CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6993 |
0.6846 |
-0.0147 |
-2.1% |
0.6974 |
| High |
0.7005 |
0.6913 |
-0.0092 |
-1.3% |
0.7064 |
| Low |
0.6840 |
0.6800 |
-0.0040 |
-0.6% |
0.6800 |
| Close |
0.6848 |
0.6842 |
-0.0006 |
-0.1% |
0.6842 |
| Range |
0.0165 |
0.0113 |
-0.0052 |
-31.5% |
0.0264 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
56,210 |
155,140 |
98,930 |
176.0% |
333,660 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7191 |
0.7129 |
0.6904 |
|
| R3 |
0.7078 |
0.7016 |
0.6873 |
|
| R2 |
0.6965 |
0.6965 |
0.6863 |
|
| R1 |
0.6903 |
0.6903 |
0.6852 |
0.6878 |
| PP |
0.6852 |
0.6852 |
0.6852 |
0.6839 |
| S1 |
0.6790 |
0.6790 |
0.6832 |
0.6765 |
| S2 |
0.6739 |
0.6739 |
0.6821 |
|
| S3 |
0.6626 |
0.6677 |
0.6811 |
|
| S4 |
0.6513 |
0.6564 |
0.6780 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7532 |
0.6987 |
|
| R3 |
0.7430 |
0.7268 |
0.6915 |
|
| R2 |
0.7166 |
0.7166 |
0.6890 |
|
| R1 |
0.7004 |
0.7004 |
0.6866 |
0.6953 |
| PP |
0.6902 |
0.6902 |
0.6902 |
0.6877 |
| S1 |
0.6740 |
0.6740 |
0.6818 |
0.6689 |
| S2 |
0.6638 |
0.6638 |
0.6794 |
|
| S3 |
0.6374 |
0.6476 |
0.6769 |
|
| S4 |
0.6110 |
0.6212 |
0.6697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7064 |
0.6800 |
0.0264 |
3.9% |
0.0124 |
1.8% |
16% |
False |
True |
66,732 |
| 10 |
0.7064 |
0.6648 |
0.0416 |
6.1% |
0.0121 |
1.8% |
47% |
False |
False |
34,818 |
| 20 |
0.7064 |
0.6404 |
0.0660 |
9.6% |
0.0104 |
1.5% |
66% |
False |
False |
17,657 |
| 40 |
0.7064 |
0.6255 |
0.0809 |
11.8% |
0.0091 |
1.3% |
73% |
False |
False |
8,894 |
| 60 |
0.7064 |
0.5520 |
0.1544 |
22.6% |
0.0108 |
1.6% |
86% |
False |
False |
5,982 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.6% |
0.0109 |
1.6% |
86% |
False |
False |
4,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7393 |
|
2.618 |
0.7209 |
|
1.618 |
0.7096 |
|
1.000 |
0.7026 |
|
0.618 |
0.6983 |
|
HIGH |
0.6913 |
|
0.618 |
0.6870 |
|
0.500 |
0.6857 |
|
0.382 |
0.6843 |
|
LOW |
0.6800 |
|
0.618 |
0.6730 |
|
1.000 |
0.6687 |
|
1.618 |
0.6617 |
|
2.618 |
0.6504 |
|
4.250 |
0.6320 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6857 |
0.6932 |
| PP |
0.6852 |
0.6902 |
| S1 |
0.6847 |
0.6872 |
|