CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6915 |
0.6934 |
0.0019 |
0.3% |
0.6852 |
| High |
0.6953 |
0.6989 |
0.0036 |
0.5% |
0.6953 |
| Low |
0.6904 |
0.6915 |
0.0011 |
0.2% |
0.6835 |
| Close |
0.6920 |
0.6978 |
0.0058 |
0.8% |
0.6920 |
| Range |
0.0049 |
0.0074 |
0.0025 |
51.0% |
0.0118 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81,183 |
96,053 |
14,870 |
18.3% |
348,741 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7183 |
0.7154 |
0.7019 |
|
| R3 |
0.7109 |
0.7080 |
0.6998 |
|
| R2 |
0.7035 |
0.7035 |
0.6992 |
|
| R1 |
0.7006 |
0.7006 |
0.6985 |
0.7021 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6968 |
| S1 |
0.6932 |
0.6932 |
0.6971 |
0.6947 |
| S2 |
0.6887 |
0.6887 |
0.6964 |
|
| S3 |
0.6813 |
0.6858 |
0.6958 |
|
| S4 |
0.6739 |
0.6784 |
0.6937 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7257 |
0.7206 |
0.6985 |
|
| R3 |
0.7139 |
0.7088 |
0.6952 |
|
| R2 |
0.7021 |
0.7021 |
0.6942 |
|
| R1 |
0.6970 |
0.6970 |
0.6931 |
0.6996 |
| PP |
0.6903 |
0.6903 |
0.6903 |
0.6915 |
| S1 |
0.6852 |
0.6852 |
0.6909 |
0.6878 |
| S2 |
0.6785 |
0.6785 |
0.6898 |
|
| S3 |
0.6667 |
0.6734 |
0.6888 |
|
| S4 |
0.6549 |
0.6616 |
0.6855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6989 |
0.6835 |
0.0154 |
2.2% |
0.0064 |
0.9% |
93% |
True |
False |
88,958 |
| 10 |
0.6989 |
0.6812 |
0.0177 |
2.5% |
0.0075 |
1.1% |
94% |
True |
False |
86,936 |
| 20 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0094 |
1.4% |
70% |
False |
False |
86,703 |
| 40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0094 |
1.3% |
87% |
False |
False |
43,874 |
| 60 |
0.7064 |
0.6201 |
0.0863 |
12.4% |
0.0090 |
1.3% |
90% |
False |
False |
29,276 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.1% |
0.0110 |
1.6% |
94% |
False |
False |
22,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7304 |
|
2.618 |
0.7183 |
|
1.618 |
0.7109 |
|
1.000 |
0.7063 |
|
0.618 |
0.7035 |
|
HIGH |
0.6989 |
|
0.618 |
0.6961 |
|
0.500 |
0.6952 |
|
0.382 |
0.6943 |
|
LOW |
0.6915 |
|
0.618 |
0.6869 |
|
1.000 |
0.6841 |
|
1.618 |
0.6795 |
|
2.618 |
0.6721 |
|
4.250 |
0.6601 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6969 |
0.6963 |
| PP |
0.6961 |
0.6949 |
| S1 |
0.6952 |
0.6934 |
|