CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7164 |
0.7194 |
0.0030 |
0.4% |
0.7174 |
| High |
0.7199 |
0.7241 |
0.0042 |
0.6% |
0.7276 |
| Low |
0.7150 |
0.7188 |
0.0038 |
0.5% |
0.7137 |
| Close |
0.7196 |
0.7227 |
0.0031 |
0.4% |
0.7161 |
| Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0139 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
66,000 |
57,539 |
-8,461 |
-12.8% |
407,180 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7378 |
0.7355 |
0.7256 |
|
| R3 |
0.7325 |
0.7302 |
0.7242 |
|
| R2 |
0.7272 |
0.7272 |
0.7237 |
|
| R1 |
0.7249 |
0.7249 |
0.7232 |
0.7261 |
| PP |
0.7219 |
0.7219 |
0.7219 |
0.7224 |
| S1 |
0.7196 |
0.7196 |
0.7222 |
0.7208 |
| S2 |
0.7166 |
0.7166 |
0.7217 |
|
| S3 |
0.7113 |
0.7143 |
0.7212 |
|
| S4 |
0.7060 |
0.7090 |
0.7198 |
|
|
| 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 |
0.7241 |
0.7137 |
0.0104 |
1.4% |
0.0060 |
0.8% |
87% |
True |
False |
69,741 |
| 10 |
0.7276 |
0.7133 |
0.0143 |
2.0% |
0.0060 |
0.8% |
66% |
False |
False |
72,237 |
| 20 |
0.7276 |
0.7077 |
0.0199 |
2.8% |
0.0066 |
0.9% |
75% |
False |
False |
81,471 |
| 40 |
0.7276 |
0.6879 |
0.0397 |
5.5% |
0.0064 |
0.9% |
88% |
False |
False |
85,694 |
| 60 |
0.7276 |
0.6777 |
0.0499 |
6.9% |
0.0076 |
1.1% |
90% |
False |
False |
81,608 |
| 80 |
0.7276 |
0.6380 |
0.0896 |
12.4% |
0.0079 |
1.1% |
95% |
False |
False |
61,329 |
| 100 |
0.7276 |
0.6004 |
0.1272 |
17.6% |
0.0081 |
1.1% |
96% |
False |
False |
49,079 |
| 120 |
0.7276 |
0.5520 |
0.1756 |
24.3% |
0.0098 |
1.4% |
97% |
False |
False |
40,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7380 |
|
1.618 |
0.7327 |
|
1.000 |
0.7294 |
|
0.618 |
0.7274 |
|
HIGH |
0.7241 |
|
0.618 |
0.7221 |
|
0.500 |
0.7215 |
|
0.382 |
0.7208 |
|
LOW |
0.7188 |
|
0.618 |
0.7155 |
|
1.000 |
0.7135 |
|
1.618 |
0.7102 |
|
2.618 |
0.7049 |
|
4.250 |
0.6963 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7223 |
0.7217 |
| PP |
0.7219 |
0.7206 |
| S1 |
0.7215 |
0.7196 |
|