CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7164 |
0.7164 |
0.0000 |
0.0% |
0.7174 |
| High |
0.7205 |
0.7199 |
-0.0006 |
-0.1% |
0.7276 |
| Low |
0.7153 |
0.7150 |
-0.0003 |
0.0% |
0.7137 |
| Close |
0.7162 |
0.7196 |
0.0034 |
0.5% |
0.7161 |
| Range |
0.0052 |
0.0049 |
-0.0003 |
-5.8% |
0.0139 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
53,286 |
66,000 |
12,714 |
23.9% |
407,180 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7329 |
0.7311 |
0.7223 |
|
| R3 |
0.7280 |
0.7262 |
0.7209 |
|
| R2 |
0.7231 |
0.7231 |
0.7205 |
|
| R1 |
0.7213 |
0.7213 |
0.7200 |
0.7222 |
| PP |
0.7182 |
0.7182 |
0.7182 |
0.7186 |
| S1 |
0.7164 |
0.7164 |
0.7192 |
0.7173 |
| S2 |
0.7133 |
0.7133 |
0.7187 |
|
| S3 |
0.7084 |
0.7115 |
0.7183 |
|
| S4 |
0.7035 |
0.7066 |
0.7169 |
|
|
| 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% |
0.0068 |
0.9% |
42% |
False |
False |
76,119 |
| 10 |
0.7276 |
0.7109 |
0.0167 |
2.3% |
0.0062 |
0.9% |
52% |
False |
False |
75,809 |
| 20 |
0.7276 |
0.7077 |
0.0199 |
2.8% |
0.0066 |
0.9% |
60% |
False |
False |
83,046 |
| 40 |
0.7276 |
0.6835 |
0.0441 |
6.1% |
0.0065 |
0.9% |
82% |
False |
False |
86,678 |
| 60 |
0.7276 |
0.6776 |
0.0500 |
6.9% |
0.0077 |
1.1% |
84% |
False |
False |
80,677 |
| 80 |
0.7276 |
0.6374 |
0.0902 |
12.5% |
0.0080 |
1.1% |
91% |
False |
False |
60,611 |
| 100 |
0.7276 |
0.5985 |
0.1291 |
17.9% |
0.0082 |
1.1% |
94% |
False |
False |
48,505 |
| 120 |
0.7276 |
0.5520 |
0.1756 |
24.4% |
0.0098 |
1.4% |
95% |
False |
False |
40,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7407 |
|
2.618 |
0.7327 |
|
1.618 |
0.7278 |
|
1.000 |
0.7248 |
|
0.618 |
0.7229 |
|
HIGH |
0.7199 |
|
0.618 |
0.7180 |
|
0.500 |
0.7175 |
|
0.382 |
0.7169 |
|
LOW |
0.7150 |
|
0.618 |
0.7120 |
|
1.000 |
0.7101 |
|
1.618 |
0.7071 |
|
2.618 |
0.7022 |
|
4.250 |
0.6942 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7190 |
| PP |
0.7182 |
0.7184 |
| S1 |
0.7175 |
0.7179 |
|