CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7018 |
0.6957 |
-0.0061 |
-0.9% |
0.6656 |
| High |
0.7043 |
0.7064 |
0.0021 |
0.3% |
0.7012 |
| Low |
0.6898 |
0.6933 |
0.0035 |
0.5% |
0.6648 |
| Close |
0.6966 |
0.7020 |
0.0054 |
0.8% |
0.6967 |
| Range |
0.0145 |
0.0131 |
-0.0014 |
-9.7% |
0.0364 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.3% |
0.0000 |
| Volume |
31,651 |
77,759 |
46,108 |
145.7% |
14,520 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7340 |
0.7092 |
|
| R3 |
0.7268 |
0.7209 |
0.7056 |
|
| R2 |
0.7137 |
0.7137 |
0.7044 |
|
| R1 |
0.7078 |
0.7078 |
0.7032 |
0.7108 |
| PP |
0.7006 |
0.7006 |
0.7006 |
0.7020 |
| S1 |
0.6947 |
0.6947 |
0.7008 |
0.6977 |
| S2 |
0.6875 |
0.6875 |
0.6996 |
|
| S3 |
0.6744 |
0.6816 |
0.6984 |
|
| S4 |
0.6613 |
0.6685 |
0.6948 |
|
|
| 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 |
0.7064 |
0.6882 |
0.0182 |
2.6% |
0.0105 |
1.5% |
76% |
True |
False |
26,035 |
| 10 |
0.7064 |
0.6590 |
0.0474 |
6.8% |
0.0107 |
1.5% |
91% |
True |
False |
13,836 |
| 20 |
0.7064 |
0.6404 |
0.0660 |
9.4% |
0.0097 |
1.4% |
93% |
True |
False |
7,129 |
| 40 |
0.7064 |
0.6255 |
0.0809 |
11.5% |
0.0089 |
1.3% |
95% |
True |
False |
3,616 |
| 60 |
0.7064 |
0.5520 |
0.1544 |
22.0% |
0.0112 |
1.6% |
97% |
True |
False |
2,465 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.0% |
0.0107 |
1.5% |
97% |
True |
False |
1,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7407 |
|
1.618 |
0.7276 |
|
1.000 |
0.7195 |
|
0.618 |
0.7145 |
|
HIGH |
0.7064 |
|
0.618 |
0.7014 |
|
0.500 |
0.6999 |
|
0.382 |
0.6983 |
|
LOW |
0.6933 |
|
0.618 |
0.6852 |
|
1.000 |
0.6802 |
|
1.618 |
0.6721 |
|
2.618 |
0.6590 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7013 |
0.7007 |
| PP |
0.7006 |
0.6994 |
| S1 |
0.6999 |
0.6981 |
|