CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6703 |
0.6699 |
-0.0005 |
-0.1% |
0.6657 |
| High |
0.6712 |
0.6699 |
-0.0014 |
-0.2% |
0.6745 |
| Low |
0.6684 |
0.6649 |
-0.0035 |
-0.5% |
0.6644 |
| Close |
0.6701 |
0.6649 |
-0.0052 |
-0.8% |
0.6734 |
| Range |
0.0028 |
0.0050 |
0.0022 |
76.8% |
0.0101 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
3.1% |
0.0000 |
| Volume |
14 |
8 |
-6 |
-42.9% |
57 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6814 |
0.6781 |
0.6676 |
|
| R3 |
0.6765 |
0.6732 |
0.6663 |
|
| R2 |
0.6715 |
0.6715 |
0.6658 |
|
| R1 |
0.6682 |
0.6682 |
0.6654 |
0.6674 |
| PP |
0.6666 |
0.6666 |
0.6666 |
0.6661 |
| S1 |
0.6633 |
0.6633 |
0.6644 |
0.6624 |
| S2 |
0.6616 |
0.6616 |
0.6640 |
|
| S3 |
0.6567 |
0.6583 |
0.6635 |
|
| S4 |
0.6517 |
0.6534 |
0.6622 |
|
|
| 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 |
0.6649 |
0.0096 |
1.4% |
0.0037 |
0.6% |
0% |
False |
True |
10 |
| 10 |
0.6745 |
0.6635 |
0.0110 |
1.7% |
0.0030 |
0.4% |
13% |
False |
False |
10 |
| 20 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0030 |
0.5% |
57% |
False |
False |
9 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0027 |
0.4% |
72% |
False |
False |
15 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0022 |
0.3% |
72% |
False |
False |
13 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0019 |
0.3% |
72% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6909 |
|
2.618 |
0.6828 |
|
1.618 |
0.6779 |
|
1.000 |
0.6748 |
|
0.618 |
0.6729 |
|
HIGH |
0.6699 |
|
0.618 |
0.6680 |
|
0.500 |
0.6674 |
|
0.382 |
0.6668 |
|
LOW |
0.6649 |
|
0.618 |
0.6618 |
|
1.000 |
0.6600 |
|
1.618 |
0.6569 |
|
2.618 |
0.6519 |
|
4.250 |
0.6439 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6674 |
0.6691 |
| PP |
0.6666 |
0.6677 |
| S1 |
0.6657 |
0.6663 |
|