CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7162 |
0.7194 |
0.0032 |
0.4% |
0.7098 |
| High |
0.7242 |
0.7241 |
-0.0001 |
0.0% |
0.7229 |
| Low |
0.7155 |
0.7175 |
0.0020 |
0.3% |
0.7089 |
| Close |
0.7193 |
0.7235 |
0.0042 |
0.6% |
0.7147 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0140 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
85,743 |
106,293 |
20,550 |
24.0% |
458,654 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7391 |
0.7271 |
|
| R3 |
0.7349 |
0.7325 |
0.7253 |
|
| R2 |
0.7283 |
0.7283 |
0.7247 |
|
| R1 |
0.7259 |
0.7259 |
0.7241 |
0.7271 |
| PP |
0.7217 |
0.7217 |
0.7217 |
0.7223 |
| S1 |
0.7193 |
0.7193 |
0.7229 |
0.7205 |
| S2 |
0.7151 |
0.7151 |
0.7223 |
|
| S3 |
0.7085 |
0.7127 |
0.7217 |
|
| S4 |
0.7019 |
0.7061 |
0.7199 |
|
|
| 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% |
0.0077 |
1.1% |
96% |
False |
False |
90,402 |
| 10 |
0.7242 |
0.7065 |
0.0177 |
2.4% |
0.0070 |
1.0% |
96% |
False |
False |
88,405 |
| 20 |
0.7242 |
0.6922 |
0.0320 |
4.4% |
0.0066 |
0.9% |
98% |
False |
False |
91,166 |
| 40 |
0.7242 |
0.6777 |
0.0465 |
6.4% |
0.0076 |
1.1% |
98% |
False |
False |
92,245 |
| 60 |
0.7242 |
0.6404 |
0.0838 |
11.6% |
0.0083 |
1.2% |
99% |
False |
False |
63,873 |
| 80 |
0.7242 |
0.6255 |
0.0987 |
13.6% |
0.0083 |
1.1% |
99% |
False |
False |
47,930 |
| 100 |
0.7242 |
0.5520 |
0.1722 |
23.8% |
0.0098 |
1.3% |
100% |
False |
False |
38,377 |
| 120 |
0.7242 |
0.5520 |
0.1722 |
23.8% |
0.0097 |
1.3% |
100% |
False |
False |
31,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7414 |
|
1.618 |
0.7348 |
|
1.000 |
0.7307 |
|
0.618 |
0.7282 |
|
HIGH |
0.7241 |
|
0.618 |
0.7216 |
|
0.500 |
0.7208 |
|
0.382 |
0.7200 |
|
LOW |
0.7175 |
|
0.618 |
0.7134 |
|
1.000 |
0.7109 |
|
1.618 |
0.7068 |
|
2.618 |
0.7002 |
|
4.250 |
0.6895 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7226 |
0.7215 |
| PP |
0.7217 |
0.7195 |
| S1 |
0.7208 |
0.7175 |
|