CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6866 |
0.6905 |
0.0039 |
0.6% |
0.6823 |
| High |
0.6915 |
0.6946 |
0.0031 |
0.4% |
0.6976 |
| Low |
0.6835 |
0.6879 |
0.0044 |
0.6% |
0.6812 |
| Close |
0.6900 |
0.6917 |
0.0017 |
0.2% |
0.6866 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.3% |
0.0164 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
96,937 |
99,345 |
2,408 |
2.5% |
424,570 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7115 |
0.7083 |
0.6954 |
|
| R3 |
0.7048 |
0.7016 |
0.6935 |
|
| R2 |
0.6981 |
0.6981 |
0.6929 |
|
| R1 |
0.6949 |
0.6949 |
0.6923 |
0.6965 |
| PP |
0.6914 |
0.6914 |
0.6914 |
0.6922 |
| S1 |
0.6882 |
0.6882 |
0.6911 |
0.6898 |
| S2 |
0.6847 |
0.6847 |
0.6905 |
|
| S3 |
0.6780 |
0.6815 |
0.6899 |
|
| S4 |
0.6713 |
0.6748 |
0.6880 |
|
|
| 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 |
0.6946 |
0.6835 |
0.0111 |
1.6% |
0.0059 |
0.9% |
74% |
True |
False |
83,372 |
| 10 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0078 |
1.1% |
64% |
False |
False |
85,986 |
| 20 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0097 |
1.4% |
49% |
False |
False |
78,235 |
| 40 |
0.7064 |
0.6380 |
0.0684 |
9.9% |
0.0095 |
1.4% |
79% |
False |
False |
39,447 |
| 60 |
0.7064 |
0.6088 |
0.0976 |
14.1% |
0.0092 |
1.3% |
85% |
False |
False |
26,325 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.3% |
0.0111 |
1.6% |
90% |
False |
False |
19,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7231 |
|
2.618 |
0.7121 |
|
1.618 |
0.7054 |
|
1.000 |
0.7013 |
|
0.618 |
0.6987 |
|
HIGH |
0.6946 |
|
0.618 |
0.6920 |
|
0.500 |
0.6913 |
|
0.382 |
0.6905 |
|
LOW |
0.6879 |
|
0.618 |
0.6838 |
|
1.000 |
0.6812 |
|
1.618 |
0.6771 |
|
2.618 |
0.6704 |
|
4.250 |
0.6594 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6916 |
0.6908 |
| PP |
0.6914 |
0.6899 |
| S1 |
0.6913 |
0.6891 |
|