CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6678 |
0.6678 |
0.0001 |
0.0% |
0.6733 |
| High |
0.6706 |
0.6700 |
-0.0006 |
-0.1% |
0.6733 |
| Low |
0.6678 |
0.6650 |
-0.0028 |
-0.4% |
0.6629 |
| Close |
0.6684 |
0.6650 |
-0.0034 |
-0.5% |
0.6665 |
| Range |
0.0028 |
0.0050 |
0.0022 |
78.6% |
0.0105 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
2.3% |
0.0000 |
| Volume |
34 |
31 |
-3 |
-8.8% |
45 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6817 |
0.6783 |
0.6678 |
|
| R3 |
0.6767 |
0.6733 |
0.6664 |
|
| R2 |
0.6717 |
0.6717 |
0.6659 |
|
| R1 |
0.6683 |
0.6683 |
0.6655 |
0.6675 |
| PP |
0.6667 |
0.6667 |
0.6667 |
0.6663 |
| S1 |
0.6633 |
0.6633 |
0.6645 |
0.6625 |
| S2 |
0.6617 |
0.6617 |
0.6641 |
|
| S3 |
0.6567 |
0.6583 |
0.6636 |
|
| S4 |
0.6517 |
0.6533 |
0.6623 |
|
|
| 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 |
0.6706 |
0.6629 |
0.0077 |
1.2% |
0.0041 |
0.6% |
28% |
False |
False |
15 |
| 10 |
0.6745 |
0.6629 |
0.0117 |
1.8% |
0.0040 |
0.6% |
18% |
False |
False |
13 |
| 20 |
0.6745 |
0.6569 |
0.0176 |
2.6% |
0.0030 |
0.4% |
46% |
False |
False |
10 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0030 |
0.4% |
72% |
False |
False |
11 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0024 |
0.4% |
72% |
False |
False |
14 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0019 |
0.3% |
72% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6913 |
|
2.618 |
0.6831 |
|
1.618 |
0.6781 |
|
1.000 |
0.6750 |
|
0.618 |
0.6731 |
|
HIGH |
0.6700 |
|
0.618 |
0.6681 |
|
0.500 |
0.6675 |
|
0.382 |
0.6669 |
|
LOW |
0.6650 |
|
0.618 |
0.6619 |
|
1.000 |
0.6600 |
|
1.618 |
0.6569 |
|
2.618 |
0.6519 |
|
4.250 |
0.6438 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6675 |
0.6667 |
| PP |
0.6667 |
0.6661 |
| S1 |
0.6658 |
0.6656 |
|