CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6646 |
0.6681 |
0.0035 |
0.5% |
0.6665 |
| High |
0.6661 |
0.6726 |
0.0065 |
1.0% |
0.6670 |
| Low |
0.6646 |
0.6671 |
0.0026 |
0.4% |
0.6599 |
| Close |
0.6660 |
0.6726 |
0.0066 |
1.0% |
0.6641 |
| Range |
0.0016 |
0.0055 |
0.0039 |
251.6% |
0.0071 |
| ATR |
0.0035 |
0.0037 |
0.0002 |
6.5% |
0.0000 |
| Volume |
29 |
13 |
-16 |
-55.2% |
26 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6871 |
0.6853 |
0.6755 |
|
| R3 |
0.6816 |
0.6798 |
0.6740 |
|
| R2 |
0.6762 |
0.6762 |
0.6735 |
|
| R1 |
0.6744 |
0.6744 |
0.6730 |
0.6753 |
| PP |
0.6707 |
0.6707 |
0.6707 |
0.6712 |
| S1 |
0.6689 |
0.6689 |
0.6721 |
0.6698 |
| S2 |
0.6653 |
0.6653 |
0.6716 |
|
| S3 |
0.6598 |
0.6635 |
0.6711 |
|
| S4 |
0.6544 |
0.6580 |
0.6696 |
|
|
| 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 |
0.6726 |
0.6635 |
0.0091 |
1.3% |
0.0022 |
0.3% |
100% |
True |
False |
10 |
| 10 |
0.6726 |
0.6577 |
0.0149 |
2.2% |
0.0025 |
0.4% |
100% |
True |
False |
7 |
| 20 |
0.6726 |
0.6405 |
0.0321 |
4.8% |
0.0026 |
0.4% |
100% |
True |
False |
7 |
| 40 |
0.6726 |
0.6405 |
0.0321 |
4.8% |
0.0024 |
0.4% |
100% |
True |
False |
14 |
| 60 |
0.6726 |
0.6405 |
0.0321 |
4.8% |
0.0019 |
0.3% |
100% |
True |
False |
12 |
| 80 |
0.6726 |
0.6405 |
0.0321 |
4.8% |
0.0017 |
0.2% |
100% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6957 |
|
2.618 |
0.6868 |
|
1.618 |
0.6814 |
|
1.000 |
0.6780 |
|
0.618 |
0.6759 |
|
HIGH |
0.6726 |
|
0.618 |
0.6705 |
|
0.500 |
0.6698 |
|
0.382 |
0.6692 |
|
LOW |
0.6671 |
|
0.618 |
0.6637 |
|
1.000 |
0.6617 |
|
1.618 |
0.6583 |
|
2.618 |
0.6528 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6716 |
0.6712 |
| PP |
0.6707 |
0.6698 |
| S1 |
0.6698 |
0.6685 |
|