CME Australian Dollar Future December 2024
Trading Metrics calculated at close of trading on 10-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
Open |
0.6653 |
0.6645 |
-0.0008 |
-0.1% |
0.6665 |
High |
0.6655 |
0.6658 |
0.0003 |
0.0% |
0.6670 |
Low |
0.6653 |
0.6635 |
-0.0018 |
-0.3% |
0.6599 |
Close |
0.6654 |
0.6641 |
-0.0014 |
-0.2% |
0.6641 |
Range |
0.0002 |
0.0023 |
0.0021 |
1,025.0% |
0.0071 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
5 |
3 |
-2 |
-40.0% |
26 |
|
Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6712 |
0.6699 |
0.6653 |
|
R3 |
0.6689 |
0.6676 |
0.6647 |
|
R2 |
0.6667 |
0.6667 |
0.6645 |
|
R1 |
0.6654 |
0.6654 |
0.6643 |
0.6649 |
PP |
0.6644 |
0.6644 |
0.6644 |
0.6642 |
S1 |
0.6631 |
0.6631 |
0.6638 |
0.6627 |
S2 |
0.6622 |
0.6622 |
0.6636 |
|
S3 |
0.6599 |
0.6609 |
0.6634 |
|
S4 |
0.6577 |
0.6586 |
0.6628 |
|
|
Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6848 |
0.6815 |
0.6679 |
|
R3 |
0.6777 |
0.6744 |
0.6660 |
|
R2 |
0.6707 |
0.6707 |
0.6653 |
|
R1 |
0.6674 |
0.6674 |
0.6647 |
0.6655 |
PP |
0.6636 |
0.6636 |
0.6636 |
0.6627 |
S1 |
0.6603 |
0.6603 |
0.6634 |
0.6585 |
S2 |
0.6566 |
0.6566 |
0.6628 |
|
S3 |
0.6495 |
0.6533 |
0.6621 |
|
S4 |
0.6425 |
0.6462 |
0.6602 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6670 |
0.6599 |
0.0071 |
1.1% |
0.0018 |
0.3% |
59% |
False |
False |
5 |
10 |
0.6670 |
0.6520 |
0.0150 |
2.3% |
0.0029 |
0.4% |
81% |
False |
False |
6 |
20 |
0.6670 |
0.6405 |
0.0265 |
4.0% |
0.0025 |
0.4% |
89% |
False |
False |
7 |
40 |
0.6670 |
0.6405 |
0.0265 |
4.0% |
0.0022 |
0.3% |
89% |
False |
False |
13 |
60 |
0.6702 |
0.6405 |
0.0298 |
4.5% |
0.0018 |
0.3% |
79% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6753 |
2.618 |
0.6716 |
1.618 |
0.6694 |
1.000 |
0.6680 |
0.618 |
0.6671 |
HIGH |
0.6658 |
0.618 |
0.6649 |
0.500 |
0.6646 |
0.382 |
0.6644 |
LOW |
0.6635 |
0.618 |
0.6621 |
1.000 |
0.6613 |
1.618 |
0.6599 |
2.618 |
0.6576 |
4.250 |
0.6539 |
|
|
Fisher Pivots for day following 10-May-2024 |
Pivot |
1 day |
3 day |
R1 |
0.6646 |
0.6636 |
PP |
0.6644 |
0.6632 |
S1 |
0.6642 |
0.6628 |
|