CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6929 |
0.6871 |
-0.0058 |
-0.8% |
0.6827 |
| High |
0.6963 |
0.6894 |
-0.0069 |
-1.0% |
0.6979 |
| Low |
0.6864 |
0.6849 |
-0.0015 |
-0.2% |
0.6777 |
| Close |
0.6868 |
0.6874 |
0.0006 |
0.1% |
0.6850 |
| Range |
0.0099 |
0.0045 |
-0.0054 |
-54.5% |
0.0202 |
| ATR |
0.0106 |
0.0101 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
95,088 |
80,097 |
-14,991 |
-15.8% |
531,048 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7007 |
0.6986 |
0.6899 |
|
| R3 |
0.6962 |
0.6941 |
0.6886 |
|
| R2 |
0.6917 |
0.6917 |
0.6882 |
|
| R1 |
0.6896 |
0.6896 |
0.6878 |
0.6907 |
| PP |
0.6872 |
0.6872 |
0.6872 |
0.6878 |
| S1 |
0.6851 |
0.6851 |
0.6870 |
0.6862 |
| S2 |
0.6827 |
0.6827 |
0.6866 |
|
| S3 |
0.6782 |
0.6806 |
0.6862 |
|
| S4 |
0.6737 |
0.6761 |
0.6849 |
|
|
| 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% |
0.0091 |
1.3% |
38% |
False |
False |
87,457 |
| 10 |
0.6979 |
0.6777 |
0.0202 |
2.9% |
0.0100 |
1.5% |
48% |
False |
False |
104,155 |
| 20 |
0.7064 |
0.6619 |
0.0445 |
6.5% |
0.0108 |
1.6% |
57% |
False |
False |
61,771 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
10.0% |
0.0096 |
1.4% |
72% |
False |
False |
31,037 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.7% |
0.0095 |
1.4% |
82% |
False |
False |
20,721 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0114 |
1.7% |
88% |
False |
False |
15,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7085 |
|
2.618 |
0.7012 |
|
1.618 |
0.6967 |
|
1.000 |
0.6939 |
|
0.618 |
0.6922 |
|
HIGH |
0.6894 |
|
0.618 |
0.6877 |
|
0.500 |
0.6872 |
|
0.382 |
0.6866 |
|
LOW |
0.6849 |
|
0.618 |
0.6821 |
|
1.000 |
0.6804 |
|
1.618 |
0.6776 |
|
2.618 |
0.6731 |
|
4.250 |
0.6658 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6873 |
0.6913 |
| PP |
0.6872 |
0.6900 |
| S1 |
0.6872 |
0.6887 |
|