CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7135 |
0.7140 |
0.0005 |
0.1% |
0.6956 |
| High |
0.7185 |
0.7163 |
-0.0022 |
-0.3% |
0.7039 |
| Low |
0.7114 |
0.7092 |
-0.0022 |
-0.3% |
0.6922 |
| Close |
0.7142 |
0.7109 |
-0.0033 |
-0.5% |
0.7002 |
| Range |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0117 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
116,064 |
103,939 |
-12,125 |
-10.4% |
461,203 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7334 |
0.7293 |
0.7148 |
|
| R3 |
0.7263 |
0.7222 |
0.7129 |
|
| R2 |
0.7192 |
0.7192 |
0.7122 |
|
| R1 |
0.7151 |
0.7151 |
0.7116 |
0.7136 |
| PP |
0.7121 |
0.7121 |
0.7121 |
0.7114 |
| S1 |
0.7080 |
0.7080 |
0.7102 |
0.7065 |
| S2 |
0.7050 |
0.7050 |
0.7096 |
|
| S3 |
0.6979 |
0.7009 |
0.7089 |
|
| S4 |
0.6908 |
0.6938 |
0.7070 |
|
|
| 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 |
0.6971 |
0.0214 |
3.0% |
0.0071 |
1.0% |
64% |
False |
False |
90,791 |
| 10 |
0.7185 |
0.6922 |
0.0263 |
3.7% |
0.0063 |
0.9% |
71% |
False |
False |
93,927 |
| 20 |
0.7185 |
0.6835 |
0.0350 |
4.9% |
0.0062 |
0.9% |
78% |
False |
False |
89,404 |
| 40 |
0.7185 |
0.6590 |
0.0595 |
8.4% |
0.0086 |
1.2% |
87% |
False |
False |
73,602 |
| 60 |
0.7185 |
0.6374 |
0.0811 |
11.4% |
0.0085 |
1.2% |
91% |
False |
False |
49,159 |
| 80 |
0.7185 |
0.5985 |
0.1200 |
16.9% |
0.0088 |
1.2% |
94% |
False |
False |
36,895 |
| 100 |
0.7185 |
0.5520 |
0.1665 |
23.4% |
0.0104 |
1.5% |
95% |
False |
False |
29,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7465 |
|
2.618 |
0.7349 |
|
1.618 |
0.7278 |
|
1.000 |
0.7234 |
|
0.618 |
0.7207 |
|
HIGH |
0.7163 |
|
0.618 |
0.7136 |
|
0.500 |
0.7128 |
|
0.382 |
0.7119 |
|
LOW |
0.7092 |
|
0.618 |
0.7048 |
|
1.000 |
0.7021 |
|
1.618 |
0.6977 |
|
2.618 |
0.6906 |
|
4.250 |
0.6790 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7128 |
0.7106 |
| PP |
0.7121 |
0.7103 |
| S1 |
0.7115 |
0.7101 |
|