CME Australian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6745 |
0.6687 |
-0.0059 |
-0.9% |
0.6657 |
| High |
0.6745 |
0.6718 |
-0.0027 |
-0.4% |
0.6745 |
| Low |
0.6699 |
0.6686 |
-0.0014 |
-0.2% |
0.6644 |
| Close |
0.6716 |
0.6734 |
0.0019 |
0.3% |
0.6734 |
| Range |
0.0046 |
0.0033 |
-0.0014 |
-29.3% |
0.0101 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
10 |
1 |
-9 |
-90.0% |
57 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6810 |
0.6805 |
0.6752 |
|
| R3 |
0.6778 |
0.6772 |
0.6743 |
|
| R2 |
0.6745 |
0.6745 |
0.6740 |
|
| R1 |
0.6740 |
0.6740 |
0.6737 |
0.6742 |
| PP |
0.6713 |
0.6713 |
0.6713 |
0.6714 |
| S1 |
0.6707 |
0.6707 |
0.6731 |
0.6710 |
| S2 |
0.6680 |
0.6680 |
0.6728 |
|
| S3 |
0.6648 |
0.6675 |
0.6725 |
|
| S4 |
0.6615 |
0.6642 |
0.6716 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7011 |
0.6973 |
0.6790 |
|
| R3 |
0.6910 |
0.6872 |
0.6762 |
|
| R2 |
0.6809 |
0.6809 |
0.6753 |
|
| R1 |
0.6771 |
0.6771 |
0.6743 |
0.6790 |
| PP |
0.6708 |
0.6708 |
0.6708 |
0.6717 |
| S1 |
0.6670 |
0.6670 |
0.6725 |
0.6689 |
| S2 |
0.6607 |
0.6607 |
0.6715 |
|
| S3 |
0.6506 |
0.6569 |
0.6706 |
|
| S4 |
0.6405 |
0.6468 |
0.6678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6745 |
0.6644 |
0.0101 |
1.5% |
0.0033 |
0.5% |
89% |
False |
False |
11 |
| 10 |
0.6745 |
0.6599 |
0.0146 |
2.2% |
0.0025 |
0.4% |
92% |
False |
False |
8 |
| 20 |
0.6745 |
0.6491 |
0.0255 |
3.8% |
0.0027 |
0.4% |
96% |
False |
False |
8 |
| 40 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0025 |
0.4% |
97% |
False |
False |
14 |
| 60 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0020 |
0.3% |
97% |
False |
False |
12 |
| 80 |
0.6745 |
0.6405 |
0.0341 |
5.1% |
0.0018 |
0.3% |
97% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6856 |
|
2.618 |
0.6803 |
|
1.618 |
0.6771 |
|
1.000 |
0.6751 |
|
0.618 |
0.6738 |
|
HIGH |
0.6718 |
|
0.618 |
0.6706 |
|
0.500 |
0.6702 |
|
0.382 |
0.6698 |
|
LOW |
0.6686 |
|
0.618 |
0.6665 |
|
1.000 |
0.6653 |
|
1.618 |
0.6633 |
|
2.618 |
0.6600 |
|
4.250 |
0.6547 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6723 |
0.6725 |
| PP |
0.6713 |
0.6717 |
| S1 |
0.6702 |
0.6708 |
|