CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6992 |
0.7016 |
0.0024 |
0.3% |
0.6956 |
| High |
0.7019 |
0.7149 |
0.0130 |
1.9% |
0.7039 |
| Low |
0.6973 |
0.7016 |
0.0043 |
0.6% |
0.6922 |
| Close |
0.7013 |
0.7146 |
0.0133 |
1.9% |
0.7002 |
| Range |
0.0046 |
0.0133 |
0.0087 |
189.1% |
0.0117 |
| ATR |
0.0070 |
0.0075 |
0.0005 |
6.8% |
0.0000 |
| Volume |
65,531 |
112,195 |
46,664 |
71.2% |
461,203 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7503 |
0.7457 |
0.7219 |
|
| R3 |
0.7370 |
0.7324 |
0.7183 |
|
| R2 |
0.7237 |
0.7237 |
0.7170 |
|
| R1 |
0.7191 |
0.7191 |
0.7158 |
0.7214 |
| PP |
0.7104 |
0.7104 |
0.7104 |
0.7115 |
| S1 |
0.7058 |
0.7058 |
0.7134 |
0.7081 |
| S2 |
0.6971 |
0.6971 |
0.7122 |
|
| S3 |
0.6838 |
0.6925 |
0.7109 |
|
| S4 |
0.6705 |
0.6792 |
0.7073 |
|
|
| 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 |
0.7149 |
0.6964 |
0.0185 |
2.6% |
0.0065 |
0.9% |
98% |
True |
False |
85,522 |
| 10 |
0.7149 |
0.6922 |
0.0227 |
3.2% |
0.0060 |
0.8% |
99% |
True |
False |
88,458 |
| 20 |
0.7149 |
0.6835 |
0.0314 |
4.4% |
0.0065 |
0.9% |
99% |
True |
False |
88,266 |
| 40 |
0.7149 |
0.6521 |
0.0628 |
8.8% |
0.0089 |
1.2% |
100% |
True |
False |
68,135 |
| 60 |
0.7149 |
0.6374 |
0.0775 |
10.8% |
0.0085 |
1.2% |
100% |
True |
False |
45,494 |
| 80 |
0.7149 |
0.5985 |
0.1164 |
16.3% |
0.0088 |
1.2% |
100% |
True |
False |
34,149 |
| 100 |
0.7149 |
0.5520 |
0.1629 |
22.8% |
0.0104 |
1.5% |
100% |
True |
False |
27,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7497 |
|
1.618 |
0.7364 |
|
1.000 |
0.7282 |
|
0.618 |
0.7231 |
|
HIGH |
0.7149 |
|
0.618 |
0.7098 |
|
0.500 |
0.7083 |
|
0.382 |
0.7067 |
|
LOW |
0.7016 |
|
0.618 |
0.6934 |
|
1.000 |
0.6883 |
|
1.618 |
0.6801 |
|
2.618 |
0.6668 |
|
4.250 |
0.6451 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7125 |
0.7117 |
| PP |
0.7104 |
0.7089 |
| S1 |
0.7083 |
0.7060 |
|