CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6979 |
0.7009 |
0.0030 |
0.4% |
0.6934 |
| High |
0.7039 |
0.7014 |
-0.0025 |
-0.4% |
0.7002 |
| Low |
0.6979 |
0.6964 |
-0.0015 |
-0.2% |
0.6915 |
| Close |
0.7001 |
0.6969 |
-0.0032 |
-0.5% |
0.6949 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0087 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
104,465 |
89,195 |
-15,270 |
-14.6% |
431,109 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7132 |
0.7101 |
0.6997 |
|
| R3 |
0.7082 |
0.7051 |
0.6983 |
|
| R2 |
0.7032 |
0.7032 |
0.6978 |
|
| R1 |
0.7001 |
0.7001 |
0.6974 |
0.6992 |
| PP |
0.6982 |
0.6982 |
0.6982 |
0.6978 |
| S1 |
0.6951 |
0.6951 |
0.6964 |
0.6942 |
| S2 |
0.6932 |
0.6932 |
0.6960 |
|
| S3 |
0.6882 |
0.6901 |
0.6955 |
|
| S4 |
0.6832 |
0.6851 |
0.6942 |
|
|
| 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% |
40% |
False |
False |
97,064 |
| 10 |
0.7039 |
0.6904 |
0.0135 |
1.9% |
0.0058 |
0.8% |
48% |
False |
False |
91,726 |
| 20 |
0.7039 |
0.6812 |
0.0227 |
3.3% |
0.0068 |
1.0% |
69% |
False |
False |
88,856 |
| 40 |
0.7064 |
0.6507 |
0.0557 |
8.0% |
0.0089 |
1.3% |
83% |
False |
False |
62,310 |
| 60 |
0.7064 |
0.6279 |
0.0785 |
11.3% |
0.0086 |
1.2% |
88% |
False |
False |
41,597 |
| 80 |
0.7064 |
0.5839 |
0.1225 |
17.6% |
0.0092 |
1.3% |
92% |
False |
False |
31,231 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.2% |
0.0103 |
1.5% |
94% |
False |
False |
25,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7227 |
|
2.618 |
0.7145 |
|
1.618 |
0.7095 |
|
1.000 |
0.7064 |
|
0.618 |
0.7045 |
|
HIGH |
0.7014 |
|
0.618 |
0.6995 |
|
0.500 |
0.6989 |
|
0.382 |
0.6983 |
|
LOW |
0.6964 |
|
0.618 |
0.6933 |
|
1.000 |
0.6914 |
|
1.618 |
0.6883 |
|
2.618 |
0.6833 |
|
4.250 |
0.6752 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6989 |
0.6981 |
| PP |
0.6982 |
0.6977 |
| S1 |
0.6976 |
0.6973 |
|