CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6600 |
0.6646 |
0.0046 |
0.7% |
0.6635 |
| High |
0.6644 |
0.6646 |
0.0002 |
0.0% |
0.6666 |
| Low |
0.6589 |
0.6620 |
0.0031 |
0.5% |
0.6585 |
| Close |
0.6642 |
0.6629 |
-0.0013 |
-0.2% |
0.6629 |
| Range |
0.0055 |
0.0026 |
-0.0029 |
-52.7% |
0.0082 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
117 |
95 |
-22 |
-18.8% |
994 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6710 |
0.6695 |
0.6643 |
|
| R3 |
0.6684 |
0.6669 |
0.6636 |
|
| R2 |
0.6658 |
0.6658 |
0.6634 |
|
| R1 |
0.6643 |
0.6643 |
0.6631 |
0.6638 |
| PP |
0.6632 |
0.6632 |
0.6632 |
0.6629 |
| S1 |
0.6617 |
0.6617 |
0.6627 |
0.6612 |
| S2 |
0.6606 |
0.6606 |
0.6624 |
|
| S3 |
0.6580 |
0.6591 |
0.6622 |
|
| S4 |
0.6554 |
0.6565 |
0.6615 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6871 |
0.6832 |
0.6674 |
|
| R3 |
0.6790 |
0.6750 |
0.6651 |
|
| R2 |
0.6708 |
0.6708 |
0.6644 |
|
| R1 |
0.6669 |
0.6669 |
0.6636 |
0.6648 |
| PP |
0.6627 |
0.6627 |
0.6627 |
0.6616 |
| S1 |
0.6587 |
0.6587 |
0.6622 |
0.6566 |
| S2 |
0.6545 |
0.6545 |
0.6614 |
|
| S3 |
0.6464 |
0.6506 |
0.6607 |
|
| S4 |
0.6382 |
0.6424 |
0.6584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6666 |
0.6585 |
0.0082 |
1.2% |
0.0040 |
0.6% |
55% |
False |
False |
198 |
| 10 |
0.6680 |
0.6491 |
0.0189 |
2.9% |
0.0056 |
0.8% |
73% |
False |
False |
178 |
| 20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0050 |
0.8% |
82% |
False |
False |
139 |
| 40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0051 |
0.8% |
82% |
False |
False |
110 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0041 |
0.6% |
79% |
False |
False |
86 |
| 80 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0036 |
0.5% |
79% |
False |
False |
66 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
49% |
False |
False |
54 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0030 |
0.4% |
49% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6757 |
|
2.618 |
0.6714 |
|
1.618 |
0.6688 |
|
1.000 |
0.6672 |
|
0.618 |
0.6662 |
|
HIGH |
0.6646 |
|
0.618 |
0.6636 |
|
0.500 |
0.6633 |
|
0.382 |
0.6630 |
|
LOW |
0.6620 |
|
0.618 |
0.6604 |
|
1.000 |
0.6594 |
|
1.618 |
0.6578 |
|
2.618 |
0.6552 |
|
4.250 |
0.6510 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6633 |
0.6624 |
| PP |
0.6632 |
0.6620 |
| S1 |
0.6630 |
0.6615 |
|