CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6934 |
0.6977 |
0.0043 |
0.6% |
0.6852 |
| High |
0.6989 |
0.6999 |
0.0010 |
0.1% |
0.6953 |
| Low |
0.6915 |
0.6923 |
0.0008 |
0.1% |
0.6835 |
| Close |
0.6978 |
0.6960 |
-0.0018 |
-0.3% |
0.6920 |
| Range |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0118 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
96,053 |
89,403 |
-6,650 |
-6.9% |
348,741 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7189 |
0.7150 |
0.7002 |
|
| R3 |
0.7113 |
0.7074 |
0.6981 |
|
| R2 |
0.7037 |
0.7037 |
0.6974 |
|
| R1 |
0.6998 |
0.6998 |
0.6967 |
0.6980 |
| PP |
0.6961 |
0.6961 |
0.6961 |
0.6951 |
| S1 |
0.6922 |
0.6922 |
0.6953 |
0.6904 |
| S2 |
0.6885 |
0.6885 |
0.6946 |
|
| S3 |
0.6809 |
0.6846 |
0.6939 |
|
| S4 |
0.6733 |
0.6770 |
0.6918 |
|
|
| 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 |
0.6999 |
0.6835 |
0.0164 |
2.4% |
0.0069 |
1.0% |
76% |
True |
False |
92,584 |
| 10 |
0.6999 |
0.6835 |
0.0164 |
2.4% |
0.0071 |
1.0% |
76% |
True |
False |
88,075 |
| 20 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0095 |
1.4% |
64% |
False |
False |
90,528 |
| 40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0094 |
1.4% |
84% |
False |
False |
46,107 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0089 |
1.3% |
87% |
False |
False |
30,764 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0109 |
1.6% |
93% |
False |
False |
23,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7322 |
|
2.618 |
0.7198 |
|
1.618 |
0.7122 |
|
1.000 |
0.7075 |
|
0.618 |
0.7046 |
|
HIGH |
0.6999 |
|
0.618 |
0.6970 |
|
0.500 |
0.6961 |
|
0.382 |
0.6952 |
|
LOW |
0.6923 |
|
0.618 |
0.6876 |
|
1.000 |
0.6847 |
|
1.618 |
0.6800 |
|
2.618 |
0.6724 |
|
4.250 |
0.6600 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6961 |
0.6957 |
| PP |
0.6961 |
0.6954 |
| S1 |
0.6960 |
0.6952 |
|