CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7125 |
0.7162 |
0.0037 |
0.5% |
0.7098 |
| High |
0.7169 |
0.7242 |
0.0073 |
1.0% |
0.7229 |
| Low |
0.7107 |
0.7155 |
0.0048 |
0.7% |
0.7089 |
| Close |
0.7156 |
0.7193 |
0.0037 |
0.5% |
0.7147 |
| Range |
0.0062 |
0.0087 |
0.0025 |
40.3% |
0.0140 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
| Volume |
76,281 |
85,743 |
9,462 |
12.4% |
458,654 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7458 |
0.7412 |
0.7241 |
|
| R3 |
0.7371 |
0.7325 |
0.7217 |
|
| R2 |
0.7284 |
0.7284 |
0.7209 |
|
| R1 |
0.7238 |
0.7238 |
0.7201 |
0.7261 |
| PP |
0.7197 |
0.7197 |
0.7197 |
0.7208 |
| S1 |
0.7151 |
0.7151 |
0.7185 |
0.7174 |
| S2 |
0.7110 |
0.7110 |
0.7177 |
|
| S3 |
0.7023 |
0.7064 |
0.7169 |
|
| S4 |
0.6936 |
0.6977 |
0.7145 |
|
|
| 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 |
0.7242 |
0.7077 |
0.0165 |
2.3% |
0.0079 |
1.1% |
70% |
True |
False |
89,997 |
| 10 |
0.7242 |
0.7065 |
0.0177 |
2.5% |
0.0070 |
1.0% |
72% |
True |
False |
88,169 |
| 20 |
0.7242 |
0.6922 |
0.0320 |
4.4% |
0.0065 |
0.9% |
85% |
True |
False |
90,222 |
| 40 |
0.7242 |
0.6777 |
0.0465 |
6.5% |
0.0078 |
1.1% |
89% |
True |
False |
91,531 |
| 60 |
0.7242 |
0.6404 |
0.0838 |
11.7% |
0.0084 |
1.2% |
94% |
True |
False |
62,106 |
| 80 |
0.7242 |
0.6255 |
0.0987 |
13.7% |
0.0083 |
1.2% |
95% |
True |
False |
46,602 |
| 100 |
0.7242 |
0.5520 |
0.1722 |
23.9% |
0.0099 |
1.4% |
97% |
True |
False |
37,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7470 |
|
1.618 |
0.7383 |
|
1.000 |
0.7329 |
|
0.618 |
0.7296 |
|
HIGH |
0.7242 |
|
0.618 |
0.7209 |
|
0.500 |
0.7199 |
|
0.382 |
0.7188 |
|
LOW |
0.7155 |
|
0.618 |
0.7101 |
|
1.000 |
0.7068 |
|
1.618 |
0.7014 |
|
2.618 |
0.6927 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7199 |
0.7182 |
| PP |
0.7197 |
0.7171 |
| S1 |
0.7195 |
0.7160 |
|