CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7136 |
0.7125 |
-0.0011 |
-0.2% |
0.7098 |
| High |
0.7152 |
0.7169 |
0.0017 |
0.2% |
0.7229 |
| Low |
0.7077 |
0.7107 |
0.0030 |
0.4% |
0.7089 |
| Close |
0.7120 |
0.7156 |
0.0036 |
0.5% |
0.7147 |
| Range |
0.0075 |
0.0062 |
-0.0013 |
-17.3% |
0.0140 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
66,998 |
76,281 |
9,283 |
13.9% |
458,654 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7330 |
0.7305 |
0.7190 |
|
| R3 |
0.7268 |
0.7243 |
0.7173 |
|
| R2 |
0.7206 |
0.7206 |
0.7167 |
|
| R1 |
0.7181 |
0.7181 |
0.7162 |
0.7194 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7150 |
| S1 |
0.7119 |
0.7119 |
0.7150 |
0.7132 |
| S2 |
0.7082 |
0.7082 |
0.7145 |
|
| S3 |
0.7020 |
0.7057 |
0.7139 |
|
| S4 |
0.6958 |
0.6995 |
0.7122 |
|
|
| 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% |
52% |
False |
False |
90,657 |
| 10 |
0.7229 |
0.7065 |
0.0164 |
2.3% |
0.0068 |
1.0% |
55% |
False |
False |
91,202 |
| 20 |
0.7229 |
0.6922 |
0.0307 |
4.3% |
0.0064 |
0.9% |
76% |
False |
False |
89,830 |
| 40 |
0.7229 |
0.6777 |
0.0452 |
6.3% |
0.0079 |
1.1% |
84% |
False |
False |
90,179 |
| 60 |
0.7229 |
0.6404 |
0.0825 |
11.5% |
0.0084 |
1.2% |
91% |
False |
False |
60,681 |
| 80 |
0.7229 |
0.6255 |
0.0974 |
13.6% |
0.0083 |
1.2% |
93% |
False |
False |
45,531 |
| 100 |
0.7229 |
0.5520 |
0.1709 |
23.9% |
0.0100 |
1.4% |
96% |
False |
False |
36,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7331 |
|
1.618 |
0.7269 |
|
1.000 |
0.7231 |
|
0.618 |
0.7207 |
|
HIGH |
0.7169 |
|
0.618 |
0.7145 |
|
0.500 |
0.7138 |
|
0.382 |
0.7131 |
|
LOW |
0.7107 |
|
0.618 |
0.7069 |
|
1.000 |
0.7045 |
|
1.618 |
0.7007 |
|
2.618 |
0.6945 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7155 |
| PP |
0.7144 |
0.7154 |
| S1 |
0.7138 |
0.7153 |
|