CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6427 |
0.6528 |
0.0101 |
1.6% |
0.6537 |
| High |
0.6527 |
0.6585 |
0.0058 |
0.9% |
0.6562 |
| Low |
0.6414 |
0.6511 |
0.0097 |
1.5% |
0.6404 |
| Close |
0.6515 |
0.6567 |
0.0052 |
0.8% |
0.6419 |
| Range |
0.0113 |
0.0074 |
-0.0039 |
-34.5% |
0.0158 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
281 |
529 |
248 |
88.3% |
1,680 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6776 |
0.6746 |
0.6608 |
|
| R3 |
0.6702 |
0.6672 |
0.6587 |
|
| R2 |
0.6628 |
0.6628 |
0.6581 |
|
| R1 |
0.6598 |
0.6598 |
0.6574 |
0.6613 |
| PP |
0.6554 |
0.6554 |
0.6554 |
0.6562 |
| S1 |
0.6524 |
0.6524 |
0.6560 |
0.6539 |
| S2 |
0.6480 |
0.6480 |
0.6553 |
|
| S3 |
0.6406 |
0.6450 |
0.6547 |
|
| S4 |
0.6332 |
0.6376 |
0.6526 |
|
|
| 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 |
0.6585 |
0.6404 |
0.0181 |
2.8% |
0.0081 |
1.2% |
90% |
True |
False |
390 |
| 10 |
0.6585 |
0.6380 |
0.0205 |
3.1% |
0.0084 |
1.3% |
91% |
True |
False |
272 |
| 20 |
0.6585 |
0.6279 |
0.0306 |
4.7% |
0.0079 |
1.2% |
94% |
True |
False |
169 |
| 40 |
0.6585 |
0.5839 |
0.0746 |
11.4% |
0.0095 |
1.4% |
98% |
True |
False |
151 |
| 60 |
0.6660 |
0.5520 |
0.1140 |
17.4% |
0.0113 |
1.7% |
92% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6900 |
|
2.618 |
0.6779 |
|
1.618 |
0.6705 |
|
1.000 |
0.6659 |
|
0.618 |
0.6631 |
|
HIGH |
0.6585 |
|
0.618 |
0.6557 |
|
0.500 |
0.6548 |
|
0.382 |
0.6539 |
|
LOW |
0.6511 |
|
0.618 |
0.6465 |
|
1.000 |
0.6437 |
|
1.618 |
0.6391 |
|
2.618 |
0.6317 |
|
4.250 |
0.6197 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6561 |
0.6543 |
| PP |
0.6554 |
0.6519 |
| S1 |
0.6548 |
0.6495 |
|