CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6956 |
0.6943 |
-0.0013 |
-0.2% |
0.6934 |
| High |
0.6995 |
0.6980 |
-0.0015 |
-0.2% |
0.7002 |
| Low |
0.6941 |
0.6922 |
-0.0019 |
-0.3% |
0.6915 |
| Close |
0.6965 |
0.6970 |
0.0005 |
0.1% |
0.6949 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0087 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
91,973 |
119,342 |
27,369 |
29.8% |
431,109 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7131 |
0.7109 |
0.7002 |
|
| R3 |
0.7073 |
0.7051 |
0.6986 |
|
| R2 |
0.7015 |
0.7015 |
0.6981 |
|
| R1 |
0.6993 |
0.6993 |
0.6975 |
0.7004 |
| PP |
0.6957 |
0.6957 |
0.6957 |
0.6963 |
| S1 |
0.6935 |
0.6935 |
0.6965 |
0.6946 |
| S2 |
0.6899 |
0.6899 |
0.6959 |
|
| S3 |
0.6841 |
0.6877 |
0.6954 |
|
| S4 |
0.6783 |
0.6819 |
0.6938 |
|
|
| 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 |
0.6922 |
0.0080 |
1.1% |
0.0054 |
0.8% |
60% |
False |
True |
91,393 |
| 10 |
0.7002 |
0.6835 |
0.0167 |
2.4% |
0.0062 |
0.9% |
81% |
False |
False |
91,988 |
| 20 |
0.7002 |
0.6812 |
0.0190 |
2.7% |
0.0073 |
1.0% |
83% |
False |
False |
90,548 |
| 40 |
0.7064 |
0.6414 |
0.0650 |
9.3% |
0.0090 |
1.3% |
86% |
False |
False |
57,489 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0086 |
1.2% |
88% |
False |
False |
38,372 |
| 80 |
0.7064 |
0.5679 |
0.1385 |
19.9% |
0.0096 |
1.4% |
93% |
False |
False |
28,818 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0103 |
1.5% |
94% |
False |
False |
23,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7227 |
|
2.618 |
0.7132 |
|
1.618 |
0.7074 |
|
1.000 |
0.7038 |
|
0.618 |
0.7016 |
|
HIGH |
0.6980 |
|
0.618 |
0.6958 |
|
0.500 |
0.6951 |
|
0.382 |
0.6944 |
|
LOW |
0.6922 |
|
0.618 |
0.6886 |
|
1.000 |
0.6864 |
|
1.618 |
0.6828 |
|
2.618 |
0.6770 |
|
4.250 |
0.6676 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6964 |
0.6966 |
| PP |
0.6957 |
0.6962 |
| S1 |
0.6951 |
0.6959 |
|