% 0.6395
High 0.6384 0.6382 -0.0002 0.0% 0.6472
Low 0.6352 0.6346 -0.0007 -0.1% 0.6337
Close 0.6357 0.6352 -0.0005 -0.1% 0.6357
Range 0.0032 0.0037 0.0005 15.9% 0.0136
ATR 0.0062 0.0060 -0.0002 -2.9% 0.0000
Volume 23,760 1,110 -22,650 -95.3% 643,109
Daily Pivots for day following 16-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6469 0.6447 0.6372
R3 0.6433 0.6410 0.6362
R2 0.6396 0.6396 0.6358
R1 0.6374 0.6374 0.6355 0.6367
PP 0.6360 0.6360 0.6360 0.6356
S1 0.6337 0.6337 0.6348 0.6330
S2 0.6323 0.6323 0.6345
S3 0.6287 0.6301 0.6341
S4 0.6250 0.6264 0.6331
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.6795 0.6711 0.6431
R3 0.6659 0.6576 0.6394
R2 0.6524 0.6524 0.6381
R1 0.6440 0.6440 0.6369 0.6414
PP 0.6388 0.6388 0.6388 0.6375
S1 0.6305 0.6305 0.6344 0.6279
S2 0.6253 0.6253 0.6332
S3 0.6117 0.6169 0.6319
S4 0.5982 0.6034 0.6282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6442 0.6337 0.0106 1.7% 0.0053 0.8% 14% False False 101,812
10 0.6506 0.6337 0.0169 2.7% 0.0061 1.0% 9% False False 107,031
20 0.6551 0.6337 0.0215 3.4% 0.0059 0.9% 7% False False 95,742
40 0.6728 0.6337 0.0391 6.2% 0.0060 1.0% 4% False False 93,294
60 0.6950 0.6337 0.0614 9.7% 0.0059 0.9% 2% False False 94,807
80 0.6950 0.6337 0.0614 9.7% 0.0059 0.9% 2% False False 83,873
100 0.6950 0.6337 0.0614 9.7% 0.0058 0.9% 2% False False 67,219
120 0.6950 0.6337 0.0614 9.7% 0.0055 0.9% 2% False False 56,035
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 True
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 0.6537
2.618 0.6478
1.618 0.6441
1.000 0.6419
0.618 0.6405
HIGH 0.6382
0.618 0.6368
0.500 0.6364
0.382 0.6359
LOW 0.6346
0.618 0.6323
1.000 0.6309
1.618 0.6286
2.618 0.6250
4.250 0.6190
Fisher Pivots for day following 16-Dec-2024
Pivot 1 day 3 day
R1 0.6364 0.6388
PP 0.6360 0.6376
S1 0.6356 0.6364

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

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