CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6687 |
0.6733 |
0.0046 |
0.7% |
0.6657 |
| High |
0.6718 |
0.6733 |
0.0015 |
0.2% |
0.6745 |
| Low |
0.6686 |
0.6702 |
0.0017 |
0.2% |
0.6644 |
| Close |
0.6734 |
0.6709 |
-0.0025 |
-0.4% |
0.6734 |
| Range |
0.0033 |
0.0031 |
-0.0002 |
-4.6% |
0.0101 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1 |
18 |
17 |
1,700.0% |
57 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6808 |
0.6789 |
0.6726 |
|
| R3 |
0.6777 |
0.6758 |
0.6718 |
|
| R2 |
0.6746 |
0.6746 |
0.6715 |
|
| R1 |
0.6727 |
0.6727 |
0.6712 |
0.6721 |
| PP |
0.6715 |
0.6715 |
0.6715 |
0.6712 |
| S1 |
0.6696 |
0.6696 |
0.6706 |
0.6690 |
| S2 |
0.6684 |
0.6684 |
0.6703 |
|
| S3 |
0.6653 |
0.6665 |
0.6700 |
|
| S4 |
0.6622 |
0.6634 |
0.6692 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6973 |
0.6790 |
|
| R3 |
0.6910 |
0.6872 |
0.6762 |
|
| R2 |
0.6809 |
0.6809 |
0.6753 |
|
| R1 |
0.6771 |
0.6771 |
0.6743 |
0.6790 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6717 |
| S1 |
0.6670 |
0.6670 |
0.6725 |
0.6689 |
| S2 |
0.6607 |
0.6607 |
0.6715 |
|
| S3 |
0.6506 |
0.6569 |
0.6706 |
|
| S4 |
0.6405 |
0.6468 |
0.6678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6745 |
0.6646 |
0.0100 |
1.5% |
0.0036 |
0.5% |
64% |
False |
False |
14 |
| 10 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0027 |
0.4% |
75% |
False |
False |
9 |
| 20 |
0.6745 |
0.6495 |
0.0250 |
3.7% |
0.0028 |
0.4% |
86% |
False |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
89% |
False |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0021 |
0.3% |
89% |
False |
False |
12 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0018 |
0.3% |
89% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6865 |
|
2.618 |
0.6814 |
|
1.618 |
0.6783 |
|
1.000 |
0.6764 |
|
0.618 |
0.6752 |
|
HIGH |
0.6733 |
|
0.618 |
0.6721 |
|
0.500 |
0.6718 |
|
0.382 |
0.6714 |
|
LOW |
0.6702 |
|
0.618 |
0.6683 |
|
1.000 |
0.6671 |
|
1.618 |
0.6652 |
|
2.618 |
0.6621 |
|
4.250 |
0.6570 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6718 |
0.6715 |
| PP |
0.6715 |
0.6713 |
| S1 |
0.6712 |
0.6711 |
|