CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6630 |
0.6652 |
0.0022 |
0.3% |
0.6658 |
| High |
0.6667 |
0.6692 |
0.0025 |
0.4% |
0.6700 |
| Low |
0.6611 |
0.6647 |
0.0036 |
0.5% |
0.6611 |
| Close |
0.6658 |
0.6663 |
0.0005 |
0.1% |
0.6663 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.8% |
0.0089 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
1,066 |
1,441 |
375 |
35.2% |
5,384 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6801 |
0.6776 |
0.6687 |
|
| R3 |
0.6756 |
0.6732 |
0.6675 |
|
| R2 |
0.6712 |
0.6712 |
0.6671 |
|
| R1 |
0.6687 |
0.6687 |
0.6667 |
0.6700 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6673 |
| S1 |
0.6643 |
0.6643 |
0.6659 |
0.6655 |
| S2 |
0.6623 |
0.6623 |
0.6655 |
|
| S3 |
0.6578 |
0.6598 |
0.6651 |
|
| S4 |
0.6534 |
0.6554 |
0.6639 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6925 |
0.6883 |
0.6712 |
|
| R3 |
0.6836 |
0.6794 |
0.6687 |
|
| R2 |
0.6747 |
0.6747 |
0.6679 |
|
| R1 |
0.6705 |
0.6705 |
0.6671 |
0.6726 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6669 |
| S1 |
0.6616 |
0.6616 |
0.6655 |
0.6637 |
| S2 |
0.6569 |
0.6569 |
0.6647 |
|
| S3 |
0.6480 |
0.6527 |
0.6639 |
|
| S4 |
0.6391 |
0.6438 |
0.6614 |
|
|
| 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% |
0.0050 |
0.7% |
58% |
False |
False |
1,148 |
| 10 |
0.6728 |
0.6611 |
0.0117 |
1.8% |
0.0050 |
0.7% |
44% |
False |
False |
1,010 |
| 20 |
0.6731 |
0.6585 |
0.0147 |
2.2% |
0.0050 |
0.7% |
54% |
False |
False |
680 |
| 40 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0052 |
0.8% |
80% |
False |
False |
397 |
| 60 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0049 |
0.7% |
80% |
False |
False |
291 |
| 80 |
0.6731 |
0.6390 |
0.0341 |
5.1% |
0.0041 |
0.6% |
80% |
False |
False |
220 |
| 100 |
0.6746 |
0.6390 |
0.0356 |
5.3% |
0.0037 |
0.6% |
77% |
False |
False |
176 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0035 |
0.5% |
56% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6881 |
|
2.618 |
0.6808 |
|
1.618 |
0.6764 |
|
1.000 |
0.6736 |
|
0.618 |
0.6719 |
|
HIGH |
0.6692 |
|
0.618 |
0.6675 |
|
0.500 |
0.6669 |
|
0.382 |
0.6664 |
|
LOW |
0.6647 |
|
0.618 |
0.6619 |
|
1.000 |
0.6603 |
|
1.618 |
0.6575 |
|
2.618 |
0.6530 |
|
4.250 |
0.6458 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6669 |
0.6659 |
| PP |
0.6667 |
0.6655 |
| S1 |
0.6665 |
0.6651 |
|