CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6699 |
0.6678 |
-0.0021 |
-0.3% |
0.6657 |
| High |
0.6699 |
0.6678 |
-0.0021 |
-0.3% |
0.6745 |
| Low |
0.6649 |
0.6636 |
-0.0014 |
-0.2% |
0.6644 |
| Close |
0.6649 |
0.6636 |
-0.0014 |
-0.2% |
0.6734 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-15.2% |
0.0101 |
| ATR |
0.0037 |
0.0038 |
0.0000 |
0.9% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
57 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6748 |
0.6659 |
|
| R3 |
0.6734 |
0.6706 |
0.6647 |
|
| R2 |
0.6692 |
0.6692 |
0.6643 |
|
| R1 |
0.6664 |
0.6664 |
0.6639 |
0.6657 |
| PP |
0.6650 |
0.6650 |
0.6650 |
0.6646 |
| S1 |
0.6622 |
0.6622 |
0.6632 |
0.6615 |
| S2 |
0.6608 |
0.6608 |
0.6628 |
|
| S3 |
0.6566 |
0.6580 |
0.6624 |
|
| S4 |
0.6524 |
0.6538 |
0.6612 |
|
|
| 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 |
0.6733 |
0.6636 |
0.0098 |
1.5% |
0.0037 |
0.6% |
0% |
False |
True |
9 |
| 10 |
0.6745 |
0.6635 |
0.0110 |
1.7% |
0.0034 |
0.5% |
0% |
False |
False |
10 |
| 20 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0032 |
0.5% |
51% |
False |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
68% |
False |
False |
15 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0023 |
0.3% |
68% |
False |
False |
13 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0019 |
0.3% |
68% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6856 |
|
2.618 |
0.6787 |
|
1.618 |
0.6745 |
|
1.000 |
0.6720 |
|
0.618 |
0.6703 |
|
HIGH |
0.6678 |
|
0.618 |
0.6661 |
|
0.500 |
0.6657 |
|
0.382 |
0.6652 |
|
LOW |
0.6636 |
|
0.618 |
0.6610 |
|
1.000 |
0.6594 |
|
1.618 |
0.6568 |
|
2.618 |
0.6526 |
|
4.250 |
0.6457 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6657 |
0.6674 |
| PP |
0.6650 |
0.6661 |
| S1 |
0.6643 |
0.6648 |
|