CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7009 |
0.6972 |
-0.0037 |
-0.5% |
0.6956 |
| High |
0.7014 |
0.7007 |
-0.0007 |
-0.1% |
0.7039 |
| Low |
0.6964 |
0.6971 |
0.0007 |
0.1% |
0.6922 |
| Close |
0.6969 |
0.7002 |
0.0033 |
0.5% |
0.7002 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0117 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
89,195 |
56,228 |
-32,967 |
-37.0% |
461,203 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7101 |
0.7088 |
0.7022 |
|
| R3 |
0.7065 |
0.7052 |
0.7012 |
|
| R2 |
0.7029 |
0.7029 |
0.7009 |
|
| R1 |
0.7016 |
0.7016 |
0.7005 |
0.7023 |
| PP |
0.6993 |
0.6993 |
0.6993 |
0.6997 |
| S1 |
0.6980 |
0.6980 |
0.6999 |
0.6987 |
| S2 |
0.6957 |
0.6957 |
0.6995 |
|
| S3 |
0.6921 |
0.6944 |
0.6992 |
|
| S4 |
0.6885 |
0.6908 |
0.6982 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7339 |
0.7287 |
0.7066 |
|
| R3 |
0.7222 |
0.7170 |
0.7034 |
|
| R2 |
0.7105 |
0.7105 |
0.7023 |
|
| R1 |
0.7053 |
0.7053 |
0.7013 |
0.7079 |
| PP |
0.6988 |
0.6988 |
0.6988 |
0.7001 |
| S1 |
0.6936 |
0.6936 |
0.6991 |
0.6962 |
| S2 |
0.6871 |
0.6871 |
0.6981 |
|
| S3 |
0.6754 |
0.6819 |
0.6970 |
|
| S4 |
0.6637 |
0.6702 |
0.6938 |
|
|
| 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% |
0.0052 |
0.7% |
68% |
False |
False |
92,240 |
| 10 |
0.7039 |
0.6915 |
0.0124 |
1.8% |
0.0057 |
0.8% |
70% |
False |
False |
89,231 |
| 20 |
0.7039 |
0.6812 |
0.0227 |
3.2% |
0.0066 |
0.9% |
84% |
False |
False |
87,377 |
| 40 |
0.7064 |
0.6507 |
0.0557 |
8.0% |
0.0087 |
1.2% |
89% |
False |
False |
63,708 |
| 60 |
0.7064 |
0.6285 |
0.0779 |
11.1% |
0.0085 |
1.2% |
92% |
False |
False |
42,533 |
| 80 |
0.7064 |
0.5880 |
0.1184 |
16.9% |
0.0091 |
1.3% |
95% |
False |
False |
31,931 |
| 100 |
0.7064 |
0.5520 |
0.1544 |
22.1% |
0.0103 |
1.5% |
96% |
False |
False |
25,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7160 |
|
2.618 |
0.7101 |
|
1.618 |
0.7065 |
|
1.000 |
0.7043 |
|
0.618 |
0.7029 |
|
HIGH |
0.7007 |
|
0.618 |
0.6993 |
|
0.500 |
0.6989 |
|
0.382 |
0.6985 |
|
LOW |
0.6971 |
|
0.618 |
0.6949 |
|
1.000 |
0.6935 |
|
1.618 |
0.6913 |
|
2.618 |
0.6877 |
|
4.250 |
0.6818 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6998 |
0.7002 |
| PP |
0.6993 |
0.7002 |
| S1 |
0.6989 |
0.7002 |
|