CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6645 |
0.6657 |
0.0012 |
0.2% |
0.6665 |
| High |
0.6658 |
0.6660 |
0.0003 |
0.0% |
0.6670 |
| Low |
0.6635 |
0.6644 |
0.0009 |
0.1% |
0.6599 |
| Close |
0.6641 |
0.6644 |
0.0004 |
0.1% |
0.6641 |
| Range |
0.0023 |
0.0016 |
-0.0007 |
-28.9% |
0.0071 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
26 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6697 |
0.6687 |
0.6653 |
|
| R3 |
0.6681 |
0.6671 |
0.6648 |
|
| R2 |
0.6665 |
0.6665 |
0.6647 |
|
| R1 |
0.6655 |
0.6655 |
0.6645 |
0.6652 |
| PP |
0.6649 |
0.6649 |
0.6649 |
0.6648 |
| S1 |
0.6639 |
0.6639 |
0.6643 |
0.6636 |
| S2 |
0.6633 |
0.6633 |
0.6641 |
|
| S3 |
0.6617 |
0.6623 |
0.6640 |
|
| S4 |
0.6601 |
0.6607 |
0.6635 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6848 |
0.6815 |
0.6679 |
|
| R3 |
0.6777 |
0.6744 |
0.6660 |
|
| R2 |
0.6707 |
0.6707 |
0.6653 |
|
| R1 |
0.6674 |
0.6674 |
0.6647 |
0.6655 |
| PP |
0.6636 |
0.6636 |
0.6636 |
0.6627 |
| S1 |
0.6603 |
0.6603 |
0.6634 |
0.6585 |
| S2 |
0.6566 |
0.6566 |
0.6628 |
|
| S3 |
0.6495 |
0.6533 |
0.6621 |
|
| S4 |
0.6425 |
0.6462 |
0.6602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6670 |
0.6599 |
0.0071 |
1.1% |
0.0019 |
0.3% |
64% |
False |
False |
5 |
| 10 |
0.6670 |
0.6520 |
0.0150 |
2.3% |
0.0026 |
0.4% |
83% |
False |
False |
5 |
| 20 |
0.6670 |
0.6405 |
0.0265 |
4.0% |
0.0024 |
0.4% |
90% |
False |
False |
7 |
| 40 |
0.6670 |
0.6405 |
0.0265 |
4.0% |
0.0022 |
0.3% |
90% |
False |
False |
13 |
| 60 |
0.6702 |
0.6405 |
0.0298 |
4.5% |
0.0018 |
0.3% |
81% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6728 |
|
2.618 |
0.6702 |
|
1.618 |
0.6686 |
|
1.000 |
0.6676 |
|
0.618 |
0.6670 |
|
HIGH |
0.6660 |
|
0.618 |
0.6654 |
|
0.500 |
0.6652 |
|
0.382 |
0.6650 |
|
LOW |
0.6644 |
|
0.618 |
0.6634 |
|
1.000 |
0.6628 |
|
1.618 |
0.6618 |
|
2.618 |
0.6602 |
|
4.250 |
0.6576 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6652 |
0.6648 |
| PP |
0.6649 |
0.6646 |
| S1 |
0.6647 |
0.6645 |
|