CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7174 |
0.7214 |
0.0040 |
0.6% |
0.7156 |
| High |
0.7228 |
0.7265 |
0.0037 |
0.5% |
0.7190 |
| Low |
0.7172 |
0.7209 |
0.0037 |
0.5% |
0.7109 |
| Close |
0.7209 |
0.7245 |
0.0036 |
0.5% |
0.7174 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0081 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
62,858 |
83,013 |
20,155 |
32.1% |
384,198 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7408 |
0.7382 |
0.7276 |
|
| R3 |
0.7352 |
0.7326 |
0.7260 |
|
| R2 |
0.7296 |
0.7296 |
0.7255 |
|
| R1 |
0.7270 |
0.7270 |
0.7250 |
0.7283 |
| PP |
0.7240 |
0.7240 |
0.7240 |
0.7246 |
| S1 |
0.7214 |
0.7214 |
0.7240 |
0.7227 |
| S2 |
0.7184 |
0.7184 |
0.7235 |
|
| S3 |
0.7128 |
0.7158 |
0.7230 |
|
| S4 |
0.7072 |
0.7102 |
0.7214 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7401 |
0.7368 |
0.7219 |
|
| R3 |
0.7320 |
0.7287 |
0.7196 |
|
| R2 |
0.7239 |
0.7239 |
0.7189 |
|
| R1 |
0.7206 |
0.7206 |
0.7181 |
0.7223 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7166 |
| S1 |
0.7125 |
0.7125 |
0.7167 |
0.7142 |
| S2 |
0.7077 |
0.7077 |
0.7159 |
|
| S3 |
0.6996 |
0.7044 |
0.7152 |
|
| S4 |
0.6915 |
0.6963 |
0.7129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7265 |
0.7109 |
0.0156 |
2.2% |
0.0055 |
0.8% |
87% |
True |
False |
75,499 |
| 10 |
0.7265 |
0.7109 |
0.0156 |
2.2% |
0.0063 |
0.9% |
87% |
True |
False |
82,704 |
| 20 |
0.7265 |
0.7065 |
0.0200 |
2.8% |
0.0066 |
0.9% |
90% |
True |
False |
86,953 |
| 40 |
0.7265 |
0.6835 |
0.0430 |
5.9% |
0.0065 |
0.9% |
95% |
True |
False |
87,609 |
| 60 |
0.7265 |
0.6521 |
0.0744 |
10.3% |
0.0081 |
1.1% |
97% |
True |
False |
74,407 |
| 80 |
0.7265 |
0.6374 |
0.0891 |
12.3% |
0.0080 |
1.1% |
98% |
True |
False |
55,859 |
| 100 |
0.7265 |
0.5985 |
0.1280 |
17.7% |
0.0084 |
1.2% |
98% |
True |
False |
44,710 |
| 120 |
0.7265 |
0.5520 |
0.1745 |
24.1% |
0.0098 |
1.3% |
99% |
True |
False |
37,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7503 |
|
2.618 |
0.7412 |
|
1.618 |
0.7356 |
|
1.000 |
0.7321 |
|
0.618 |
0.7300 |
|
HIGH |
0.7265 |
|
0.618 |
0.7244 |
|
0.500 |
0.7237 |
|
0.382 |
0.7230 |
|
LOW |
0.7209 |
|
0.618 |
0.7174 |
|
1.000 |
0.7153 |
|
1.618 |
0.7118 |
|
2.618 |
0.7062 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7242 |
0.7230 |
| PP |
0.7240 |
0.7214 |
| S1 |
0.7237 |
0.7199 |
|