CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7098 |
-0.0003 |
0.0% |
0.6992 |
| High |
0.7127 |
0.7151 |
0.0024 |
0.3% |
0.7185 |
| Low |
0.7065 |
0.7089 |
0.0024 |
0.3% |
0.6973 |
| Close |
0.7098 |
0.7143 |
0.0045 |
0.6% |
0.7098 |
| Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0212 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
90,084 |
67,471 |
-22,613 |
-25.1% |
487,813 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7290 |
0.7177 |
|
| R3 |
0.7252 |
0.7228 |
0.7160 |
|
| R2 |
0.7190 |
0.7190 |
0.7154 |
|
| R1 |
0.7166 |
0.7166 |
0.7149 |
0.7178 |
| PP |
0.7128 |
0.7128 |
0.7128 |
0.7134 |
| S1 |
0.7104 |
0.7104 |
0.7137 |
0.7116 |
| S2 |
0.7066 |
0.7066 |
0.7132 |
|
| S3 |
0.7004 |
0.7042 |
0.7126 |
|
| S4 |
0.6942 |
0.6980 |
0.7109 |
|
|
| 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 |
0.7016 |
0.0169 |
2.4% |
0.0080 |
1.1% |
75% |
False |
False |
97,950 |
| 10 |
0.7185 |
0.6922 |
0.0263 |
3.7% |
0.0065 |
0.9% |
84% |
False |
False |
92,451 |
| 20 |
0.7185 |
0.6835 |
0.0350 |
4.9% |
0.0063 |
0.9% |
88% |
False |
False |
89,816 |
| 40 |
0.7185 |
0.6648 |
0.0537 |
7.5% |
0.0085 |
1.2% |
92% |
False |
False |
77,503 |
| 60 |
0.7185 |
0.6374 |
0.0811 |
11.4% |
0.0085 |
1.2% |
95% |
False |
False |
51,781 |
| 80 |
0.7185 |
0.5985 |
0.1200 |
16.8% |
0.0086 |
1.2% |
97% |
False |
False |
38,858 |
| 100 |
0.7185 |
0.5520 |
0.1665 |
23.3% |
0.0104 |
1.5% |
97% |
False |
False |
31,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7415 |
|
2.618 |
0.7313 |
|
1.618 |
0.7251 |
|
1.000 |
0.7213 |
|
0.618 |
0.7189 |
|
HIGH |
0.7151 |
|
0.618 |
0.7127 |
|
0.500 |
0.7120 |
|
0.382 |
0.7113 |
|
LOW |
0.7089 |
|
0.618 |
0.7051 |
|
1.000 |
0.7027 |
|
1.618 |
0.6989 |
|
2.618 |
0.6927 |
|
4.250 |
0.6826 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7135 |
0.7133 |
| PP |
0.7128 |
0.7124 |
| S1 |
0.7120 |
0.7114 |
|