CME Australian Dollar Future September 2024
Trading Metrics calculated at close of trading on 09-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6619 |
0.6600 |
-0.0019 |
-0.3% |
0.6559 |
High |
0.6619 |
0.6644 |
0.0025 |
0.4% |
0.6680 |
Low |
0.6585 |
0.6589 |
0.0005 |
0.1% |
0.6491 |
Close |
0.6601 |
0.6642 |
0.0042 |
0.6% |
0.6638 |
Range |
0.0035 |
0.0055 |
0.0021 |
59.4% |
0.0189 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
135 |
117 |
-18 |
-13.3% |
786 |
|
Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6790 |
0.6771 |
0.6672 |
|
R3 |
0.6735 |
0.6716 |
0.6657 |
|
R2 |
0.6680 |
0.6680 |
0.6652 |
|
R1 |
0.6661 |
0.6661 |
0.6647 |
0.6671 |
PP |
0.6625 |
0.6625 |
0.6625 |
0.6630 |
S1 |
0.6606 |
0.6606 |
0.6637 |
0.6616 |
S2 |
0.6570 |
0.6570 |
0.6632 |
|
S3 |
0.6515 |
0.6551 |
0.6627 |
|
S4 |
0.6460 |
0.6496 |
0.6612 |
|
|
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 |
0.6585 |
0.0096 |
1.4% |
0.0053 |
0.8% |
60% |
False |
False |
226 |
10 |
0.6680 |
0.6491 |
0.0189 |
2.8% |
0.0057 |
0.9% |
80% |
False |
False |
178 |
20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0053 |
0.8% |
87% |
False |
False |
143 |
40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0051 |
0.8% |
87% |
False |
False |
121 |
60 |
0.6692 |
0.6390 |
0.0302 |
4.5% |
0.0041 |
0.6% |
83% |
False |
False |
84 |
80 |
0.6692 |
0.6390 |
0.0302 |
4.5% |
0.0036 |
0.5% |
83% |
False |
False |
65 |
100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
51% |
False |
False |
53 |
120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0029 |
0.4% |
51% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6878 |
2.618 |
0.6788 |
1.618 |
0.6733 |
1.000 |
0.6699 |
0.618 |
0.6678 |
HIGH |
0.6644 |
0.618 |
0.6623 |
0.500 |
0.6617 |
0.382 |
0.6610 |
LOW |
0.6589 |
0.618 |
0.6555 |
1.000 |
0.6534 |
1.618 |
0.6500 |
2.618 |
0.6445 |
4.250 |
0.6355 |
|
|
Fisher Pivots for day following 09-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6634 |
0.6636 |
PP |
0.6625 |
0.6631 |
S1 |
0.6617 |
0.6625 |
|