CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6888 |
0.6852 |
-0.0036 |
-0.5% |
0.6823 |
| High |
0.6897 |
0.6893 |
-0.0004 |
-0.1% |
0.6976 |
| Low |
0.6842 |
0.6843 |
0.0001 |
0.0% |
0.6812 |
| Close |
0.6866 |
0.6862 |
-0.0004 |
-0.1% |
0.6866 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0164 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
69,208 |
71,276 |
2,068 |
3.0% |
424,570 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7016 |
0.6989 |
0.6890 |
|
| R3 |
0.6966 |
0.6939 |
0.6876 |
|
| R2 |
0.6916 |
0.6916 |
0.6871 |
|
| R1 |
0.6889 |
0.6889 |
0.6867 |
0.6903 |
| PP |
0.6866 |
0.6866 |
0.6866 |
0.6873 |
| S1 |
0.6839 |
0.6839 |
0.6857 |
0.6853 |
| S2 |
0.6816 |
0.6816 |
0.6853 |
|
| S3 |
0.6766 |
0.6789 |
0.6848 |
|
| S4 |
0.6716 |
0.6739 |
0.6835 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7377 |
0.7285 |
0.6956 |
|
| R3 |
0.7213 |
0.7121 |
0.6911 |
|
| R2 |
0.7049 |
0.7049 |
0.6896 |
|
| R1 |
0.6957 |
0.6957 |
0.6881 |
0.7003 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6908 |
| S1 |
0.6793 |
0.6793 |
0.6851 |
0.6839 |
| S2 |
0.6721 |
0.6721 |
0.6836 |
|
| S3 |
0.6557 |
0.6629 |
0.6821 |
|
| S4 |
0.6393 |
0.6465 |
0.6776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6976 |
0.6842 |
0.0134 |
2.0% |
0.0073 |
1.1% |
15% |
False |
False |
83,567 |
| 10 |
0.6979 |
0.6812 |
0.0167 |
2.4% |
0.0085 |
1.2% |
30% |
False |
False |
89,107 |
| 20 |
0.7064 |
0.6776 |
0.0288 |
4.2% |
0.0102 |
1.5% |
30% |
False |
False |
68,673 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
10.1% |
0.0094 |
1.4% |
71% |
False |
False |
34,543 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.7% |
0.0093 |
1.4% |
81% |
False |
False |
23,056 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0114 |
1.7% |
87% |
False |
False |
17,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7106 |
|
2.618 |
0.7024 |
|
1.618 |
0.6974 |
|
1.000 |
0.6943 |
|
0.618 |
0.6924 |
|
HIGH |
0.6893 |
|
0.618 |
0.6874 |
|
0.500 |
0.6868 |
|
0.382 |
0.6862 |
|
LOW |
0.6843 |
|
0.618 |
0.6812 |
|
1.000 |
0.6793 |
|
1.618 |
0.6762 |
|
2.618 |
0.6712 |
|
4.250 |
0.6631 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6868 |
0.6870 |
| PP |
0.6866 |
0.6867 |
| S1 |
0.6864 |
0.6865 |
|