CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6496 |
0.6553 |
0.0057 |
0.9% |
0.6449 |
| High |
0.6563 |
0.6597 |
0.0034 |
0.5% |
0.6576 |
| Low |
0.6491 |
0.6542 |
0.0051 |
0.8% |
0.6449 |
| Close |
0.6557 |
0.6597 |
0.0040 |
0.6% |
0.6564 |
| Range |
0.0072 |
0.0056 |
-0.0017 |
-22.9% |
0.0127 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
| Volume |
109 |
104 |
-5 |
-4.6% |
501 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6745 |
0.6727 |
0.6628 |
|
| R3 |
0.6690 |
0.6671 |
0.6612 |
|
| R2 |
0.6634 |
0.6634 |
0.6607 |
|
| R1 |
0.6616 |
0.6616 |
0.6602 |
0.6625 |
| PP |
0.6579 |
0.6579 |
0.6579 |
0.6583 |
| S1 |
0.6560 |
0.6560 |
0.6592 |
0.6569 |
| S2 |
0.6523 |
0.6523 |
0.6587 |
|
| S3 |
0.6468 |
0.6505 |
0.6582 |
|
| S4 |
0.6412 |
0.6449 |
0.6566 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6864 |
0.6633 |
|
| R3 |
0.6784 |
0.6737 |
0.6598 |
|
| R2 |
0.6657 |
0.6657 |
0.6587 |
|
| R1 |
0.6610 |
0.6610 |
0.6575 |
0.6633 |
| PP |
0.6530 |
0.6530 |
0.6530 |
0.6541 |
| S1 |
0.6483 |
0.6483 |
0.6552 |
0.6506 |
| S2 |
0.6403 |
0.6403 |
0.6540 |
|
| S3 |
0.6276 |
0.6356 |
0.6529 |
|
| S4 |
0.6149 |
0.6229 |
0.6494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6610 |
0.6491 |
0.0119 |
1.8% |
0.0061 |
0.9% |
89% |
False |
False |
131 |
| 10 |
0.6610 |
0.6390 |
0.0220 |
3.3% |
0.0054 |
0.8% |
94% |
False |
False |
115 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0055 |
0.8% |
74% |
False |
False |
114 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0049 |
0.7% |
69% |
False |
False |
97 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0038 |
0.6% |
69% |
False |
False |
66 |
| 80 |
0.6746 |
0.6390 |
0.0356 |
5.4% |
0.0033 |
0.5% |
58% |
False |
False |
50 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0032 |
0.5% |
42% |
False |
False |
42 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0027 |
0.4% |
42% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6833 |
|
2.618 |
0.6742 |
|
1.618 |
0.6687 |
|
1.000 |
0.6653 |
|
0.618 |
0.6631 |
|
HIGH |
0.6597 |
|
0.618 |
0.6576 |
|
0.500 |
0.6569 |
|
0.382 |
0.6563 |
|
LOW |
0.6542 |
|
0.618 |
0.6507 |
|
1.000 |
0.6486 |
|
1.618 |
0.6452 |
|
2.618 |
0.6396 |
|
4.250 |
0.6306 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6588 |
0.6579 |
| PP |
0.6579 |
0.6562 |
| S1 |
0.6569 |
0.6544 |
|