CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7244 |
0.7186 |
-0.0058 |
-0.8% |
0.7156 |
| High |
0.7276 |
0.7204 |
-0.0072 |
-1.0% |
0.7190 |
| Low |
0.7180 |
0.7137 |
-0.0043 |
-0.6% |
0.7109 |
| Close |
0.7205 |
0.7194 |
-0.0011 |
-0.2% |
0.7174 |
| Range |
0.0096 |
0.0067 |
-0.0029 |
-30.2% |
0.0081 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
89,427 |
95,458 |
6,031 |
6.7% |
384,198 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7379 |
0.7354 |
0.7231 |
|
| R3 |
0.7312 |
0.7287 |
0.7212 |
|
| R2 |
0.7245 |
0.7245 |
0.7206 |
|
| R1 |
0.7220 |
0.7220 |
0.7200 |
0.7233 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7185 |
| S1 |
0.7153 |
0.7153 |
0.7188 |
0.7166 |
| S2 |
0.7111 |
0.7111 |
0.7182 |
|
| S3 |
0.7044 |
0.7086 |
0.7176 |
|
| S4 |
0.6977 |
0.7019 |
0.7157 |
|
|
| 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% |
0.0064 |
0.9% |
43% |
False |
False |
77,839 |
| 10 |
0.7276 |
0.7109 |
0.0167 |
2.3% |
0.0064 |
0.9% |
51% |
False |
False |
81,988 |
| 20 |
0.7276 |
0.7065 |
0.0211 |
2.9% |
0.0067 |
0.9% |
61% |
False |
False |
85,197 |
| 40 |
0.7276 |
0.6835 |
0.0441 |
6.1% |
0.0064 |
0.9% |
81% |
False |
False |
87,300 |
| 60 |
0.7276 |
0.6590 |
0.0686 |
9.5% |
0.0079 |
1.1% |
88% |
False |
False |
77,467 |
| 80 |
0.7276 |
0.6374 |
0.0902 |
12.5% |
0.0080 |
1.1% |
91% |
False |
False |
58,169 |
| 100 |
0.7276 |
0.5985 |
0.1291 |
17.9% |
0.0083 |
1.2% |
94% |
False |
False |
46,555 |
| 120 |
0.7276 |
0.5520 |
0.1756 |
24.4% |
0.0098 |
1.4% |
95% |
False |
False |
38,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7489 |
|
2.618 |
0.7379 |
|
1.618 |
0.7312 |
|
1.000 |
0.7271 |
|
0.618 |
0.7245 |
|
HIGH |
0.7204 |
|
0.618 |
0.7178 |
|
0.500 |
0.7171 |
|
0.382 |
0.7163 |
|
LOW |
0.7137 |
|
0.618 |
0.7096 |
|
1.000 |
0.7070 |
|
1.618 |
0.7029 |
|
2.618 |
0.6962 |
|
4.250 |
0.6852 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7207 |
| PP |
0.7178 |
0.7202 |
| S1 |
0.7171 |
0.7198 |
|