CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7234 |
0.0040 |
0.6% |
0.7174 |
| High |
0.7241 |
0.7292 |
0.0051 |
0.7% |
0.7276 |
| Low |
0.7188 |
0.7217 |
0.0029 |
0.4% |
0.7137 |
| Close |
0.7227 |
0.7260 |
0.0033 |
0.5% |
0.7161 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0139 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.1% |
0.0000 |
| Volume |
57,539 |
102,052 |
44,513 |
77.4% |
407,180 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7446 |
0.7301 |
|
| R3 |
0.7406 |
0.7371 |
0.7281 |
|
| R2 |
0.7331 |
0.7331 |
0.7274 |
|
| R1 |
0.7296 |
0.7296 |
0.7267 |
0.7314 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7265 |
| S1 |
0.7221 |
0.7221 |
0.7253 |
0.7239 |
| S2 |
0.7181 |
0.7181 |
0.7246 |
|
| S3 |
0.7106 |
0.7146 |
0.7239 |
|
| S4 |
0.7031 |
0.7071 |
0.7219 |
|
|
| 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 |
0.7292 |
0.7140 |
0.0152 |
2.1% |
0.0061 |
0.8% |
79% |
True |
False |
71,060 |
| 10 |
0.7292 |
0.7133 |
0.0159 |
2.2% |
0.0062 |
0.9% |
80% |
True |
False |
74,449 |
| 20 |
0.7292 |
0.7077 |
0.0215 |
3.0% |
0.0066 |
0.9% |
85% |
True |
False |
81,360 |
| 40 |
0.7292 |
0.6904 |
0.0388 |
5.3% |
0.0064 |
0.9% |
92% |
True |
False |
85,761 |
| 60 |
0.7292 |
0.6777 |
0.0515 |
7.1% |
0.0075 |
1.0% |
94% |
True |
False |
83,252 |
| 80 |
0.7292 |
0.6380 |
0.0912 |
12.6% |
0.0080 |
1.1% |
96% |
True |
False |
62,604 |
| 100 |
0.7292 |
0.6088 |
0.1204 |
16.6% |
0.0081 |
1.1% |
97% |
True |
False |
50,099 |
| 120 |
0.7292 |
0.5520 |
0.1772 |
24.4% |
0.0095 |
1.3% |
98% |
True |
False |
41,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7611 |
|
2.618 |
0.7488 |
|
1.618 |
0.7413 |
|
1.000 |
0.7367 |
|
0.618 |
0.7338 |
|
HIGH |
0.7292 |
|
0.618 |
0.7263 |
|
0.500 |
0.7255 |
|
0.382 |
0.7246 |
|
LOW |
0.7217 |
|
0.618 |
0.7171 |
|
1.000 |
0.7142 |
|
1.618 |
0.7096 |
|
2.618 |
0.7021 |
|
4.250 |
0.6898 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7258 |
0.7247 |
| PP |
0.7256 |
0.7234 |
| S1 |
0.7255 |
0.7221 |
|