CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7214 |
0.7244 |
0.0030 |
0.4% |
0.7156 |
| High |
0.7265 |
0.7276 |
0.0011 |
0.2% |
0.7190 |
| Low |
0.7209 |
0.7180 |
-0.0029 |
-0.4% |
0.7109 |
| Close |
0.7245 |
0.7205 |
-0.0040 |
-0.6% |
0.7174 |
| Range |
0.0056 |
0.0096 |
0.0040 |
71.4% |
0.0081 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.3% |
0.0000 |
| Volume |
83,013 |
89,427 |
6,414 |
7.7% |
384,198 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7453 |
0.7258 |
|
| R3 |
0.7412 |
0.7357 |
0.7231 |
|
| R2 |
0.7316 |
0.7316 |
0.7223 |
|
| R1 |
0.7261 |
0.7261 |
0.7214 |
0.7241 |
| PP |
0.7220 |
0.7220 |
0.7220 |
0.7210 |
| S1 |
0.7165 |
0.7165 |
0.7196 |
0.7145 |
| S2 |
0.7124 |
0.7124 |
0.7187 |
|
| S3 |
0.7028 |
0.7069 |
0.7179 |
|
| S4 |
0.6932 |
0.6973 |
0.7152 |
|
|
| 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 |
0.7276 |
0.7133 |
0.0143 |
2.0% |
0.0061 |
0.8% |
50% |
True |
False |
74,734 |
| 10 |
0.7276 |
0.7109 |
0.0167 |
2.3% |
0.0064 |
0.9% |
57% |
True |
False |
83,072 |
| 20 |
0.7276 |
0.7065 |
0.0211 |
2.9% |
0.0067 |
0.9% |
66% |
True |
False |
85,621 |
| 40 |
0.7276 |
0.6835 |
0.0441 |
6.1% |
0.0065 |
0.9% |
84% |
True |
False |
87,291 |
| 60 |
0.7276 |
0.6568 |
0.0708 |
9.8% |
0.0080 |
1.1% |
90% |
True |
False |
75,888 |
| 80 |
0.7276 |
0.6374 |
0.0902 |
12.5% |
0.0080 |
1.1% |
92% |
True |
False |
56,976 |
| 100 |
0.7276 |
0.5985 |
0.1291 |
17.9% |
0.0083 |
1.2% |
95% |
True |
False |
45,602 |
| 120 |
0.7276 |
0.5520 |
0.1756 |
24.4% |
0.0098 |
1.4% |
96% |
True |
False |
38,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7527 |
|
1.618 |
0.7431 |
|
1.000 |
0.7372 |
|
0.618 |
0.7335 |
|
HIGH |
0.7276 |
|
0.618 |
0.7239 |
|
0.500 |
0.7228 |
|
0.382 |
0.7217 |
|
LOW |
0.7180 |
|
0.618 |
0.7121 |
|
1.000 |
0.7084 |
|
1.618 |
0.7025 |
|
2.618 |
0.6929 |
|
4.250 |
0.6772 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7228 |
0.7224 |
| PP |
0.7220 |
0.7218 |
| S1 |
0.7213 |
0.7211 |
|