CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6693 |
0.6690 |
-0.0003 |
0.0% |
0.6626 |
| High |
0.6701 |
0.6705 |
0.0004 |
0.1% |
0.6731 |
| Low |
0.6672 |
0.6632 |
-0.0040 |
-0.6% |
0.6604 |
| Close |
0.6688 |
0.6636 |
-0.0052 |
-0.8% |
0.6721 |
| Range |
0.0029 |
0.0073 |
0.0044 |
150.0% |
0.0128 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.3% |
0.0000 |
| Volume |
756 |
1,649 |
893 |
118.1% |
2,804 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6875 |
0.6828 |
0.6676 |
|
| R3 |
0.6803 |
0.6756 |
0.6656 |
|
| R2 |
0.6730 |
0.6730 |
0.6649 |
|
| R1 |
0.6683 |
0.6683 |
0.6643 |
0.6670 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6651 |
| S1 |
0.6611 |
0.6611 |
0.6629 |
0.6598 |
| S2 |
0.6585 |
0.6585 |
0.6623 |
|
| S3 |
0.6513 |
0.6538 |
0.6616 |
|
| S4 |
0.6440 |
0.6466 |
0.6596 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7068 |
0.7022 |
0.6791 |
|
| R3 |
0.6940 |
0.6894 |
0.6756 |
|
| R2 |
0.6813 |
0.6813 |
0.6744 |
|
| R1 |
0.6767 |
0.6767 |
0.6732 |
0.6790 |
| PP |
0.6685 |
0.6685 |
0.6685 |
0.6697 |
| S1 |
0.6639 |
0.6639 |
0.6709 |
0.6662 |
| S2 |
0.6558 |
0.6558 |
0.6697 |
|
| S3 |
0.6430 |
0.6512 |
0.6685 |
|
| S4 |
0.6303 |
0.6384 |
0.6650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6731 |
0.6632 |
0.0099 |
1.5% |
0.0050 |
0.7% |
4% |
False |
True |
754 |
| 10 |
0.6731 |
0.6589 |
0.0142 |
2.1% |
0.0049 |
0.7% |
33% |
False |
False |
590 |
| 20 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0052 |
0.8% |
60% |
False |
False |
383 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0051 |
0.8% |
72% |
False |
False |
242 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0047 |
0.7% |
72% |
False |
False |
181 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0040 |
0.6% |
72% |
False |
False |
137 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0036 |
0.5% |
50% |
False |
False |
110 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
50% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7013 |
|
2.618 |
0.6894 |
|
1.618 |
0.6822 |
|
1.000 |
0.6777 |
|
0.618 |
0.6749 |
|
HIGH |
0.6705 |
|
0.618 |
0.6677 |
|
0.500 |
0.6668 |
|
0.382 |
0.6660 |
|
LOW |
0.6632 |
|
0.618 |
0.6587 |
|
1.000 |
0.6560 |
|
1.618 |
0.6515 |
|
2.618 |
0.6442 |
|
4.250 |
0.6324 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6668 |
0.6680 |
| PP |
0.6658 |
0.6665 |
| S1 |
0.6647 |
0.6651 |
|