CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6678 |
0.6638 |
-0.0040 |
-0.6% |
0.6733 |
| High |
0.6700 |
0.6676 |
-0.0025 |
-0.4% |
0.6733 |
| Low |
0.6650 |
0.6627 |
-0.0023 |
-0.3% |
0.6629 |
| Close |
0.6650 |
0.6672 |
0.0022 |
0.3% |
0.6665 |
| Range |
0.0050 |
0.0049 |
-0.0002 |
-3.0% |
0.0105 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.8% |
0.0000 |
| Volume |
31 |
11 |
-20 |
-64.5% |
45 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6804 |
0.6786 |
0.6699 |
|
| R3 |
0.6755 |
0.6738 |
0.6685 |
|
| R2 |
0.6707 |
0.6707 |
0.6681 |
|
| R1 |
0.6689 |
0.6689 |
0.6676 |
0.6698 |
| PP |
0.6658 |
0.6658 |
0.6658 |
0.6663 |
| S1 |
0.6641 |
0.6641 |
0.6668 |
0.6650 |
| S2 |
0.6610 |
0.6610 |
0.6663 |
|
| S3 |
0.6561 |
0.6592 |
0.6659 |
|
| S4 |
0.6513 |
0.6544 |
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 |
0.6706 |
0.6627 |
0.0079 |
1.2% |
0.0041 |
0.6% |
57% |
False |
True |
16 |
| 10 |
0.6745 |
0.6627 |
0.0118 |
1.8% |
0.0039 |
0.6% |
38% |
False |
True |
13 |
| 20 |
0.6745 |
0.6577 |
0.0168 |
2.5% |
0.0032 |
0.5% |
57% |
False |
False |
10 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0031 |
0.5% |
79% |
False |
False |
11 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
79% |
False |
False |
14 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0020 |
0.3% |
79% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6882 |
|
2.618 |
0.6802 |
|
1.618 |
0.6754 |
|
1.000 |
0.6724 |
|
0.618 |
0.6705 |
|
HIGH |
0.6676 |
|
0.618 |
0.6657 |
|
0.500 |
0.6651 |
|
0.382 |
0.6646 |
|
LOW |
0.6627 |
|
0.618 |
0.6597 |
|
1.000 |
0.6579 |
|
1.618 |
0.6549 |
|
2.618 |
0.6500 |
|
4.250 |
0.6421 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6665 |
0.6670 |
| PP |
0.6658 |
0.6668 |
| S1 |
0.6651 |
0.6666 |
|