CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7140 |
0.7101 |
-0.0039 |
-0.5% |
0.6992 |
| High |
0.7163 |
0.7127 |
-0.0036 |
-0.5% |
0.7185 |
| Low |
0.7092 |
0.7065 |
-0.0027 |
-0.4% |
0.6973 |
| Close |
0.7109 |
0.7098 |
-0.0011 |
-0.2% |
0.7098 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0212 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
103,939 |
90,084 |
-13,855 |
-13.3% |
487,813 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7283 |
0.7252 |
0.7132 |
|
| R3 |
0.7221 |
0.7190 |
0.7115 |
|
| R2 |
0.7159 |
0.7159 |
0.7109 |
|
| R1 |
0.7128 |
0.7128 |
0.7104 |
0.7113 |
| PP |
0.7097 |
0.7097 |
0.7097 |
0.7089 |
| S1 |
0.7066 |
0.7066 |
0.7092 |
0.7051 |
| S2 |
0.7035 |
0.7035 |
0.7087 |
|
| S3 |
0.6973 |
0.7004 |
0.7081 |
|
| S4 |
0.6911 |
0.6942 |
0.7064 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7622 |
0.7215 |
|
| R3 |
0.7509 |
0.7410 |
0.7156 |
|
| R2 |
0.7297 |
0.7297 |
0.7137 |
|
| R1 |
0.7198 |
0.7198 |
0.7117 |
0.7248 |
| PP |
0.7085 |
0.7085 |
0.7085 |
0.7110 |
| S1 |
0.6986 |
0.6986 |
0.7079 |
0.7036 |
| S2 |
0.6873 |
0.6873 |
0.7059 |
|
| S3 |
0.6661 |
0.6774 |
0.7040 |
|
| S4 |
0.6449 |
0.6562 |
0.6981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7185 |
0.6973 |
0.0212 |
3.0% |
0.0077 |
1.1% |
59% |
False |
False |
97,562 |
| 10 |
0.7185 |
0.6922 |
0.0263 |
3.7% |
0.0064 |
0.9% |
67% |
False |
False |
94,901 |
| 20 |
0.7185 |
0.6835 |
0.0350 |
4.9% |
0.0063 |
0.9% |
75% |
False |
False |
89,903 |
| 40 |
0.7185 |
0.6619 |
0.0566 |
8.0% |
0.0085 |
1.2% |
85% |
False |
False |
75,837 |
| 60 |
0.7185 |
0.6374 |
0.0811 |
11.4% |
0.0085 |
1.2% |
89% |
False |
False |
50,659 |
| 80 |
0.7185 |
0.5985 |
0.1200 |
16.9% |
0.0087 |
1.2% |
93% |
False |
False |
38,017 |
| 100 |
0.7185 |
0.5520 |
0.1665 |
23.5% |
0.0103 |
1.5% |
95% |
False |
False |
30,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7391 |
|
2.618 |
0.7289 |
|
1.618 |
0.7227 |
|
1.000 |
0.7189 |
|
0.618 |
0.7165 |
|
HIGH |
0.7127 |
|
0.618 |
0.7103 |
|
0.500 |
0.7096 |
|
0.382 |
0.7089 |
|
LOW |
0.7065 |
|
0.618 |
0.7027 |
|
1.000 |
0.7003 |
|
1.618 |
0.6965 |
|
2.618 |
0.6903 |
|
4.250 |
0.6802 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7097 |
0.7125 |
| PP |
0.7097 |
0.7116 |
| S1 |
0.7096 |
0.7107 |
|