CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6982 |
0.6963 |
-0.0019 |
-0.3% |
0.6934 |
| High |
0.7002 |
0.6972 |
-0.0030 |
-0.4% |
0.7002 |
| Low |
0.6951 |
0.6925 |
-0.0026 |
-0.4% |
0.6915 |
| Close |
0.6967 |
0.6949 |
-0.0018 |
-0.3% |
0.6949 |
| Range |
0.0051 |
0.0047 |
-0.0004 |
-7.8% |
0.0087 |
| ATR |
0.0082 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
87,411 |
80,347 |
-7,064 |
-8.1% |
431,109 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7090 |
0.7066 |
0.6975 |
|
| R3 |
0.7043 |
0.7019 |
0.6962 |
|
| R2 |
0.6996 |
0.6996 |
0.6958 |
|
| R1 |
0.6972 |
0.6972 |
0.6953 |
0.6961 |
| PP |
0.6949 |
0.6949 |
0.6949 |
0.6943 |
| S1 |
0.6925 |
0.6925 |
0.6945 |
0.6914 |
| S2 |
0.6902 |
0.6902 |
0.6940 |
|
| S3 |
0.6855 |
0.6878 |
0.6936 |
|
| S4 |
0.6808 |
0.6831 |
0.6923 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7216 |
0.7170 |
0.6997 |
|
| R3 |
0.7129 |
0.7083 |
0.6973 |
|
| R2 |
0.7042 |
0.7042 |
0.6965 |
|
| R1 |
0.6996 |
0.6996 |
0.6957 |
0.7019 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6967 |
| S1 |
0.6909 |
0.6909 |
0.6941 |
0.6932 |
| S2 |
0.6868 |
0.6868 |
0.6933 |
|
| S3 |
0.6781 |
0.6822 |
0.6925 |
|
| S4 |
0.6694 |
0.6735 |
0.6901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7002 |
0.6915 |
0.0087 |
1.3% |
0.0062 |
0.9% |
39% |
False |
False |
86,221 |
| 10 |
0.7002 |
0.6835 |
0.0167 |
2.4% |
0.0061 |
0.9% |
68% |
False |
False |
84,905 |
| 20 |
0.7002 |
0.6777 |
0.0225 |
3.2% |
0.0081 |
1.2% |
76% |
False |
False |
94,530 |
| 40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0091 |
1.3% |
83% |
False |
False |
52,225 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0087 |
1.2% |
86% |
False |
False |
34,854 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0104 |
1.5% |
93% |
False |
False |
26,182 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0103 |
1.5% |
93% |
False |
False |
20,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7172 |
|
2.618 |
0.7095 |
|
1.618 |
0.7048 |
|
1.000 |
0.7019 |
|
0.618 |
0.7001 |
|
HIGH |
0.6972 |
|
0.618 |
0.6954 |
|
0.500 |
0.6949 |
|
0.382 |
0.6943 |
|
LOW |
0.6925 |
|
0.618 |
0.6896 |
|
1.000 |
0.6878 |
|
1.618 |
0.6849 |
|
2.618 |
0.6802 |
|
4.250 |
0.6725 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6949 |
0.6964 |
| PP |
0.6949 |
0.6959 |
| S1 |
0.6949 |
0.6954 |
|