CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6733 |
0.6703 |
-0.0030 |
-0.4% |
0.6657 |
| High |
0.6733 |
0.6712 |
-0.0021 |
-0.3% |
0.6745 |
| Low |
0.6702 |
0.6684 |
-0.0018 |
-0.3% |
0.6644 |
| Close |
0.6709 |
0.6701 |
-0.0008 |
-0.1% |
0.6734 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.7% |
0.0101 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
18 |
14 |
-4 |
-22.2% |
57 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6783 |
0.6770 |
0.6716 |
|
| R3 |
0.6755 |
0.6742 |
0.6709 |
|
| R2 |
0.6727 |
0.6727 |
0.6706 |
|
| R1 |
0.6714 |
0.6714 |
0.6704 |
0.6707 |
| PP |
0.6699 |
0.6699 |
0.6699 |
0.6695 |
| S1 |
0.6686 |
0.6686 |
0.6698 |
0.6679 |
| S2 |
0.6671 |
0.6671 |
0.6696 |
|
| S3 |
0.6643 |
0.6658 |
0.6693 |
|
| S4 |
0.6615 |
0.6630 |
0.6686 |
|
|
| 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 |
0.6671 |
0.0074 |
1.1% |
0.0038 |
0.6% |
41% |
False |
False |
11 |
| 10 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0026 |
0.4% |
70% |
False |
False |
10 |
| 20 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0028 |
0.4% |
80% |
False |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
87% |
False |
False |
15 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0021 |
0.3% |
87% |
False |
False |
12 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0018 |
0.3% |
87% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6831 |
|
2.618 |
0.6785 |
|
1.618 |
0.6757 |
|
1.000 |
0.6740 |
|
0.618 |
0.6729 |
|
HIGH |
0.6712 |
|
0.618 |
0.6701 |
|
0.500 |
0.6698 |
|
0.382 |
0.6695 |
|
LOW |
0.6684 |
|
0.618 |
0.6667 |
|
1.000 |
0.6656 |
|
1.618 |
0.6639 |
|
2.618 |
0.6611 |
|
4.250 |
0.6565 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6700 |
0.6709 |
| PP |
0.6699 |
0.6706 |
| S1 |
0.6698 |
0.6704 |
|