CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6942 |
0.6974 |
0.0032 |
0.5% |
0.6656 |
| High |
0.7012 |
0.7029 |
0.0017 |
0.2% |
0.7012 |
| Low |
0.6932 |
0.6962 |
0.0030 |
0.4% |
0.6648 |
| Close |
0.6967 |
0.7022 |
0.0055 |
0.8% |
0.6967 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0364 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
5,733 |
12,900 |
7,167 |
125.0% |
14,520 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7205 |
0.7181 |
0.7059 |
|
| R3 |
0.7138 |
0.7114 |
0.7040 |
|
| R2 |
0.7071 |
0.7071 |
0.7034 |
|
| R1 |
0.7047 |
0.7047 |
0.7028 |
0.7059 |
| PP |
0.7004 |
0.7004 |
0.7004 |
0.7011 |
| S1 |
0.6980 |
0.6980 |
0.7016 |
0.6992 |
| S2 |
0.6937 |
0.6937 |
0.7010 |
|
| S3 |
0.6870 |
0.6913 |
0.7004 |
|
| S4 |
0.6803 |
0.6846 |
0.6985 |
|
|
| 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 |
0.7029 |
0.6776 |
0.0253 |
3.6% |
0.0100 |
1.4% |
97% |
True |
False |
5,163 |
| 10 |
0.7029 |
0.6521 |
0.0508 |
7.2% |
0.0106 |
1.5% |
99% |
True |
False |
3,024 |
| 20 |
0.7029 |
0.6404 |
0.0625 |
8.9% |
0.0094 |
1.3% |
99% |
True |
False |
1,686 |
| 40 |
0.7029 |
0.6255 |
0.0774 |
11.0% |
0.0086 |
1.2% |
99% |
True |
False |
883 |
| 60 |
0.7029 |
0.5520 |
0.1509 |
21.5% |
0.0113 |
1.6% |
100% |
True |
False |
650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7314 |
|
2.618 |
0.7204 |
|
1.618 |
0.7137 |
|
1.000 |
0.7096 |
|
0.618 |
0.7070 |
|
HIGH |
0.7029 |
|
0.618 |
0.7003 |
|
0.500 |
0.6996 |
|
0.382 |
0.6988 |
|
LOW |
0.6962 |
|
0.618 |
0.6921 |
|
1.000 |
0.6895 |
|
1.618 |
0.6854 |
|
2.618 |
0.6787 |
|
4.250 |
0.6677 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7013 |
0.7000 |
| PP |
0.7004 |
0.6978 |
| S1 |
0.6996 |
0.6956 |
|