CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6977 |
0.6948 |
-0.0029 |
-0.4% |
0.6852 |
| High |
0.6999 |
0.6989 |
-0.0010 |
-0.1% |
0.6953 |
| Low |
0.6923 |
0.6929 |
0.0006 |
0.1% |
0.6835 |
| Close |
0.6960 |
0.6984 |
0.0024 |
0.3% |
0.6920 |
| Range |
0.0076 |
0.0060 |
-0.0016 |
-21.1% |
0.0118 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
89,403 |
77,895 |
-11,508 |
-12.9% |
348,741 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7147 |
0.7126 |
0.7017 |
|
| R3 |
0.7087 |
0.7066 |
0.7001 |
|
| R2 |
0.7027 |
0.7027 |
0.6995 |
|
| R1 |
0.7006 |
0.7006 |
0.6990 |
0.7017 |
| PP |
0.6967 |
0.6967 |
0.6967 |
0.6973 |
| S1 |
0.6946 |
0.6946 |
0.6979 |
0.6957 |
| S2 |
0.6907 |
0.6907 |
0.6973 |
|
| S3 |
0.6847 |
0.6886 |
0.6968 |
|
| S4 |
0.6787 |
0.6826 |
0.6951 |
|
|
| 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 |
0.6879 |
0.0120 |
1.7% |
0.0065 |
0.9% |
88% |
False |
False |
88,775 |
| 10 |
0.6999 |
0.6835 |
0.0164 |
2.3% |
0.0066 |
0.9% |
91% |
False |
False |
85,648 |
| 20 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0091 |
1.3% |
72% |
False |
False |
92,840 |
| 40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0093 |
1.3% |
88% |
False |
False |
48,048 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0089 |
1.3% |
90% |
False |
False |
32,062 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.1% |
0.0107 |
1.5% |
95% |
False |
False |
24,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7244 |
|
2.618 |
0.7146 |
|
1.618 |
0.7086 |
|
1.000 |
0.7049 |
|
0.618 |
0.7026 |
|
HIGH |
0.6989 |
|
0.618 |
0.6966 |
|
0.500 |
0.6959 |
|
0.382 |
0.6952 |
|
LOW |
0.6929 |
|
0.618 |
0.6892 |
|
1.000 |
0.6869 |
|
1.618 |
0.6832 |
|
2.618 |
0.6772 |
|
4.250 |
0.6674 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6976 |
0.6975 |
| PP |
0.6967 |
0.6966 |
| S1 |
0.6959 |
0.6957 |
|