CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6618 |
0.6621 |
0.0003 |
0.0% |
0.6544 |
| High |
0.6666 |
0.6683 |
0.0017 |
0.3% |
0.6683 |
| Low |
0.6590 |
0.6619 |
0.0029 |
0.4% |
0.6521 |
| Close |
0.6658 |
0.6659 |
0.0001 |
0.0% |
0.6659 |
| Range |
0.0076 |
0.0064 |
-0.0012 |
-15.8% |
0.0162 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
689 |
847 |
158 |
22.9% |
2,824 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6846 |
0.6816 |
0.6694 |
|
| R3 |
0.6782 |
0.6752 |
0.6677 |
|
| R2 |
0.6718 |
0.6718 |
0.6671 |
|
| R1 |
0.6688 |
0.6688 |
0.6665 |
0.6703 |
| PP |
0.6654 |
0.6654 |
0.6654 |
0.6661 |
| S1 |
0.6624 |
0.6624 |
0.6653 |
0.6639 |
| S2 |
0.6590 |
0.6590 |
0.6647 |
|
| S3 |
0.6526 |
0.6560 |
0.6641 |
|
| S4 |
0.6462 |
0.6496 |
0.6624 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7045 |
0.6748 |
|
| R3 |
0.6945 |
0.6883 |
0.6704 |
|
| R2 |
0.6783 |
0.6783 |
0.6689 |
|
| R1 |
0.6721 |
0.6721 |
0.6674 |
0.6752 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6637 |
| S1 |
0.6559 |
0.6559 |
0.6644 |
0.6590 |
| S2 |
0.6459 |
0.6459 |
0.6629 |
|
| S3 |
0.6297 |
0.6397 |
0.6614 |
|
| S4 |
0.6135 |
0.6235 |
0.6570 |
|
|
| 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% |
0.0095 |
1.4% |
86% |
True |
False |
633 |
| 10 |
0.6683 |
0.6404 |
0.0279 |
4.2% |
0.0087 |
1.3% |
91% |
True |
False |
496 |
| 20 |
0.6683 |
0.6374 |
0.0309 |
4.6% |
0.0083 |
1.2% |
92% |
True |
False |
338 |
| 40 |
0.6683 |
0.5985 |
0.0698 |
10.5% |
0.0087 |
1.3% |
97% |
True |
False |
214 |
| 60 |
0.6683 |
0.5520 |
0.1163 |
17.5% |
0.0116 |
1.7% |
98% |
True |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6955 |
|
2.618 |
0.6851 |
|
1.618 |
0.6787 |
|
1.000 |
0.6747 |
|
0.618 |
0.6723 |
|
HIGH |
0.6683 |
|
0.618 |
0.6659 |
|
0.500 |
0.6651 |
|
0.382 |
0.6643 |
|
LOW |
0.6619 |
|
0.618 |
0.6579 |
|
1.000 |
0.6555 |
|
1.618 |
0.6515 |
|
2.618 |
0.6451 |
|
4.250 |
0.6347 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6656 |
0.6648 |
| PP |
0.6654 |
0.6637 |
| S1 |
0.6651 |
0.6626 |
|