CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6648 |
0.6618 |
-0.0030 |
-0.5% |
0.6427 |
| High |
0.6683 |
0.6666 |
-0.0017 |
-0.3% |
0.6616 |
| Low |
0.6568 |
0.6590 |
0.0022 |
0.3% |
0.6414 |
| Close |
0.6607 |
0.6658 |
0.0051 |
0.8% |
0.6529 |
| Range |
0.0115 |
0.0076 |
-0.0039 |
-33.9% |
0.0202 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
697 |
689 |
-8 |
-1.1% |
1,802 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6866 |
0.6838 |
0.6700 |
|
| R3 |
0.6790 |
0.6762 |
0.6679 |
|
| R2 |
0.6714 |
0.6714 |
0.6672 |
|
| R1 |
0.6686 |
0.6686 |
0.6665 |
0.6700 |
| PP |
0.6638 |
0.6638 |
0.6638 |
0.6645 |
| S1 |
0.6610 |
0.6610 |
0.6651 |
0.6624 |
| S2 |
0.6562 |
0.6562 |
0.6644 |
|
| S3 |
0.6486 |
0.6534 |
0.6637 |
|
| S4 |
0.6410 |
0.6458 |
0.6616 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7126 |
0.7029 |
0.6640 |
|
| R3 |
0.6924 |
0.6827 |
0.6585 |
|
| R2 |
0.6722 |
0.6722 |
0.6566 |
|
| R1 |
0.6625 |
0.6625 |
0.6548 |
0.6674 |
| PP |
0.6520 |
0.6520 |
0.6520 |
0.6544 |
| S1 |
0.6423 |
0.6423 |
0.6510 |
0.6472 |
| S2 |
0.6318 |
0.6318 |
0.6492 |
|
| S3 |
0.6116 |
0.6221 |
0.6473 |
|
| S4 |
0.5914 |
0.6019 |
0.6418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6683 |
0.6507 |
0.0176 |
2.6% |
0.0092 |
1.4% |
86% |
False |
False |
529 |
| 10 |
0.6683 |
0.6404 |
0.0279 |
4.2% |
0.0087 |
1.3% |
91% |
False |
False |
453 |
| 20 |
0.6683 |
0.6374 |
0.0309 |
4.6% |
0.0084 |
1.3% |
92% |
False |
False |
303 |
| 40 |
0.6683 |
0.5985 |
0.0698 |
10.5% |
0.0088 |
1.3% |
96% |
False |
False |
196 |
| 60 |
0.6683 |
0.5520 |
0.1163 |
17.5% |
0.0115 |
1.7% |
98% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6989 |
|
2.618 |
0.6865 |
|
1.618 |
0.6789 |
|
1.000 |
0.6742 |
|
0.618 |
0.6713 |
|
HIGH |
0.6666 |
|
0.618 |
0.6637 |
|
0.500 |
0.6628 |
|
0.382 |
0.6619 |
|
LOW |
0.6590 |
|
0.618 |
0.6543 |
|
1.000 |
0.6514 |
|
1.618 |
0.6467 |
|
2.618 |
0.6391 |
|
4.250 |
0.6267 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6648 |
0.6639 |
| PP |
0.6638 |
0.6621 |
| S1 |
0.6628 |
0.6602 |
|