CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6626 |
0.6631 |
0.0005 |
0.1% |
0.6635 |
| High |
0.6652 |
0.6651 |
-0.0001 |
0.0% |
0.6666 |
| Low |
0.6610 |
0.6604 |
-0.0007 |
-0.1% |
0.6585 |
| Close |
0.6632 |
0.6647 |
0.0015 |
0.2% |
0.6629 |
| Range |
0.0042 |
0.0047 |
0.0006 |
13.3% |
0.0082 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
100 |
535 |
435 |
435.0% |
994 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6775 |
0.6758 |
0.6672 |
|
| R3 |
0.6728 |
0.6711 |
0.6659 |
|
| R2 |
0.6681 |
0.6681 |
0.6655 |
|
| R1 |
0.6664 |
0.6664 |
0.6651 |
0.6672 |
| PP |
0.6634 |
0.6634 |
0.6634 |
0.6638 |
| S1 |
0.6617 |
0.6617 |
0.6642 |
0.6625 |
| S2 |
0.6587 |
0.6587 |
0.6638 |
|
| S3 |
0.6540 |
0.6570 |
0.6634 |
|
| S4 |
0.6493 |
0.6523 |
0.6621 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6871 |
0.6832 |
0.6674 |
|
| R3 |
0.6790 |
0.6750 |
0.6651 |
|
| R2 |
0.6708 |
0.6708 |
0.6644 |
|
| R1 |
0.6669 |
0.6669 |
0.6636 |
0.6648 |
| PP |
0.6627 |
0.6627 |
0.6627 |
0.6616 |
| S1 |
0.6587 |
0.6587 |
0.6622 |
0.6566 |
| S2 |
0.6545 |
0.6545 |
0.6614 |
|
| S3 |
0.6464 |
0.6506 |
0.6607 |
|
| S4 |
0.6382 |
0.6424 |
0.6584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6652 |
0.6585 |
0.0067 |
1.0% |
0.0041 |
0.6% |
93% |
False |
False |
196 |
| 10 |
0.6680 |
0.6491 |
0.0189 |
2.8% |
0.0051 |
0.8% |
82% |
False |
False |
207 |
| 20 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0050 |
0.7% |
88% |
False |
False |
160 |
| 40 |
0.6680 |
0.6390 |
0.0290 |
4.4% |
0.0052 |
0.8% |
88% |
False |
False |
124 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.5% |
0.0042 |
0.6% |
85% |
False |
False |
96 |
| 80 |
0.6692 |
0.6390 |
0.0302 |
4.5% |
0.0037 |
0.6% |
85% |
False |
False |
74 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0034 |
0.5% |
52% |
False |
False |
60 |
| 120 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0030 |
0.5% |
52% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6850 |
|
2.618 |
0.6774 |
|
1.618 |
0.6727 |
|
1.000 |
0.6698 |
|
0.618 |
0.6680 |
|
HIGH |
0.6651 |
|
0.618 |
0.6633 |
|
0.500 |
0.6627 |
|
0.382 |
0.6621 |
|
LOW |
0.6604 |
|
0.618 |
0.6574 |
|
1.000 |
0.6557 |
|
1.618 |
0.6527 |
|
2.618 |
0.6480 |
|
4.250 |
0.6404 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6640 |
0.6640 |
| PP |
0.6634 |
0.6634 |
| S1 |
0.6627 |
0.6628 |
|