CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7192 |
0.7136 |
-0.0056 |
-0.8% |
0.7098 |
| High |
0.7229 |
0.7152 |
-0.0077 |
-1.1% |
0.7229 |
| Low |
0.7134 |
0.7077 |
-0.0057 |
-0.8% |
0.7089 |
| Close |
0.7147 |
0.7120 |
-0.0027 |
-0.4% |
0.7147 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.1% |
0.0140 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
116,695 |
66,998 |
-49,697 |
-42.6% |
458,654 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7306 |
0.7161 |
|
| R3 |
0.7266 |
0.7231 |
0.7141 |
|
| R2 |
0.7191 |
0.7191 |
0.7134 |
|
| R1 |
0.7156 |
0.7156 |
0.7127 |
0.7136 |
| PP |
0.7116 |
0.7116 |
0.7116 |
0.7107 |
| S1 |
0.7081 |
0.7081 |
0.7113 |
0.7061 |
| S2 |
0.7041 |
0.7041 |
0.7106 |
|
| S3 |
0.6966 |
0.7006 |
0.7099 |
|
| S4 |
0.6891 |
0.6931 |
0.7079 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7501 |
0.7224 |
|
| R3 |
0.7435 |
0.7361 |
0.7186 |
|
| R2 |
0.7295 |
0.7295 |
0.7173 |
|
| R1 |
0.7221 |
0.7221 |
0.7160 |
0.7258 |
| PP |
0.7155 |
0.7155 |
0.7155 |
0.7174 |
| S1 |
0.7081 |
0.7081 |
0.7134 |
0.7118 |
| S2 |
0.7015 |
0.7015 |
0.7121 |
|
| S3 |
0.6875 |
0.6941 |
0.7109 |
|
| S4 |
0.6735 |
0.6801 |
0.7070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7229 |
0.7077 |
0.0152 |
2.1% |
0.0071 |
1.0% |
28% |
False |
True |
91,636 |
| 10 |
0.7229 |
0.7016 |
0.0213 |
3.0% |
0.0076 |
1.1% |
49% |
False |
False |
94,793 |
| 20 |
0.7229 |
0.6922 |
0.0307 |
4.3% |
0.0065 |
0.9% |
64% |
False |
False |
90,486 |
| 40 |
0.7229 |
0.6777 |
0.0452 |
6.3% |
0.0079 |
1.1% |
76% |
False |
False |
88,594 |
| 60 |
0.7229 |
0.6404 |
0.0825 |
11.6% |
0.0084 |
1.2% |
87% |
False |
False |
59,411 |
| 80 |
0.7229 |
0.6201 |
0.1028 |
14.4% |
0.0084 |
1.2% |
89% |
False |
False |
44,579 |
| 100 |
0.7229 |
0.5520 |
0.1709 |
24.0% |
0.0101 |
1.4% |
94% |
False |
False |
35,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7471 |
|
2.618 |
0.7348 |
|
1.618 |
0.7273 |
|
1.000 |
0.7227 |
|
0.618 |
0.7198 |
|
HIGH |
0.7152 |
|
0.618 |
0.7123 |
|
0.500 |
0.7115 |
|
0.382 |
0.7106 |
|
LOW |
0.7077 |
|
0.618 |
0.7031 |
|
1.000 |
0.7002 |
|
1.618 |
0.6956 |
|
2.618 |
0.6881 |
|
4.250 |
0.6758 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7118 |
0.7153 |
| PP |
0.7116 |
0.7142 |
| S1 |
0.7115 |
0.7131 |
|