CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-Oct-2024
Day Change Summary
Previous Current
16-Oct-2024 17-Oct-2024 Change Change % Previous Week
Open 0.6707 0.6670 -0.0037 -0.5% 0.6803
High 0.6707 0.6715 0.0009 0.1% 0.6817
Low 0.6663 0.6664 0.0001 0.0% 0.6698
Close 0.6670 0.6700 0.0030 0.4% 0.6762
Range 0.0044 0.0052 0.0008 18.4% 0.0119
ATR 0.0055 0.0055 0.0000 -0.5% 0.0000
Volume 83,917 90,981 7,064 8.4% 442,747
Daily Pivots for day following 17-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.6847 0.6825 0.6728
R3 0.6796 0.6773 0.6714
R2 0.6744 0.6744 0.6709
R1 0.6722 0.6722 0.6704 0.6733
PP 0.6693 0.6693 0.6693 0.6698
S1 0.6670 0.6670 0.6695 0.6682
S2 0.6641 0.6641 0.6690
S3 0.6590 0.6619 0.6685
S4 0.6538 0.6567 0.6671
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7114 0.7056 0.6827
R3 0.6996 0.6938 0.6794
R2 0.6877 0.6877 0.6783
R1 0.6819 0.6819 0.6772 0.6789
PP 0.6759 0.6759 0.6759 0.6744
S1 0.6701 0.6701 0.6751 0.6671
S2 0.6640 0.6640 0.6740
S3 0.6522 0.6582 0.6729
S4 0.6403 0.6464 0.6696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6765 0.6663 0.0102 1.5% 0.0042 0.6% 36% False False 80,578
10 0.6858 0.6663 0.0195 2.9% 0.0050 0.7% 19% False False 87,666
20 0.6950 0.6663 0.0287 4.3% 0.0057 0.9% 13% False False 100,116
40 0.6950 0.6633 0.0318 4.7% 0.0057 0.9% 21% False False 73,135
60 0.6950 0.6362 0.0588 8.8% 0.0058 0.9% 57% False False 48,953
80 0.6950 0.6362 0.0588 8.8% 0.0053 0.8% 57% False False 36,738
100 0.6950 0.6362 0.0588 8.8% 0.0051 0.8% 57% False False 29,399
120 0.6950 0.6362 0.0588 8.8% 0.0048 0.7% 57% False False 24,500
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.6934
2.618 0.6850
1.618 0.6798
1.000 0.6767
0.618 0.6747
HIGH 0.6715
0.618 0.6695
0.500 0.6689
0.382 0.6683
LOW 0.6664
0.618 0.6632
1.000 0.6612
1.618 0.6580
2.618 0.6529
4.250 0.6445
Fisher Pivots for day following 17-Oct-2024
Pivot 1 day 3 day
R1 0.6696 0.6701
PP 0.6693 0.6700
S1 0.6689 0.6700

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

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