CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6847 |
0.6823 |
-0.0024 |
-0.4% |
0.6827 |
| High |
0.6913 |
0.6924 |
0.0011 |
0.2% |
0.6979 |
| Low |
0.6829 |
0.6812 |
-0.0017 |
-0.2% |
0.6777 |
| Close |
0.6850 |
0.6918 |
0.0068 |
1.0% |
0.6850 |
| Range |
0.0084 |
0.0112 |
0.0028 |
33.3% |
0.0202 |
| ATR |
0.0105 |
0.0106 |
0.0000 |
0.5% |
0.0000 |
| Volume |
81,927 |
78,011 |
-3,916 |
-4.8% |
531,048 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7221 |
0.7181 |
0.6980 |
|
| R3 |
0.7109 |
0.7069 |
0.6949 |
|
| R2 |
0.6997 |
0.6997 |
0.6939 |
|
| R1 |
0.6957 |
0.6957 |
0.6928 |
0.6977 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6895 |
| S1 |
0.6845 |
0.6845 |
0.6908 |
0.6865 |
| S2 |
0.6773 |
0.6773 |
0.6897 |
|
| S3 |
0.6661 |
0.6733 |
0.6887 |
|
| S4 |
0.6549 |
0.6621 |
0.6856 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7475 |
0.7364 |
0.6961 |
|
| R3 |
0.7273 |
0.7162 |
0.6906 |
|
| R2 |
0.7071 |
0.7071 |
0.6887 |
|
| R1 |
0.6960 |
0.6960 |
0.6869 |
0.7016 |
| PP |
0.6869 |
0.6869 |
0.6869 |
0.6896 |
| S1 |
0.6758 |
0.6758 |
0.6831 |
0.6814 |
| S2 |
0.6667 |
0.6667 |
0.6813 |
|
| S3 |
0.6465 |
0.6556 |
0.6794 |
|
| S4 |
0.6263 |
0.6354 |
0.6739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6979 |
0.6812 |
0.0167 |
2.4% |
0.0096 |
1.4% |
63% |
False |
True |
94,648 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0118 |
1.7% |
49% |
False |
False |
92,981 |
| 20 |
0.7064 |
0.6521 |
0.0543 |
7.8% |
0.0112 |
1.6% |
73% |
False |
False |
48,003 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
10.0% |
0.0095 |
1.4% |
79% |
False |
False |
24,109 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.6% |
0.0096 |
1.4% |
86% |
False |
False |
16,110 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.3% |
0.0114 |
1.6% |
91% |
False |
False |
12,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7217 |
|
1.618 |
0.7105 |
|
1.000 |
0.7036 |
|
0.618 |
0.6993 |
|
HIGH |
0.6924 |
|
0.618 |
0.6881 |
|
0.500 |
0.6868 |
|
0.382 |
0.6855 |
|
LOW |
0.6812 |
|
0.618 |
0.6743 |
|
1.000 |
0.6700 |
|
1.618 |
0.6631 |
|
2.618 |
0.6519 |
|
4.250 |
0.6336 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6901 |
0.6901 |
| PP |
0.6885 |
0.6885 |
| S1 |
0.6868 |
0.6868 |
|