CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6638 |
0.6684 |
0.0046 |
0.7% |
0.6678 |
| High |
0.6676 |
0.6702 |
0.0027 |
0.4% |
0.6706 |
| Low |
0.6627 |
0.6661 |
0.0034 |
0.5% |
0.6627 |
| Close |
0.6672 |
0.6676 |
0.0004 |
0.1% |
0.6676 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-15.5% |
0.0079 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
| Volume |
11 |
12 |
1 |
9.1% |
88 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6803 |
0.6780 |
0.6699 |
|
| R3 |
0.6762 |
0.6739 |
0.6687 |
|
| R2 |
0.6721 |
0.6721 |
0.6684 |
|
| R1 |
0.6698 |
0.6698 |
0.6680 |
0.6689 |
| PP |
0.6680 |
0.6680 |
0.6680 |
0.6675 |
| S1 |
0.6657 |
0.6657 |
0.6672 |
0.6648 |
| S2 |
0.6639 |
0.6639 |
0.6668 |
|
| S3 |
0.6598 |
0.6616 |
0.6665 |
|
| S4 |
0.6557 |
0.6575 |
0.6653 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6905 |
0.6869 |
0.6719 |
|
| R3 |
0.6827 |
0.6791 |
0.6698 |
|
| R2 |
0.6748 |
0.6748 |
0.6690 |
|
| R1 |
0.6712 |
0.6712 |
0.6683 |
0.6691 |
| PP |
0.6670 |
0.6670 |
0.6670 |
0.6659 |
| S1 |
0.6634 |
0.6634 |
0.6669 |
0.6612 |
| S2 |
0.6591 |
0.6591 |
0.6662 |
|
| S3 |
0.6513 |
0.6555 |
0.6654 |
|
| S4 |
0.6434 |
0.6477 |
0.6633 |
|
|
| 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% |
62% |
False |
False |
17 |
| 10 |
0.6733 |
0.6627 |
0.0106 |
1.6% |
0.0039 |
0.6% |
46% |
False |
False |
13 |
| 20 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0033 |
0.5% |
53% |
False |
False |
10 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0032 |
0.5% |
80% |
False |
False |
11 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
80% |
False |
False |
14 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0021 |
0.3% |
80% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6876 |
|
2.618 |
0.6809 |
|
1.618 |
0.6768 |
|
1.000 |
0.6743 |
|
0.618 |
0.6727 |
|
HIGH |
0.6702 |
|
0.618 |
0.6686 |
|
0.500 |
0.6682 |
|
0.382 |
0.6677 |
|
LOW |
0.6661 |
|
0.618 |
0.6636 |
|
1.000 |
0.6620 |
|
1.618 |
0.6595 |
|
2.618 |
0.6554 |
|
4.250 |
0.6487 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6682 |
0.6672 |
| PP |
0.6680 |
0.6668 |
| S1 |
0.6678 |
0.6665 |
|