CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6614 |
0.6665 |
0.0052 |
0.8% |
0.6575 |
| High |
0.6649 |
0.6668 |
0.0020 |
0.3% |
0.6649 |
| Low |
0.6601 |
0.6656 |
0.0055 |
0.8% |
0.6520 |
| Close |
0.6649 |
0.6661 |
0.0013 |
0.2% |
0.6649 |
| Range |
0.0048 |
0.0012 |
-0.0036 |
-74.7% |
0.0129 |
| ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
38 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6698 |
0.6691 |
0.6668 |
|
| R3 |
0.6686 |
0.6679 |
0.6664 |
|
| R2 |
0.6674 |
0.6674 |
0.6663 |
|
| R1 |
0.6667 |
0.6667 |
0.6662 |
0.6665 |
| PP |
0.6662 |
0.6662 |
0.6662 |
0.6660 |
| S1 |
0.6655 |
0.6655 |
0.6660 |
0.6653 |
| S2 |
0.6650 |
0.6650 |
0.6659 |
|
| S3 |
0.6638 |
0.6643 |
0.6658 |
|
| S4 |
0.6626 |
0.6631 |
0.6654 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6993 |
0.6950 |
0.6719 |
|
| R3 |
0.6864 |
0.6821 |
0.6684 |
|
| R2 |
0.6735 |
0.6735 |
0.6672 |
|
| R1 |
0.6692 |
0.6692 |
0.6660 |
0.6713 |
| PP |
0.6606 |
0.6606 |
0.6606 |
0.6616 |
| S1 |
0.6563 |
0.6563 |
0.6637 |
0.6584 |
| S2 |
0.6477 |
0.6477 |
0.6625 |
|
| S3 |
0.6348 |
0.6434 |
0.6613 |
|
| S4 |
0.6219 |
0.6305 |
0.6578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6668 |
0.6520 |
0.0149 |
2.2% |
0.0034 |
0.5% |
95% |
True |
False |
5 |
| 10 |
0.6668 |
0.6495 |
0.0173 |
2.6% |
0.0029 |
0.4% |
96% |
True |
False |
8 |
| 20 |
0.6668 |
0.6405 |
0.0264 |
4.0% |
0.0032 |
0.5% |
97% |
True |
False |
12 |
| 40 |
0.6672 |
0.6405 |
0.0267 |
4.0% |
0.0021 |
0.3% |
96% |
False |
False |
15 |
| 60 |
0.6702 |
0.6405 |
0.0298 |
4.5% |
0.0017 |
0.3% |
86% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6719 |
|
2.618 |
0.6699 |
|
1.618 |
0.6687 |
|
1.000 |
0.6680 |
|
0.618 |
0.6675 |
|
HIGH |
0.6668 |
|
0.618 |
0.6663 |
|
0.500 |
0.6662 |
|
0.382 |
0.6661 |
|
LOW |
0.6656 |
|
0.618 |
0.6649 |
|
1.000 |
0.6644 |
|
1.618 |
0.6637 |
|
2.618 |
0.6625 |
|
4.250 |
0.6605 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6662 |
0.6648 |
| PP |
0.6662 |
0.6635 |
| S1 |
0.6661 |
0.6623 |
|