CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6647 |
0.6718 |
0.0071 |
1.1% |
0.6635 |
| High |
0.6717 |
0.6731 |
0.0015 |
0.2% |
0.6666 |
| Low |
0.6647 |
0.6678 |
0.0031 |
0.5% |
0.6585 |
| Close |
0.6713 |
0.6703 |
-0.0010 |
-0.1% |
0.6629 |
| Range |
0.0070 |
0.0053 |
-0.0017 |
-23.7% |
0.0082 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,289 |
362 |
-927 |
-71.9% |
994 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6863 |
0.6836 |
0.6732 |
|
| R3 |
0.6810 |
0.6783 |
0.6717 |
|
| R2 |
0.6757 |
0.6757 |
0.6712 |
|
| R1 |
0.6730 |
0.6730 |
0.6707 |
0.6717 |
| PP |
0.6704 |
0.6704 |
0.6704 |
0.6697 |
| S1 |
0.6677 |
0.6677 |
0.6698 |
0.6664 |
| S2 |
0.6651 |
0.6651 |
0.6693 |
|
| S3 |
0.6598 |
0.6624 |
0.6688 |
|
| S4 |
0.6545 |
0.6571 |
0.6673 |
|
|
| 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 |
0.6731 |
0.6604 |
0.0128 |
1.9% |
0.0047 |
0.7% |
78% |
True |
False |
476 |
| 10 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0050 |
0.7% |
81% |
True |
False |
351 |
| 20 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
92% |
True |
False |
233 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
92% |
True |
False |
161 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0044 |
0.7% |
92% |
True |
False |
124 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0038 |
0.6% |
92% |
True |
False |
94 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0034 |
0.5% |
64% |
False |
False |
76 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.3% |
0.0031 |
0.5% |
64% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6956 |
|
2.618 |
0.6870 |
|
1.618 |
0.6817 |
|
1.000 |
0.6784 |
|
0.618 |
0.6764 |
|
HIGH |
0.6731 |
|
0.618 |
0.6711 |
|
0.500 |
0.6705 |
|
0.382 |
0.6698 |
|
LOW |
0.6678 |
|
0.618 |
0.6645 |
|
1.000 |
0.6625 |
|
1.618 |
0.6592 |
|
2.618 |
0.6539 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6705 |
0.6691 |
| PP |
0.6704 |
0.6679 |
| S1 |
0.6703 |
0.6667 |
|