CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6912 |
0.6929 |
0.0017 |
0.2% |
0.6827 |
| High |
0.6976 |
0.6963 |
-0.0013 |
-0.2% |
0.6979 |
| Low |
0.6860 |
0.6864 |
0.0004 |
0.1% |
0.6777 |
| Close |
0.6937 |
0.6868 |
-0.0069 |
-1.0% |
0.6850 |
| Range |
0.0116 |
0.0099 |
-0.0017 |
-14.7% |
0.0202 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
102,166 |
95,088 |
-7,078 |
-6.9% |
531,048 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7195 |
0.7131 |
0.6922 |
|
| R3 |
0.7096 |
0.7032 |
0.6895 |
|
| R2 |
0.6997 |
0.6997 |
0.6886 |
|
| R1 |
0.6933 |
0.6933 |
0.6877 |
0.6916 |
| PP |
0.6898 |
0.6898 |
0.6898 |
0.6890 |
| S1 |
0.6834 |
0.6834 |
0.6859 |
0.6817 |
| S2 |
0.6799 |
0.6799 |
0.6850 |
|
| S3 |
0.6700 |
0.6735 |
0.6841 |
|
| S4 |
0.6601 |
0.6636 |
0.6814 |
|
|
| 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% |
0.0096 |
1.4% |
34% |
False |
False |
88,600 |
| 10 |
0.7005 |
0.6777 |
0.0228 |
3.3% |
0.0112 |
1.6% |
40% |
False |
False |
101,766 |
| 20 |
0.7064 |
0.6590 |
0.0474 |
6.9% |
0.0110 |
1.6% |
59% |
False |
False |
57,801 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
10.0% |
0.0096 |
1.4% |
72% |
False |
False |
29,037 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.7% |
0.0096 |
1.4% |
82% |
False |
False |
19,392 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0115 |
1.7% |
87% |
False |
False |
14,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7384 |
|
2.618 |
0.7222 |
|
1.618 |
0.7123 |
|
1.000 |
0.7062 |
|
0.618 |
0.7024 |
|
HIGH |
0.6963 |
|
0.618 |
0.6925 |
|
0.500 |
0.6914 |
|
0.382 |
0.6902 |
|
LOW |
0.6864 |
|
0.618 |
0.6803 |
|
1.000 |
0.6765 |
|
1.618 |
0.6704 |
|
2.618 |
0.6605 |
|
4.250 |
0.6443 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6914 |
0.6894 |
| PP |
0.6898 |
0.6885 |
| S1 |
0.6883 |
0.6877 |
|