CME Australian Dollar Future September 2020
Trading Metrics calculated at close of trading on 13-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.6963 |
0.6956 |
-0.0007 |
-0.1% |
0.6934 |
High |
0.6972 |
0.6995 |
0.0023 |
0.3% |
0.7002 |
Low |
0.6925 |
0.6941 |
0.0016 |
0.2% |
0.6915 |
Close |
0.6949 |
0.6965 |
0.0016 |
0.2% |
0.6949 |
Range |
0.0047 |
0.0054 |
0.0007 |
14.9% |
0.0087 |
ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
80,347 |
91,973 |
11,626 |
14.5% |
431,109 |
|
Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7129 |
0.7101 |
0.6995 |
|
R3 |
0.7075 |
0.7047 |
0.6980 |
|
R2 |
0.7021 |
0.7021 |
0.6975 |
|
R1 |
0.6993 |
0.6993 |
0.6970 |
0.7007 |
PP |
0.6967 |
0.6967 |
0.6967 |
0.6974 |
S1 |
0.6939 |
0.6939 |
0.6960 |
0.6953 |
S2 |
0.6913 |
0.6913 |
0.6955 |
|
S3 |
0.6859 |
0.6885 |
0.6950 |
|
S4 |
0.6805 |
0.6831 |
0.6935 |
|
|
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 |
0.6923 |
0.0079 |
1.1% |
0.0058 |
0.8% |
53% |
False |
False |
85,405 |
10 |
0.7002 |
0.6835 |
0.0167 |
2.4% |
0.0061 |
0.9% |
78% |
False |
False |
87,182 |
20 |
0.7002 |
0.6777 |
0.0225 |
3.2% |
0.0078 |
1.1% |
84% |
False |
False |
91,372 |
40 |
0.7064 |
0.6404 |
0.0660 |
9.5% |
0.0091 |
1.3% |
85% |
False |
False |
54,514 |
60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0086 |
1.2% |
88% |
False |
False |
36,387 |
80 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0101 |
1.4% |
94% |
False |
False |
27,329 |
100 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0103 |
1.5% |
94% |
False |
False |
21,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7225 |
2.618 |
0.7136 |
1.618 |
0.7082 |
1.000 |
0.7049 |
0.618 |
0.7028 |
HIGH |
0.6995 |
0.618 |
0.6974 |
0.500 |
0.6968 |
0.382 |
0.6962 |
LOW |
0.6941 |
0.618 |
0.6908 |
1.000 |
0.6887 |
1.618 |
0.6854 |
2.618 |
0.6800 |
4.250 |
0.6712 |
|
|
Fisher Pivots for day following 13-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6968 |
0.6965 |
PP |
0.6967 |
0.6964 |
S1 |
0.6966 |
0.6964 |
|