CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6671 |
0.6630 |
-0.0041 |
-0.6% |
0.6718 |
| High |
0.6681 |
0.6667 |
-0.0015 |
-0.2% |
0.6728 |
| Low |
0.6632 |
0.6611 |
-0.0021 |
-0.3% |
0.6614 |
| Close |
0.6637 |
0.6658 |
0.0022 |
0.3% |
0.6651 |
| Range |
0.0049 |
0.0056 |
0.0007 |
13.3% |
0.0115 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1,534 |
1,066 |
-468 |
-30.5% |
4,204 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6812 |
0.6790 |
0.6689 |
|
| R3 |
0.6756 |
0.6735 |
0.6673 |
|
| R2 |
0.6701 |
0.6701 |
0.6668 |
|
| R1 |
0.6679 |
0.6679 |
0.6663 |
0.6690 |
| PP |
0.6645 |
0.6645 |
0.6645 |
0.6651 |
| S1 |
0.6624 |
0.6624 |
0.6653 |
0.6635 |
| S2 |
0.6590 |
0.6590 |
0.6648 |
|
| S3 |
0.6534 |
0.6568 |
0.6643 |
|
| S4 |
0.6479 |
0.6513 |
0.6627 |
|
|
| 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 |
0.6700 |
0.6611 |
0.0089 |
1.3% |
0.0051 |
0.8% |
53% |
False |
True |
1,051 |
| 10 |
0.6731 |
0.6611 |
0.0120 |
1.8% |
0.0050 |
0.8% |
39% |
False |
True |
902 |
| 20 |
0.6731 |
0.6542 |
0.0190 |
2.8% |
0.0050 |
0.8% |
61% |
False |
False |
614 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0053 |
0.8% |
79% |
False |
False |
363 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
79% |
False |
False |
268 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0041 |
0.6% |
79% |
False |
False |
202 |
| 100 |
0.6759 |
0.6390 |
0.0369 |
5.5% |
0.0036 |
0.5% |
73% |
False |
False |
162 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0035 |
0.5% |
55% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6902 |
|
2.618 |
0.6812 |
|
1.618 |
0.6756 |
|
1.000 |
0.6722 |
|
0.618 |
0.6701 |
|
HIGH |
0.6667 |
|
0.618 |
0.6645 |
|
0.500 |
0.6639 |
|
0.382 |
0.6632 |
|
LOW |
0.6611 |
|
0.618 |
0.6577 |
|
1.000 |
0.6556 |
|
1.618 |
0.6521 |
|
2.618 |
0.6466 |
|
4.250 |
0.6375 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6657 |
| PP |
0.6645 |
0.6656 |
| S1 |
0.6639 |
0.6656 |
|