CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6647 |
0.6619 |
-0.0028 |
-0.4% |
0.6559 |
| High |
0.6666 |
0.6619 |
-0.0047 |
-0.7% |
0.6680 |
| Low |
0.6612 |
0.6585 |
-0.0027 |
-0.4% |
0.6491 |
| Close |
0.6617 |
0.6601 |
-0.0017 |
-0.2% |
0.6638 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.7% |
0.0189 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
556 |
135 |
-421 |
-75.7% |
786 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6705 |
0.6687 |
0.6619 |
|
| R3 |
0.6670 |
0.6653 |
0.6610 |
|
| R2 |
0.6636 |
0.6636 |
0.6607 |
|
| R1 |
0.6618 |
0.6618 |
0.6604 |
0.6610 |
| PP |
0.6601 |
0.6601 |
0.6601 |
0.6597 |
| S1 |
0.6584 |
0.6584 |
0.6597 |
0.6575 |
| S2 |
0.6567 |
0.6567 |
0.6594 |
|
| S3 |
0.6532 |
0.6549 |
0.6591 |
|
| S4 |
0.6498 |
0.6515 |
0.6582 |
|
|
| 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 |
0.6542 |
0.0139 |
2.1% |
0.0053 |
0.8% |
43% |
False |
False |
223 |
| 10 |
0.6680 |
0.6491 |
0.0189 |
2.9% |
0.0056 |
0.8% |
58% |
False |
False |
176 |
| 20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0053 |
0.8% |
73% |
False |
False |
146 |
| 40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0051 |
0.8% |
73% |
False |
False |
120 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0040 |
0.6% |
70% |
False |
False |
83 |
| 80 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0036 |
0.5% |
70% |
False |
False |
63 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0032 |
0.5% |
43% |
False |
False |
52 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0029 |
0.4% |
43% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6766 |
|
2.618 |
0.6709 |
|
1.618 |
0.6675 |
|
1.000 |
0.6654 |
|
0.618 |
0.6640 |
|
HIGH |
0.6619 |
|
0.618 |
0.6606 |
|
0.500 |
0.6602 |
|
0.382 |
0.6598 |
|
LOW |
0.6585 |
|
0.618 |
0.6563 |
|
1.000 |
0.6550 |
|
1.618 |
0.6529 |
|
2.618 |
0.6494 |
|
4.250 |
0.6438 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6602 |
0.6625 |
| PP |
0.6601 |
0.6617 |
| S1 |
0.6601 |
0.6609 |
|