CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7195 |
0.0009 |
0.1% |
0.7174 |
| High |
0.7204 |
0.7217 |
0.0013 |
0.2% |
0.7276 |
| Low |
0.7137 |
0.7140 |
0.0003 |
0.0% |
0.7137 |
| Close |
0.7194 |
0.7161 |
-0.0033 |
-0.5% |
0.7161 |
| Range |
0.0067 |
0.0077 |
0.0010 |
14.9% |
0.0139 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.9% |
0.0000 |
| Volume |
95,458 |
76,424 |
-19,034 |
-19.9% |
407,180 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7359 |
0.7203 |
|
| R3 |
0.7327 |
0.7282 |
0.7182 |
|
| R2 |
0.7250 |
0.7250 |
0.7175 |
|
| R1 |
0.7205 |
0.7205 |
0.7168 |
0.7189 |
| PP |
0.7173 |
0.7173 |
0.7173 |
0.7165 |
| S1 |
0.7128 |
0.7128 |
0.7154 |
0.7112 |
| S2 |
0.7096 |
0.7096 |
0.7147 |
|
| S3 |
0.7019 |
0.7051 |
0.7140 |
|
| S4 |
0.6942 |
0.6974 |
0.7119 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7608 |
0.7524 |
0.7237 |
|
| R3 |
0.7469 |
0.7385 |
0.7199 |
|
| R2 |
0.7330 |
0.7330 |
0.7186 |
|
| R1 |
0.7246 |
0.7246 |
0.7174 |
0.7219 |
| PP |
0.7191 |
0.7191 |
0.7191 |
0.7178 |
| S1 |
0.7107 |
0.7107 |
0.7148 |
0.7080 |
| S2 |
0.7052 |
0.7052 |
0.7136 |
|
| S3 |
0.6913 |
0.6968 |
0.7123 |
|
| S4 |
0.6774 |
0.6829 |
0.7085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7276 |
0.7137 |
0.0139 |
1.9% |
0.0070 |
1.0% |
17% |
False |
False |
81,436 |
| 10 |
0.7276 |
0.7109 |
0.0167 |
2.3% |
0.0061 |
0.9% |
31% |
False |
False |
79,137 |
| 20 |
0.7276 |
0.7077 |
0.0199 |
2.8% |
0.0067 |
0.9% |
42% |
False |
False |
84,514 |
| 40 |
0.7276 |
0.6835 |
0.0441 |
6.2% |
0.0065 |
0.9% |
74% |
False |
False |
87,208 |
| 60 |
0.7276 |
0.6619 |
0.0657 |
9.2% |
0.0079 |
1.1% |
82% |
False |
False |
78,729 |
| 80 |
0.7276 |
0.6374 |
0.0902 |
12.6% |
0.0080 |
1.1% |
87% |
False |
False |
59,123 |
| 100 |
0.7276 |
0.5985 |
0.1291 |
18.0% |
0.0083 |
1.2% |
91% |
False |
False |
47,316 |
| 120 |
0.7276 |
0.5520 |
0.1756 |
24.5% |
0.0097 |
1.4% |
93% |
False |
False |
39,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7419 |
|
1.618 |
0.7342 |
|
1.000 |
0.7294 |
|
0.618 |
0.7265 |
|
HIGH |
0.7217 |
|
0.618 |
0.7188 |
|
0.500 |
0.7179 |
|
0.382 |
0.7169 |
|
LOW |
0.7140 |
|
0.618 |
0.7092 |
|
1.000 |
0.7063 |
|
1.618 |
0.7015 |
|
2.618 |
0.6938 |
|
4.250 |
0.6813 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7179 |
0.7207 |
| PP |
0.7173 |
0.7191 |
| S1 |
0.7167 |
0.7176 |
|