CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6528 |
0.6598 |
0.0070 |
1.1% |
0.6537 |
| High |
0.6616 |
0.6598 |
-0.0018 |
-0.3% |
0.6562 |
| Low |
0.6527 |
0.6549 |
0.0022 |
0.3% |
0.6404 |
| Close |
0.6602 |
0.6566 |
-0.0036 |
-0.5% |
0.6419 |
| Range |
0.0089 |
0.0049 |
-0.0040 |
-44.9% |
0.0158 |
| ATR |
0.0090 |
0.0088 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
323 |
328 |
5 |
1.5% |
1,680 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6718 |
0.6691 |
0.6593 |
|
| R3 |
0.6669 |
0.6642 |
0.6579 |
|
| R2 |
0.6620 |
0.6620 |
0.6575 |
|
| R1 |
0.6593 |
0.6593 |
0.6570 |
0.6582 |
| PP |
0.6571 |
0.6571 |
0.6571 |
0.6566 |
| S1 |
0.6544 |
0.6544 |
0.6562 |
0.6533 |
| S2 |
0.6522 |
0.6522 |
0.6557 |
|
| S3 |
0.6473 |
0.6495 |
0.6553 |
|
| S4 |
0.6424 |
0.6446 |
0.6539 |
|
|
| 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 |
0.6616 |
0.6404 |
0.0212 |
3.2% |
0.0079 |
1.2% |
76% |
False |
False |
359 |
| 10 |
0.6616 |
0.6404 |
0.0212 |
3.2% |
0.0080 |
1.2% |
76% |
False |
False |
323 |
| 20 |
0.6616 |
0.6339 |
0.0277 |
4.2% |
0.0077 |
1.2% |
82% |
False |
False |
198 |
| 40 |
0.6616 |
0.5880 |
0.0736 |
11.2% |
0.0092 |
1.4% |
93% |
False |
False |
158 |
| 60 |
0.6660 |
0.5520 |
0.1140 |
17.4% |
0.0114 |
1.7% |
92% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6806 |
|
2.618 |
0.6726 |
|
1.618 |
0.6677 |
|
1.000 |
0.6647 |
|
0.618 |
0.6628 |
|
HIGH |
0.6598 |
|
0.618 |
0.6579 |
|
0.500 |
0.6574 |
|
0.382 |
0.6568 |
|
LOW |
0.6549 |
|
0.618 |
0.6519 |
|
1.000 |
0.6500 |
|
1.618 |
0.6470 |
|
2.618 |
0.6421 |
|
4.250 |
0.6341 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6574 |
0.6565 |
| PP |
0.6571 |
0.6564 |
| S1 |
0.6569 |
0.6564 |
|