CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6631 |
0.6647 |
0.0016 |
0.2% |
0.6635 |
| High |
0.6651 |
0.6717 |
0.0066 |
1.0% |
0.6666 |
| Low |
0.6604 |
0.6647 |
0.0044 |
0.7% |
0.6585 |
| Close |
0.6647 |
0.6713 |
0.0066 |
1.0% |
0.6629 |
| Range |
0.0047 |
0.0070 |
0.0023 |
47.9% |
0.0082 |
| ATR |
0.0050 |
0.0052 |
0.0001 |
2.8% |
0.0000 |
| Volume |
535 |
1,289 |
754 |
140.9% |
994 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6901 |
0.6876 |
0.6751 |
|
| R3 |
0.6831 |
0.6807 |
0.6732 |
|
| R2 |
0.6762 |
0.6762 |
0.6725 |
|
| R1 |
0.6737 |
0.6737 |
0.6719 |
0.6749 |
| PP |
0.6692 |
0.6692 |
0.6692 |
0.6698 |
| S1 |
0.6668 |
0.6668 |
0.6706 |
0.6680 |
| S2 |
0.6623 |
0.6623 |
0.6700 |
|
| S3 |
0.6553 |
0.6598 |
0.6693 |
|
| S4 |
0.6484 |
0.6529 |
0.6674 |
|
|
| 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 |
0.6717 |
0.6589 |
0.0128 |
1.9% |
0.0048 |
0.7% |
97% |
True |
False |
427 |
| 10 |
0.6717 |
0.6542 |
0.0175 |
2.6% |
0.0050 |
0.8% |
98% |
True |
False |
325 |
| 20 |
0.6717 |
0.6390 |
0.0327 |
4.9% |
0.0051 |
0.8% |
99% |
True |
False |
218 |
| 40 |
0.6717 |
0.6390 |
0.0327 |
4.9% |
0.0052 |
0.8% |
99% |
True |
False |
154 |
| 60 |
0.6717 |
0.6390 |
0.0327 |
4.9% |
0.0043 |
0.6% |
99% |
True |
False |
118 |
| 80 |
0.6717 |
0.6390 |
0.0327 |
4.9% |
0.0038 |
0.6% |
99% |
True |
False |
90 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0034 |
0.5% |
66% |
False |
False |
73 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0031 |
0.5% |
66% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7012 |
|
2.618 |
0.6898 |
|
1.618 |
0.6829 |
|
1.000 |
0.6786 |
|
0.618 |
0.6759 |
|
HIGH |
0.6717 |
|
0.618 |
0.6690 |
|
0.500 |
0.6682 |
|
0.382 |
0.6674 |
|
LOW |
0.6647 |
|
0.618 |
0.6604 |
|
1.000 |
0.6578 |
|
1.618 |
0.6535 |
|
2.618 |
0.6465 |
|
4.250 |
0.6352 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6702 |
0.6695 |
| PP |
0.6692 |
0.6678 |
| S1 |
0.6682 |
0.6660 |
|