CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6922 |
0.6942 |
0.0020 |
0.3% |
0.6656 |
| High |
0.6986 |
0.7012 |
0.0026 |
0.4% |
0.7012 |
| Low |
0.6882 |
0.6932 |
0.0050 |
0.7% |
0.6648 |
| Close |
0.6939 |
0.6967 |
0.0028 |
0.4% |
0.6967 |
| Range |
0.0104 |
0.0080 |
-0.0024 |
-23.1% |
0.0364 |
| ATR |
0.0099 |
0.0097 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,134 |
5,733 |
3,599 |
168.7% |
14,520 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7210 |
0.7169 |
0.7011 |
|
| R3 |
0.7130 |
0.7089 |
0.6989 |
|
| R2 |
0.7050 |
0.7050 |
0.6982 |
|
| R1 |
0.7009 |
0.7009 |
0.6974 |
0.7030 |
| PP |
0.6970 |
0.6970 |
0.6970 |
0.6981 |
| S1 |
0.6929 |
0.6929 |
0.6960 |
0.6950 |
| S2 |
0.6890 |
0.6890 |
0.6952 |
|
| S3 |
0.6810 |
0.6849 |
0.6945 |
|
| S4 |
0.6730 |
0.6769 |
0.6923 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7831 |
0.7167 |
|
| R3 |
0.7604 |
0.7467 |
0.7067 |
|
| R2 |
0.7240 |
0.7240 |
0.7034 |
|
| R1 |
0.7103 |
0.7103 |
0.7000 |
0.7172 |
| PP |
0.6876 |
0.6876 |
0.6876 |
0.6910 |
| S1 |
0.6739 |
0.6739 |
0.6934 |
0.6808 |
| S2 |
0.6512 |
0.6512 |
0.6900 |
|
| S3 |
0.6148 |
0.6375 |
0.6867 |
|
| S4 |
0.5784 |
0.6011 |
0.6767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7012 |
0.6648 |
0.0364 |
5.2% |
0.0118 |
1.7% |
88% |
True |
False |
2,904 |
| 10 |
0.7012 |
0.6507 |
0.0505 |
7.2% |
0.0106 |
1.5% |
91% |
True |
False |
1,768 |
| 20 |
0.7012 |
0.6404 |
0.0608 |
8.7% |
0.0093 |
1.3% |
93% |
True |
False |
1,046 |
| 40 |
0.7012 |
0.6201 |
0.0811 |
11.6% |
0.0088 |
1.3% |
94% |
True |
False |
563 |
| 60 |
0.7012 |
0.5520 |
0.1492 |
21.4% |
0.0116 |
1.7% |
97% |
True |
False |
438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7352 |
|
2.618 |
0.7221 |
|
1.618 |
0.7141 |
|
1.000 |
0.7092 |
|
0.618 |
0.7061 |
|
HIGH |
0.7012 |
|
0.618 |
0.6981 |
|
0.500 |
0.6972 |
|
0.382 |
0.6963 |
|
LOW |
0.6932 |
|
0.618 |
0.6883 |
|
1.000 |
0.6852 |
|
1.618 |
0.6803 |
|
2.618 |
0.6723 |
|
4.250 |
0.6592 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6972 |
0.6956 |
| PP |
0.6970 |
0.6945 |
| S1 |
0.6969 |
0.6935 |
|