CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6974 |
0.7018 |
0.0044 |
0.6% |
0.6656 |
| High |
0.7029 |
0.7043 |
0.0014 |
0.2% |
0.7012 |
| Low |
0.6962 |
0.6898 |
-0.0064 |
-0.9% |
0.6648 |
| Close |
0.7022 |
0.6966 |
-0.0056 |
-0.8% |
0.6967 |
| Range |
0.0067 |
0.0145 |
0.0078 |
116.4% |
0.0364 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
3.7% |
0.0000 |
| Volume |
12,900 |
31,651 |
18,751 |
145.4% |
14,520 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7330 |
0.7046 |
|
| R3 |
0.7259 |
0.7185 |
0.7006 |
|
| R2 |
0.7114 |
0.7114 |
0.6993 |
|
| R1 |
0.7040 |
0.7040 |
0.6979 |
0.7005 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6951 |
| S1 |
0.6895 |
0.6895 |
0.6953 |
0.6860 |
| S2 |
0.6824 |
0.6824 |
0.6939 |
|
| S3 |
0.6679 |
0.6750 |
0.6926 |
|
| S4 |
0.6534 |
0.6605 |
0.6886 |
|
|
| 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 |
0.7043 |
0.6857 |
0.0186 |
2.7% |
0.0104 |
1.5% |
59% |
True |
False |
11,162 |
| 10 |
0.7043 |
0.6568 |
0.0475 |
6.8% |
0.0106 |
1.5% |
84% |
True |
False |
6,130 |
| 20 |
0.7043 |
0.6404 |
0.0639 |
9.2% |
0.0096 |
1.4% |
88% |
True |
False |
3,255 |
| 40 |
0.7043 |
0.6255 |
0.0788 |
11.3% |
0.0088 |
1.3% |
90% |
True |
False |
1,673 |
| 60 |
0.7043 |
0.5520 |
0.1523 |
21.9% |
0.0112 |
1.6% |
95% |
True |
False |
1,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7659 |
|
2.618 |
0.7423 |
|
1.618 |
0.7278 |
|
1.000 |
0.7188 |
|
0.618 |
0.7133 |
|
HIGH |
0.7043 |
|
0.618 |
0.6988 |
|
0.500 |
0.6971 |
|
0.382 |
0.6953 |
|
LOW |
0.6898 |
|
0.618 |
0.6808 |
|
1.000 |
0.6753 |
|
1.618 |
0.6663 |
|
2.618 |
0.6518 |
|
4.250 |
0.6282 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6971 |
0.6971 |
| PP |
0.6969 |
0.6969 |
| S1 |
0.6968 |
0.6968 |
|