CME Australian Dollar Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6699 |
0.6684 |
-0.0015 |
-0.2% |
0.6611 |
| High |
0.6721 |
0.6707 |
-0.0014 |
-0.2% |
0.6721 |
| Low |
0.6661 |
0.6655 |
-0.0006 |
-0.1% |
0.6586 |
| Close |
0.6686 |
0.6704 |
0.0018 |
0.3% |
0.6704 |
| Range |
0.0060 |
0.0053 |
-0.0008 |
-12.5% |
0.0135 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
113,252 |
86,124 |
-27,128 |
-24.0% |
516,854 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6828 |
0.6733 |
|
| R3 |
0.6794 |
0.6775 |
0.6718 |
|
| R2 |
0.6741 |
0.6741 |
0.6714 |
|
| R1 |
0.6723 |
0.6723 |
0.6709 |
0.6732 |
| PP |
0.6689 |
0.6689 |
0.6689 |
0.6693 |
| S1 |
0.6670 |
0.6670 |
0.6699 |
0.6679 |
| S2 |
0.6636 |
0.6636 |
0.6694 |
|
| S3 |
0.6584 |
0.6618 |
0.6690 |
|
| S4 |
0.6531 |
0.6565 |
0.6675 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7074 |
0.7023 |
0.6778 |
|
| R3 |
0.6939 |
0.6889 |
0.6741 |
|
| R2 |
0.6805 |
0.6805 |
0.6729 |
|
| R1 |
0.6754 |
0.6754 |
0.6716 |
0.6780 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6683 |
| S1 |
0.6620 |
0.6620 |
0.6692 |
0.6645 |
| S2 |
0.6536 |
0.6536 |
0.6679 |
|
| S3 |
0.6401 |
0.6485 |
0.6667 |
|
| S4 |
0.6267 |
0.6351 |
0.6630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6721 |
0.6586 |
0.0135 |
2.0% |
0.0056 |
0.8% |
88% |
False |
False |
103,370 |
| 10 |
0.6721 |
0.6566 |
0.0155 |
2.3% |
0.0049 |
0.7% |
89% |
False |
False |
100,349 |
| 20 |
0.6721 |
0.6425 |
0.0296 |
4.4% |
0.0055 |
0.8% |
94% |
False |
False |
111,071 |
| 40 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0056 |
0.8% |
95% |
False |
False |
106,785 |
| 60 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0053 |
0.8% |
95% |
False |
False |
85,003 |
| 80 |
0.6721 |
0.6373 |
0.0348 |
5.2% |
0.0052 |
0.8% |
95% |
False |
False |
63,813 |
| 100 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0052 |
0.8% |
63% |
False |
False |
51,072 |
| 120 |
0.6900 |
0.6373 |
0.0527 |
7.9% |
0.0051 |
0.8% |
63% |
False |
False |
42,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6930 |
|
2.618 |
0.6844 |
|
1.618 |
0.6792 |
|
1.000 |
0.6760 |
|
0.618 |
0.6739 |
|
HIGH |
0.6707 |
|
0.618 |
0.6687 |
|
0.500 |
0.6681 |
|
0.382 |
0.6675 |
|
LOW |
0.6655 |
|
0.618 |
0.6622 |
|
1.000 |
0.6602 |
|
1.618 |
0.6570 |
|
2.618 |
0.6517 |
|
4.250 |
0.6431 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6696 |
0.6694 |
| PP |
0.6689 |
0.6684 |
| S1 |
0.6681 |
0.6674 |
|