CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6948 |
0.6982 |
0.0034 |
0.5% |
0.6852 |
| High |
0.6989 |
0.7002 |
0.0013 |
0.2% |
0.6953 |
| Low |
0.6929 |
0.6951 |
0.0022 |
0.3% |
0.6835 |
| Close |
0.6984 |
0.6967 |
-0.0017 |
-0.2% |
0.6920 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.0% |
0.0118 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
77,895 |
87,411 |
9,516 |
12.2% |
348,741 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7126 |
0.7098 |
0.6995 |
|
| R3 |
0.7075 |
0.7047 |
0.6981 |
|
| R2 |
0.7024 |
0.7024 |
0.6976 |
|
| R1 |
0.6996 |
0.6996 |
0.6972 |
0.6985 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6968 |
| S1 |
0.6945 |
0.6945 |
0.6962 |
0.6934 |
| S2 |
0.6922 |
0.6922 |
0.6958 |
|
| S3 |
0.6871 |
0.6894 |
0.6953 |
|
| S4 |
0.6820 |
0.6843 |
0.6939 |
|
|
| 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 |
0.7002 |
0.6904 |
0.0098 |
1.4% |
0.0062 |
0.9% |
64% |
True |
False |
86,389 |
| 10 |
0.7002 |
0.6835 |
0.0167 |
2.4% |
0.0061 |
0.9% |
79% |
True |
False |
84,880 |
| 20 |
0.7005 |
0.6777 |
0.0228 |
3.3% |
0.0087 |
1.2% |
83% |
False |
False |
93,323 |
| 40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0092 |
1.3% |
85% |
False |
False |
50,226 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0088 |
1.3% |
88% |
False |
False |
33,518 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0105 |
1.5% |
94% |
False |
False |
25,179 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0103 |
1.5% |
94% |
False |
False |
20,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7219 |
|
2.618 |
0.7136 |
|
1.618 |
0.7085 |
|
1.000 |
0.7053 |
|
0.618 |
0.7034 |
|
HIGH |
0.7002 |
|
0.618 |
0.6983 |
|
0.500 |
0.6977 |
|
0.382 |
0.6970 |
|
LOW |
0.6951 |
|
0.618 |
0.6919 |
|
1.000 |
0.6900 |
|
1.618 |
0.6868 |
|
2.618 |
0.6817 |
|
4.250 |
0.6734 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6977 |
0.6966 |
| PP |
0.6973 |
0.6964 |
| S1 |
0.6970 |
0.6963 |
|