CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6658 |
0.6671 |
0.0013 |
0.2% |
0.6718 |
| High |
0.6700 |
0.6681 |
-0.0019 |
-0.3% |
0.6728 |
| Low |
0.6644 |
0.6632 |
-0.0012 |
-0.2% |
0.6614 |
| Close |
0.6670 |
0.6637 |
-0.0033 |
-0.5% |
0.6651 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0115 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,343 |
1,534 |
191 |
14.2% |
4,204 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6797 |
0.6766 |
0.6663 |
|
| R3 |
0.6748 |
0.6717 |
0.6650 |
|
| R2 |
0.6699 |
0.6699 |
0.6645 |
|
| R1 |
0.6668 |
0.6668 |
0.6641 |
0.6659 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6645 |
| S1 |
0.6619 |
0.6619 |
0.6632 |
0.6610 |
| S2 |
0.6601 |
0.6601 |
0.6628 |
|
| S3 |
0.6552 |
0.6570 |
0.6623 |
|
| S4 |
0.6503 |
0.6521 |
0.6610 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7008 |
0.6944 |
0.6714 |
|
| R3 |
0.6893 |
0.6829 |
0.6682 |
|
| R2 |
0.6779 |
0.6779 |
0.6672 |
|
| R1 |
0.6715 |
0.6715 |
0.6661 |
0.6690 |
| PP |
0.6664 |
0.6664 |
0.6664 |
0.6652 |
| S1 |
0.6600 |
0.6600 |
0.6641 |
0.6575 |
| S2 |
0.6550 |
0.6550 |
0.6630 |
|
| S3 |
0.6435 |
0.6486 |
0.6620 |
|
| S4 |
0.6321 |
0.6371 |
0.6588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6705 |
0.6614 |
0.0091 |
1.4% |
0.0055 |
0.8% |
25% |
False |
False |
1,167 |
| 10 |
0.6731 |
0.6614 |
0.0118 |
1.8% |
0.0052 |
0.8% |
20% |
False |
False |
925 |
| 20 |
0.6731 |
0.6491 |
0.0240 |
3.6% |
0.0051 |
0.8% |
61% |
False |
False |
566 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
72% |
False |
False |
343 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
72% |
False |
False |
250 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0040 |
0.6% |
72% |
False |
False |
189 |
| 100 |
0.6771 |
0.6390 |
0.0381 |
5.7% |
0.0037 |
0.6% |
65% |
False |
False |
152 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0034 |
0.5% |
50% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6889 |
|
2.618 |
0.6809 |
|
1.618 |
0.6760 |
|
1.000 |
0.6730 |
|
0.618 |
0.6711 |
|
HIGH |
0.6681 |
|
0.618 |
0.6662 |
|
0.500 |
0.6657 |
|
0.382 |
0.6651 |
|
LOW |
0.6632 |
|
0.618 |
0.6602 |
|
1.000 |
0.6583 |
|
1.618 |
0.6553 |
|
2.618 |
0.6504 |
|
4.250 |
0.6424 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6657 |
| PP |
0.6650 |
0.6650 |
| S1 |
0.6643 |
0.6643 |
|