CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 07-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6635 |
0.6647 |
0.0012 |
0.2% |
0.6559 |
High |
0.6658 |
0.6666 |
0.0008 |
0.1% |
0.6680 |
Low |
0.6629 |
0.6612 |
-0.0017 |
-0.3% |
0.6491 |
Close |
0.6650 |
0.6617 |
-0.0033 |
-0.5% |
0.6638 |
Range |
0.0030 |
0.0055 |
0.0025 |
84.7% |
0.0189 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
Volume |
91 |
556 |
465 |
511.0% |
786 |
|
Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6795 |
0.6761 |
0.6647 |
|
R3 |
0.6741 |
0.6706 |
0.6632 |
|
R2 |
0.6686 |
0.6686 |
0.6627 |
|
R1 |
0.6652 |
0.6652 |
0.6622 |
0.6642 |
PP |
0.6632 |
0.6632 |
0.6632 |
0.6627 |
S1 |
0.6597 |
0.6597 |
0.6612 |
0.6587 |
S2 |
0.6577 |
0.6577 |
0.6607 |
|
S3 |
0.6523 |
0.6543 |
0.6602 |
|
S4 |
0.6468 |
0.6488 |
0.6587 |
|
|
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 |
2.9% |
0.0061 |
0.9% |
67% |
False |
False |
218 |
10 |
0.6680 |
0.6491 |
0.0189 |
2.9% |
0.0057 |
0.9% |
67% |
False |
False |
176 |
20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0057 |
0.9% |
78% |
False |
False |
148 |
40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0051 |
0.8% |
78% |
False |
False |
117 |
60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0040 |
0.6% |
75% |
False |
False |
80 |
80 |
0.6746 |
0.6390 |
0.0356 |
5.4% |
0.0036 |
0.5% |
64% |
False |
False |
61 |
100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
46% |
False |
False |
51 |
120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0029 |
0.4% |
46% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6898 |
2.618 |
0.6809 |
1.618 |
0.6754 |
1.000 |
0.6721 |
0.618 |
0.6700 |
HIGH |
0.6666 |
0.618 |
0.6645 |
0.500 |
0.6639 |
0.382 |
0.6632 |
LOW |
0.6612 |
0.618 |
0.6578 |
1.000 |
0.6557 |
1.618 |
0.6523 |
2.618 |
0.6469 |
4.250 |
0.6380 |
|
|
Fisher Pivots for day following 07-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6639 |
0.6635 |
PP |
0.6632 |
0.6629 |
S1 |
0.6624 |
0.6623 |
|