CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6943 |
0.6979 |
0.0036 |
0.5% |
0.6934 |
| High |
0.6980 |
0.7039 |
0.0059 |
0.8% |
0.7002 |
| Low |
0.6922 |
0.6979 |
0.0057 |
0.8% |
0.6915 |
| Close |
0.6970 |
0.7001 |
0.0031 |
0.4% |
0.6949 |
| Range |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0087 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
119,342 |
104,465 |
-14,877 |
-12.5% |
431,109 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7186 |
0.7154 |
0.7034 |
|
| R3 |
0.7126 |
0.7094 |
0.7018 |
|
| R2 |
0.7066 |
0.7066 |
0.7012 |
|
| R1 |
0.7034 |
0.7034 |
0.7007 |
0.7050 |
| PP |
0.7006 |
0.7006 |
0.7006 |
0.7015 |
| S1 |
0.6974 |
0.6974 |
0.6996 |
0.6990 |
| S2 |
0.6946 |
0.6946 |
0.6990 |
|
| S3 |
0.6886 |
0.6914 |
0.6985 |
|
| S4 |
0.6826 |
0.6854 |
0.6968 |
|
|
| 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 |
0.7039 |
0.6922 |
0.0117 |
1.7% |
0.0054 |
0.8% |
68% |
True |
False |
96,707 |
| 10 |
0.7039 |
0.6879 |
0.0160 |
2.3% |
0.0060 |
0.9% |
76% |
True |
False |
92,741 |
| 20 |
0.7039 |
0.6812 |
0.0227 |
3.2% |
0.0069 |
1.0% |
83% |
True |
False |
88,939 |
| 40 |
0.7064 |
0.6507 |
0.0557 |
8.0% |
0.0089 |
1.3% |
89% |
False |
False |
60,094 |
| 60 |
0.7064 |
0.6255 |
0.0809 |
11.6% |
0.0086 |
1.2% |
92% |
False |
False |
40,111 |
| 80 |
0.7064 |
0.5710 |
0.1354 |
19.3% |
0.0093 |
1.3% |
95% |
False |
False |
30,117 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.1% |
0.0103 |
1.5% |
96% |
False |
False |
24,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7294 |
|
2.618 |
0.7196 |
|
1.618 |
0.7136 |
|
1.000 |
0.7099 |
|
0.618 |
0.7076 |
|
HIGH |
0.7039 |
|
0.618 |
0.7016 |
|
0.500 |
0.7009 |
|
0.382 |
0.7002 |
|
LOW |
0.6979 |
|
0.618 |
0.6942 |
|
1.000 |
0.6919 |
|
1.618 |
0.6882 |
|
2.618 |
0.6822 |
|
4.250 |
0.6724 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7009 |
0.6994 |
| PP |
0.7006 |
0.6987 |
| S1 |
0.7004 |
0.6981 |
|