CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7158 |
0.7192 |
0.0034 |
0.5% |
0.6992 |
| High |
0.7198 |
0.7199 |
0.0001 |
0.0% |
0.7185 |
| Low |
0.7151 |
0.7123 |
-0.0028 |
-0.4% |
0.6973 |
| Close |
0.7171 |
0.7179 |
0.0008 |
0.1% |
0.7098 |
| Range |
0.0047 |
0.0076 |
0.0029 |
61.7% |
0.0212 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
89,043 |
104,272 |
15,229 |
17.1% |
487,813 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7395 |
0.7363 |
0.7221 |
|
| R3 |
0.7319 |
0.7287 |
0.7200 |
|
| R2 |
0.7243 |
0.7243 |
0.7193 |
|
| R1 |
0.7211 |
0.7211 |
0.7186 |
0.7189 |
| PP |
0.7167 |
0.7167 |
0.7167 |
0.7156 |
| S1 |
0.7135 |
0.7135 |
0.7172 |
0.7113 |
| S2 |
0.7091 |
0.7091 |
0.7165 |
|
| S3 |
0.7015 |
0.7059 |
0.7158 |
|
| S4 |
0.6939 |
0.6983 |
0.7137 |
|
|
| 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 |
0.7199 |
0.7065 |
0.0134 |
1.9% |
0.0062 |
0.9% |
85% |
True |
False |
86,408 |
| 10 |
0.7199 |
0.6971 |
0.0228 |
3.2% |
0.0067 |
0.9% |
91% |
True |
False |
88,600 |
| 20 |
0.7199 |
0.6904 |
0.0295 |
4.1% |
0.0062 |
0.9% |
93% |
True |
False |
90,163 |
| 40 |
0.7199 |
0.6777 |
0.0422 |
5.9% |
0.0080 |
1.1% |
95% |
True |
False |
84,199 |
| 60 |
0.7199 |
0.6380 |
0.0819 |
11.4% |
0.0084 |
1.2% |
98% |
True |
False |
56,352 |
| 80 |
0.7199 |
0.6088 |
0.1111 |
15.5% |
0.0085 |
1.2% |
98% |
True |
False |
42,284 |
| 100 |
0.7199 |
0.5520 |
0.1679 |
23.4% |
0.0101 |
1.4% |
99% |
True |
False |
33,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7398 |
|
1.618 |
0.7322 |
|
1.000 |
0.7275 |
|
0.618 |
0.7246 |
|
HIGH |
0.7199 |
|
0.618 |
0.7170 |
|
0.500 |
0.7161 |
|
0.382 |
0.7152 |
|
LOW |
0.7123 |
|
0.618 |
0.7076 |
|
1.000 |
0.7047 |
|
1.618 |
0.7000 |
|
2.618 |
0.6924 |
|
4.250 |
0.6800 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7173 |
0.7172 |
| PP |
0.7167 |
0.7164 |
| S1 |
0.7161 |
0.7157 |
|