CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6801 |
0.6891 |
0.0090 |
1.3% |
0.6544 |
| High |
0.6898 |
0.6983 |
0.0085 |
1.2% |
0.6683 |
| Low |
0.6776 |
0.6857 |
0.0081 |
1.2% |
0.6521 |
| Close |
0.6888 |
0.6932 |
0.0044 |
0.6% |
0.6659 |
| Range |
0.0122 |
0.0126 |
0.0004 |
3.3% |
0.0162 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
1,656 |
3,393 |
1,737 |
104.9% |
2,824 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7302 |
0.7243 |
0.7001 |
|
| R3 |
0.7176 |
0.7117 |
0.6967 |
|
| R2 |
0.7050 |
0.7050 |
0.6955 |
|
| R1 |
0.6991 |
0.6991 |
0.6944 |
0.7021 |
| PP |
0.6924 |
0.6924 |
0.6924 |
0.6939 |
| S1 |
0.6865 |
0.6865 |
0.6920 |
0.6895 |
| S2 |
0.6798 |
0.6798 |
0.6909 |
|
| S3 |
0.6672 |
0.6739 |
0.6897 |
|
| S4 |
0.6546 |
0.6613 |
0.6863 |
|
|
| 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 |
0.6983 |
0.6590 |
0.0393 |
5.7% |
0.0109 |
1.6% |
87% |
True |
False |
1,637 |
| 10 |
0.6983 |
0.6507 |
0.0476 |
6.9% |
0.0102 |
1.5% |
89% |
True |
False |
1,046 |
| 20 |
0.6983 |
0.6380 |
0.0603 |
8.7% |
0.0093 |
1.3% |
92% |
True |
False |
659 |
| 40 |
0.6983 |
0.6088 |
0.0895 |
12.9% |
0.0089 |
1.3% |
94% |
True |
False |
370 |
| 60 |
0.6983 |
0.5520 |
0.1463 |
21.1% |
0.0115 |
1.7% |
97% |
True |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7313 |
|
1.618 |
0.7187 |
|
1.000 |
0.7109 |
|
0.618 |
0.7061 |
|
HIGH |
0.6983 |
|
0.618 |
0.6935 |
|
0.500 |
0.6920 |
|
0.382 |
0.6905 |
|
LOW |
0.6857 |
|
0.618 |
0.6779 |
|
1.000 |
0.6731 |
|
1.618 |
0.6653 |
|
2.618 |
0.6527 |
|
4.250 |
0.6322 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6928 |
0.6893 |
| PP |
0.6924 |
0.6854 |
| S1 |
0.6920 |
0.6816 |
|