CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6920 |
0.6883 |
-0.0037 |
-0.5% |
0.6974 |
| High |
0.6979 |
0.6924 |
-0.0055 |
-0.8% |
0.7064 |
| Low |
0.6832 |
0.6853 |
0.0021 |
0.3% |
0.6800 |
| Close |
0.6894 |
0.6891 |
-0.0003 |
0.0% |
0.6842 |
| Range |
0.0147 |
0.0071 |
-0.0076 |
-51.7% |
0.0264 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
136,648 |
90,848 |
-45,800 |
-33.5% |
333,660 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7102 |
0.7068 |
0.6930 |
|
| R3 |
0.7031 |
0.6997 |
0.6911 |
|
| R2 |
0.6960 |
0.6960 |
0.6904 |
|
| R1 |
0.6926 |
0.6926 |
0.6898 |
0.6943 |
| PP |
0.6889 |
0.6889 |
0.6889 |
0.6898 |
| S1 |
0.6855 |
0.6855 |
0.6884 |
0.6872 |
| S2 |
0.6818 |
0.6818 |
0.6878 |
|
| S3 |
0.6747 |
0.6784 |
0.6871 |
|
| S4 |
0.6676 |
0.6713 |
0.6852 |
|
|
| 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 |
0.7005 |
0.6777 |
0.0228 |
3.3% |
0.0129 |
1.9% |
50% |
False |
False |
114,932 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.2% |
0.0117 |
1.7% |
40% |
False |
False |
70,484 |
| 20 |
0.7064 |
0.6507 |
0.0557 |
8.1% |
0.0109 |
1.6% |
69% |
False |
False |
35,765 |
| 40 |
0.7064 |
0.6279 |
0.0785 |
11.4% |
0.0094 |
1.4% |
78% |
False |
False |
17,967 |
| 60 |
0.7064 |
0.5839 |
0.1225 |
17.8% |
0.0100 |
1.4% |
86% |
False |
False |
12,022 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.4% |
0.0112 |
1.6% |
89% |
False |
False |
9,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7226 |
|
2.618 |
0.7110 |
|
1.618 |
0.7039 |
|
1.000 |
0.6995 |
|
0.618 |
0.6968 |
|
HIGH |
0.6924 |
|
0.618 |
0.6897 |
|
0.500 |
0.6889 |
|
0.382 |
0.6880 |
|
LOW |
0.6853 |
|
0.618 |
0.6809 |
|
1.000 |
0.6782 |
|
1.618 |
0.6738 |
|
2.618 |
0.6667 |
|
4.250 |
0.6551 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6890 |
0.6887 |
| PP |
0.6889 |
0.6882 |
| S1 |
0.6889 |
0.6878 |
|