CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6690 |
0.6642 |
-0.0048 |
-0.7% |
0.6626 |
| High |
0.6705 |
0.6672 |
-0.0033 |
-0.5% |
0.6731 |
| Low |
0.6632 |
0.6620 |
-0.0012 |
-0.2% |
0.6604 |
| Close |
0.6636 |
0.6622 |
-0.0014 |
-0.2% |
0.6721 |
| Range |
0.0073 |
0.0052 |
-0.0021 |
-29.0% |
0.0128 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,649 |
955 |
-694 |
-42.1% |
2,804 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6792 |
0.6759 |
0.6650 |
|
| R3 |
0.6741 |
0.6707 |
0.6636 |
|
| R2 |
0.6689 |
0.6689 |
0.6631 |
|
| R1 |
0.6656 |
0.6656 |
0.6627 |
0.6647 |
| PP |
0.6638 |
0.6638 |
0.6638 |
0.6633 |
| S1 |
0.6604 |
0.6604 |
0.6617 |
0.6595 |
| S2 |
0.6586 |
0.6586 |
0.6613 |
|
| S3 |
0.6535 |
0.6553 |
0.6608 |
|
| S4 |
0.6483 |
0.6501 |
0.6594 |
|
|
| 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 |
0.6728 |
0.6620 |
0.0108 |
1.6% |
0.0049 |
0.7% |
2% |
False |
True |
873 |
| 10 |
0.6731 |
0.6604 |
0.0128 |
1.9% |
0.0048 |
0.7% |
15% |
False |
False |
674 |
| 20 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0053 |
0.8% |
55% |
False |
False |
426 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
68% |
False |
False |
265 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0047 |
0.7% |
68% |
False |
False |
196 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0040 |
0.6% |
68% |
False |
False |
149 |
| 100 |
0.6820 |
0.6390 |
0.0430 |
6.5% |
0.0036 |
0.5% |
54% |
False |
False |
120 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0033 |
0.5% |
47% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6890 |
|
2.618 |
0.6806 |
|
1.618 |
0.6755 |
|
1.000 |
0.6723 |
|
0.618 |
0.6703 |
|
HIGH |
0.6672 |
|
0.618 |
0.6652 |
|
0.500 |
0.6646 |
|
0.382 |
0.6640 |
|
LOW |
0.6620 |
|
0.618 |
0.6588 |
|
1.000 |
0.6569 |
|
1.618 |
0.6537 |
|
2.618 |
0.6485 |
|
4.250 |
0.6401 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6646 |
0.6662 |
| PP |
0.6638 |
0.6649 |
| S1 |
0.6630 |
0.6635 |
|