CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6594 |
0.6635 |
0.0042 |
0.6% |
0.6559 |
| High |
0.6680 |
0.6658 |
-0.0022 |
-0.3% |
0.6680 |
| Low |
0.6589 |
0.6629 |
0.0040 |
0.6% |
0.6491 |
| Close |
0.6638 |
0.6650 |
0.0013 |
0.2% |
0.6638 |
| Range |
0.0091 |
0.0030 |
-0.0062 |
-67.6% |
0.0189 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
232 |
91 |
-141 |
-60.8% |
786 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6734 |
0.6722 |
0.6666 |
|
| R3 |
0.6705 |
0.6692 |
0.6658 |
|
| R2 |
0.6675 |
0.6675 |
0.6655 |
|
| R1 |
0.6663 |
0.6663 |
0.6653 |
0.6669 |
| PP |
0.6646 |
0.6646 |
0.6646 |
0.6649 |
| S1 |
0.6633 |
0.6633 |
0.6647 |
0.6639 |
| S2 |
0.6616 |
0.6616 |
0.6645 |
|
| S3 |
0.6587 |
0.6604 |
0.6642 |
|
| S4 |
0.6557 |
0.6574 |
0.6634 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7170 |
0.7093 |
0.6741 |
|
| R3 |
0.6981 |
0.6904 |
0.6689 |
|
| R2 |
0.6792 |
0.6792 |
0.6672 |
|
| R1 |
0.6715 |
0.6715 |
0.6655 |
0.6753 |
| PP |
0.6603 |
0.6603 |
0.6603 |
0.6622 |
| S1 |
0.6526 |
0.6526 |
0.6620 |
0.6564 |
| S2 |
0.6414 |
0.6414 |
0.6603 |
|
| S3 |
0.6225 |
0.6337 |
0.6586 |
|
| S4 |
0.6036 |
0.6148 |
0.6534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6680 |
0.6491 |
0.0189 |
2.8% |
0.0068 |
1.0% |
84% |
False |
False |
131 |
| 10 |
0.6680 |
0.6470 |
0.0211 |
3.2% |
0.0056 |
0.8% |
86% |
False |
False |
129 |
| 20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0057 |
0.9% |
90% |
False |
False |
123 |
| 40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0050 |
0.7% |
90% |
False |
False |
103 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.5% |
0.0039 |
0.6% |
86% |
False |
False |
71 |
| 80 |
0.6746 |
0.6390 |
0.0356 |
5.3% |
0.0035 |
0.5% |
73% |
False |
False |
54 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
53% |
False |
False |
45 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0028 |
0.4% |
53% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6783 |
|
2.618 |
0.6735 |
|
1.618 |
0.6706 |
|
1.000 |
0.6688 |
|
0.618 |
0.6676 |
|
HIGH |
0.6658 |
|
0.618 |
0.6647 |
|
0.500 |
0.6643 |
|
0.382 |
0.6640 |
|
LOW |
0.6629 |
|
0.618 |
0.6610 |
|
1.000 |
0.6599 |
|
1.618 |
0.6581 |
|
2.618 |
0.6551 |
|
4.250 |
0.6503 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6648 |
0.6637 |
| PP |
0.6646 |
0.6624 |
| S1 |
0.6643 |
0.6611 |
|