CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6656 |
0.6801 |
0.0145 |
2.2% |
0.6544 |
| High |
0.6804 |
0.6898 |
0.0094 |
1.4% |
0.6683 |
| Low |
0.6648 |
0.6776 |
0.0128 |
1.9% |
0.6521 |
| Close |
0.6798 |
0.6888 |
0.0090 |
1.3% |
0.6659 |
| Range |
0.0156 |
0.0122 |
-0.0034 |
-21.8% |
0.0162 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1,604 |
1,656 |
52 |
3.2% |
2,824 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7220 |
0.7176 |
0.6955 |
|
| R3 |
0.7098 |
0.7054 |
0.6922 |
|
| R2 |
0.6976 |
0.6976 |
0.6910 |
|
| R1 |
0.6932 |
0.6932 |
0.6899 |
0.6954 |
| PP |
0.6854 |
0.6854 |
0.6854 |
0.6865 |
| S1 |
0.6810 |
0.6810 |
0.6877 |
0.6832 |
| S2 |
0.6732 |
0.6732 |
0.6866 |
|
| S3 |
0.6610 |
0.6688 |
0.6854 |
|
| S4 |
0.6488 |
0.6566 |
0.6821 |
|
|
| 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 |
0.6898 |
0.6568 |
0.0330 |
4.8% |
0.0107 |
1.5% |
97% |
True |
False |
1,098 |
| 10 |
0.6898 |
0.6507 |
0.0391 |
5.7% |
0.0096 |
1.4% |
97% |
True |
False |
760 |
| 20 |
0.6898 |
0.6380 |
0.0518 |
7.5% |
0.0089 |
1.3% |
98% |
True |
False |
492 |
| 40 |
0.6898 |
0.6004 |
0.0894 |
13.0% |
0.0089 |
1.3% |
99% |
True |
False |
286 |
| 60 |
0.6898 |
0.5520 |
0.1378 |
20.0% |
0.0119 |
1.7% |
99% |
True |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7417 |
|
2.618 |
0.7217 |
|
1.618 |
0.7095 |
|
1.000 |
0.7020 |
|
0.618 |
0.6973 |
|
HIGH |
0.6898 |
|
0.618 |
0.6851 |
|
0.500 |
0.6837 |
|
0.382 |
0.6823 |
|
LOW |
0.6776 |
|
0.618 |
0.6701 |
|
1.000 |
0.6654 |
|
1.618 |
0.6579 |
|
2.618 |
0.6457 |
|
4.250 |
0.6258 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6871 |
0.6845 |
| PP |
0.6854 |
0.6802 |
| S1 |
0.6837 |
0.6759 |
|