CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6456 |
0.6427 |
-0.0029 |
-0.4% |
0.6537 |
| High |
0.6474 |
0.6527 |
0.0053 |
0.8% |
0.6562 |
| Low |
0.6404 |
0.6414 |
0.0010 |
0.2% |
0.6404 |
| Close |
0.6419 |
0.6515 |
0.0096 |
1.5% |
0.6419 |
| Range |
0.0070 |
0.0113 |
0.0043 |
61.4% |
0.0158 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.8% |
0.0000 |
| Volume |
334 |
281 |
-53 |
-15.9% |
1,680 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6824 |
0.6783 |
0.6577 |
|
| R3 |
0.6711 |
0.6670 |
0.6546 |
|
| R2 |
0.6598 |
0.6598 |
0.6536 |
|
| R1 |
0.6557 |
0.6557 |
0.6525 |
0.6578 |
| PP |
0.6485 |
0.6485 |
0.6485 |
0.6496 |
| S1 |
0.6444 |
0.6444 |
0.6505 |
0.6465 |
| S2 |
0.6372 |
0.6372 |
0.6494 |
|
| S3 |
0.6259 |
0.6331 |
0.6484 |
|
| S4 |
0.6146 |
0.6218 |
0.6453 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6835 |
0.6506 |
|
| R3 |
0.6778 |
0.6677 |
0.6462 |
|
| R2 |
0.6620 |
0.6620 |
0.6448 |
|
| R1 |
0.6519 |
0.6519 |
0.6433 |
0.6491 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6447 |
| S1 |
0.6361 |
0.6361 |
0.6405 |
0.6333 |
| S2 |
0.6304 |
0.6304 |
0.6390 |
|
| S3 |
0.6146 |
0.6203 |
0.6376 |
|
| S4 |
0.5988 |
0.6045 |
0.6332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6536 |
0.6404 |
0.0132 |
2.0% |
0.0086 |
1.3% |
84% |
False |
False |
339 |
| 10 |
0.6562 |
0.6380 |
0.0182 |
2.8% |
0.0082 |
1.3% |
74% |
False |
False |
223 |
| 20 |
0.6570 |
0.6255 |
0.0315 |
4.8% |
0.0080 |
1.2% |
83% |
False |
False |
146 |
| 40 |
0.6570 |
0.5710 |
0.0860 |
13.2% |
0.0096 |
1.5% |
94% |
False |
False |
141 |
| 60 |
0.6660 |
0.5520 |
0.1140 |
17.5% |
0.0112 |
1.7% |
87% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7007 |
|
2.618 |
0.6823 |
|
1.618 |
0.6710 |
|
1.000 |
0.6640 |
|
0.618 |
0.6597 |
|
HIGH |
0.6527 |
|
0.618 |
0.6484 |
|
0.500 |
0.6471 |
|
0.382 |
0.6457 |
|
LOW |
0.6414 |
|
0.618 |
0.6344 |
|
1.000 |
0.6301 |
|
1.618 |
0.6231 |
|
2.618 |
0.6118 |
|
4.250 |
0.5934 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6500 |
0.6499 |
| PP |
0.6485 |
0.6482 |
| S1 |
0.6471 |
0.6466 |
|