CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6823 |
0.6912 |
0.0089 |
1.3% |
0.6827 |
| High |
0.6924 |
0.6976 |
0.0052 |
0.8% |
0.6979 |
| Low |
0.6812 |
0.6860 |
0.0048 |
0.7% |
0.6777 |
| Close |
0.6918 |
0.6937 |
0.0019 |
0.3% |
0.6850 |
| Range |
0.0112 |
0.0116 |
0.0004 |
3.6% |
0.0202 |
| ATR |
0.0106 |
0.0106 |
0.0001 |
0.7% |
0.0000 |
| Volume |
78,011 |
102,166 |
24,155 |
31.0% |
531,048 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7272 |
0.7221 |
0.7001 |
|
| R3 |
0.7156 |
0.7105 |
0.6969 |
|
| R2 |
0.7040 |
0.7040 |
0.6958 |
|
| R1 |
0.6989 |
0.6989 |
0.6948 |
0.7015 |
| PP |
0.6924 |
0.6924 |
0.6924 |
0.6937 |
| S1 |
0.6873 |
0.6873 |
0.6926 |
0.6899 |
| S2 |
0.6808 |
0.6808 |
0.6916 |
|
| S3 |
0.6692 |
0.6757 |
0.6905 |
|
| S4 |
0.6576 |
0.6641 |
0.6873 |
|
|
| 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 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0090 |
1.3% |
76% |
True |
False |
87,752 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0116 |
1.7% |
56% |
False |
False |
100,033 |
| 20 |
0.7064 |
0.6568 |
0.0496 |
7.2% |
0.0111 |
1.6% |
74% |
False |
False |
53,081 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
9.9% |
0.0096 |
1.4% |
82% |
False |
False |
26,661 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.6% |
0.0095 |
1.4% |
88% |
False |
False |
17,809 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.3% |
0.0114 |
1.6% |
92% |
False |
False |
13,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7280 |
|
1.618 |
0.7164 |
|
1.000 |
0.7092 |
|
0.618 |
0.7048 |
|
HIGH |
0.6976 |
|
0.618 |
0.6932 |
|
0.500 |
0.6918 |
|
0.382 |
0.6904 |
|
LOW |
0.6860 |
|
0.618 |
0.6788 |
|
1.000 |
0.6744 |
|
1.618 |
0.6672 |
|
2.618 |
0.6556 |
|
4.250 |
0.6367 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6931 |
0.6923 |
| PP |
0.6924 |
0.6908 |
| S1 |
0.6918 |
0.6894 |
|