CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6678 |
0.6665 |
-0.0013 |
-0.2% |
0.6733 |
| High |
0.6678 |
0.6665 |
-0.0013 |
-0.2% |
0.6733 |
| Low |
0.6636 |
0.6629 |
-0.0007 |
-0.1% |
0.6629 |
| Close |
0.6636 |
0.6665 |
0.0030 |
0.4% |
0.6665 |
| Range |
0.0042 |
0.0037 |
-0.0006 |
-13.1% |
0.0105 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
45 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6762 |
0.6750 |
0.6685 |
|
| R3 |
0.6726 |
0.6714 |
0.6675 |
|
| R2 |
0.6689 |
0.6689 |
0.6672 |
|
| R1 |
0.6677 |
0.6677 |
0.6668 |
0.6683 |
| PP |
0.6653 |
0.6653 |
0.6653 |
0.6656 |
| S1 |
0.6641 |
0.6641 |
0.6662 |
0.6647 |
| S2 |
0.6616 |
0.6616 |
0.6658 |
|
| S3 |
0.6580 |
0.6604 |
0.6655 |
|
| S4 |
0.6543 |
0.6568 |
0.6645 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6989 |
0.6932 |
0.6722 |
|
| R3 |
0.6885 |
0.6827 |
0.6694 |
|
| R2 |
0.6780 |
0.6780 |
0.6684 |
|
| R1 |
0.6723 |
0.6723 |
0.6675 |
0.6699 |
| PP |
0.6676 |
0.6676 |
0.6676 |
0.6664 |
| S1 |
0.6618 |
0.6618 |
0.6655 |
0.6595 |
| S2 |
0.6571 |
0.6571 |
0.6646 |
|
| S3 |
0.6467 |
0.6514 |
0.6636 |
|
| S4 |
0.6362 |
0.6409 |
0.6608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6733 |
0.6629 |
0.0105 |
1.6% |
0.0037 |
0.6% |
35% |
False |
True |
9 |
| 10 |
0.6745 |
0.6629 |
0.0117 |
1.7% |
0.0035 |
0.5% |
31% |
False |
True |
10 |
| 20 |
0.6745 |
0.6520 |
0.0226 |
3.4% |
0.0032 |
0.5% |
65% |
False |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0028 |
0.4% |
77% |
False |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0023 |
0.4% |
77% |
False |
False |
13 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0020 |
0.3% |
77% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6820 |
|
2.618 |
0.6761 |
|
1.618 |
0.6724 |
|
1.000 |
0.6702 |
|
0.618 |
0.6688 |
|
HIGH |
0.6665 |
|
0.618 |
0.6651 |
|
0.500 |
0.6647 |
|
0.382 |
0.6642 |
|
LOW |
0.6629 |
|
0.618 |
0.6606 |
|
1.000 |
0.6592 |
|
1.618 |
0.6569 |
|
2.618 |
0.6533 |
|
4.250 |
0.6473 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6659 |
0.6665 |
| PP |
0.6653 |
0.6664 |
| S1 |
0.6647 |
0.6664 |
|