CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7016 |
0.7135 |
0.0119 |
1.7% |
0.6956 |
| High |
0.7149 |
0.7185 |
0.0036 |
0.5% |
0.7039 |
| Low |
0.7016 |
0.7114 |
0.0098 |
1.4% |
0.6922 |
| Close |
0.7146 |
0.7142 |
-0.0004 |
-0.1% |
0.7002 |
| Range |
0.0133 |
0.0071 |
-0.0062 |
-46.6% |
0.0117 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
112,195 |
116,064 |
3,869 |
3.4% |
461,203 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7360 |
0.7322 |
0.7181 |
|
| R3 |
0.7289 |
0.7251 |
0.7162 |
|
| R2 |
0.7218 |
0.7218 |
0.7155 |
|
| R1 |
0.7180 |
0.7180 |
0.7149 |
0.7199 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7157 |
| S1 |
0.7109 |
0.7109 |
0.7135 |
0.7128 |
| S2 |
0.7076 |
0.7076 |
0.7129 |
|
| S3 |
0.7005 |
0.7038 |
0.7122 |
|
| S4 |
0.6934 |
0.6967 |
0.7103 |
|
|
| 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 |
0.7185 |
0.6964 |
0.0221 |
3.1% |
0.0067 |
0.9% |
81% |
True |
False |
87,842 |
| 10 |
0.7185 |
0.6922 |
0.0263 |
3.7% |
0.0061 |
0.8% |
84% |
True |
False |
92,275 |
| 20 |
0.7185 |
0.6835 |
0.0350 |
4.9% |
0.0063 |
0.9% |
88% |
True |
False |
88,961 |
| 40 |
0.7185 |
0.6568 |
0.0617 |
8.6% |
0.0087 |
1.2% |
93% |
True |
False |
71,021 |
| 60 |
0.7185 |
0.6374 |
0.0811 |
11.4% |
0.0085 |
1.2% |
95% |
True |
False |
47,428 |
| 80 |
0.7185 |
0.5985 |
0.1200 |
16.8% |
0.0087 |
1.2% |
96% |
True |
False |
35,597 |
| 100 |
0.7185 |
0.5520 |
0.1665 |
23.3% |
0.0104 |
1.5% |
97% |
True |
False |
28,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7487 |
|
2.618 |
0.7371 |
|
1.618 |
0.7300 |
|
1.000 |
0.7256 |
|
0.618 |
0.7229 |
|
HIGH |
0.7185 |
|
0.618 |
0.7158 |
|
0.500 |
0.7150 |
|
0.382 |
0.7141 |
|
LOW |
0.7114 |
|
0.618 |
0.7070 |
|
1.000 |
0.7043 |
|
1.618 |
0.6999 |
|
2.618 |
0.6928 |
|
4.250 |
0.6812 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7121 |
| PP |
0.7147 |
0.7100 |
| S1 |
0.7145 |
0.7079 |
|