CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6681 |
0.6745 |
0.0065 |
1.0% |
0.6665 |
| High |
0.6726 |
0.6745 |
0.0020 |
0.3% |
0.6670 |
| Low |
0.6671 |
0.6699 |
0.0028 |
0.4% |
0.6599 |
| Close |
0.6726 |
0.6716 |
-0.0010 |
-0.1% |
0.6641 |
| Range |
0.0055 |
0.0046 |
-0.0009 |
-15.6% |
0.0071 |
| ATR |
0.0037 |
0.0037 |
0.0001 |
1.8% |
0.0000 |
| Volume |
13 |
10 |
-3 |
-23.1% |
26 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6858 |
0.6833 |
0.6741 |
|
| R3 |
0.6812 |
0.6787 |
0.6728 |
|
| R2 |
0.6766 |
0.6766 |
0.6724 |
|
| R1 |
0.6741 |
0.6741 |
0.6720 |
0.6730 |
| PP |
0.6720 |
0.6720 |
0.6720 |
0.6715 |
| S1 |
0.6695 |
0.6695 |
0.6711 |
0.6684 |
| S2 |
0.6674 |
0.6674 |
0.6707 |
|
| S3 |
0.6628 |
0.6649 |
0.6703 |
|
| S4 |
0.6582 |
0.6603 |
0.6690 |
|
|
| 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 |
0.6745 |
0.6635 |
0.0110 |
1.6% |
0.0031 |
0.5% |
73% |
True |
False |
11 |
| 10 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0027 |
0.4% |
80% |
True |
False |
8 |
| 20 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
91% |
True |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
91% |
True |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0020 |
0.3% |
91% |
True |
False |
12 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0017 |
0.3% |
91% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6941 |
|
2.618 |
0.6865 |
|
1.618 |
0.6819 |
|
1.000 |
0.6791 |
|
0.618 |
0.6773 |
|
HIGH |
0.6745 |
|
0.618 |
0.6727 |
|
0.500 |
0.6722 |
|
0.382 |
0.6717 |
|
LOW |
0.6699 |
|
0.618 |
0.6671 |
|
1.000 |
0.6653 |
|
1.618 |
0.6625 |
|
2.618 |
0.6579 |
|
4.250 |
0.6504 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6722 |
0.6709 |
| PP |
0.6720 |
0.6702 |
| S1 |
0.6718 |
0.6695 |
|