CME Australian Dollar Future September 2020
Trading Metrics calculated at close of trading on 30-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.6852 |
0.6866 |
0.0014 |
0.2% |
0.6823 |
High |
0.6893 |
0.6915 |
0.0022 |
0.3% |
0.6976 |
Low |
0.6843 |
0.6835 |
-0.0008 |
-0.1% |
0.6812 |
Close |
0.6862 |
0.6900 |
0.0038 |
0.6% |
0.6866 |
Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0164 |
ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
71,276 |
96,937 |
25,661 |
36.0% |
424,570 |
|
Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7123 |
0.7092 |
0.6944 |
|
R3 |
0.7043 |
0.7012 |
0.6922 |
|
R2 |
0.6963 |
0.6963 |
0.6915 |
|
R1 |
0.6932 |
0.6932 |
0.6907 |
0.6948 |
PP |
0.6883 |
0.6883 |
0.6883 |
0.6891 |
S1 |
0.6852 |
0.6852 |
0.6893 |
0.6868 |
S2 |
0.6803 |
0.6803 |
0.6885 |
|
S3 |
0.6723 |
0.6772 |
0.6878 |
|
S4 |
0.6643 |
0.6692 |
0.6856 |
|
|
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 |
0.6963 |
0.6835 |
0.0128 |
1.9% |
0.0066 |
1.0% |
51% |
False |
True |
82,521 |
10 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0078 |
1.1% |
54% |
False |
False |
85,136 |
20 |
0.7064 |
0.6777 |
0.0287 |
4.2% |
0.0100 |
1.5% |
43% |
False |
False |
73,437 |
40 |
0.7064 |
0.6380 |
0.0684 |
9.9% |
0.0095 |
1.4% |
76% |
False |
False |
36,964 |
60 |
0.7064 |
0.6004 |
0.1060 |
15.4% |
0.0093 |
1.3% |
85% |
False |
False |
24,670 |
80 |
0.7064 |
0.5520 |
0.1544 |
22.4% |
0.0114 |
1.7% |
89% |
False |
False |
18,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7255 |
2.618 |
0.7124 |
1.618 |
0.7044 |
1.000 |
0.6995 |
0.618 |
0.6964 |
HIGH |
0.6915 |
0.618 |
0.6884 |
0.500 |
0.6875 |
0.382 |
0.6866 |
LOW |
0.6835 |
0.618 |
0.6786 |
1.000 |
0.6755 |
1.618 |
0.6706 |
2.618 |
0.6626 |
4.250 |
0.6495 |
|
|
Fisher Pivots for day following 30-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6892 |
0.6892 |
PP |
0.6883 |
0.6883 |
S1 |
0.6875 |
0.6875 |
|