CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7234 |
0.7261 |
0.0027 |
0.4% |
0.7164 |
| High |
0.7292 |
0.7368 |
0.0076 |
1.0% |
0.7368 |
| Low |
0.7217 |
0.7255 |
0.0038 |
0.5% |
0.7150 |
| Close |
0.7260 |
0.7357 |
0.0097 |
1.3% |
0.7357 |
| Range |
0.0075 |
0.0113 |
0.0038 |
50.7% |
0.0218 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
5.1% |
0.0000 |
| Volume |
102,052 |
99,011 |
-3,041 |
-3.0% |
377,888 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7624 |
0.7419 |
|
| R3 |
0.7553 |
0.7511 |
0.7388 |
|
| R2 |
0.7440 |
0.7440 |
0.7378 |
|
| R1 |
0.7398 |
0.7398 |
0.7367 |
0.7419 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7337 |
| S1 |
0.7285 |
0.7285 |
0.7347 |
0.7306 |
| S2 |
0.7214 |
0.7214 |
0.7336 |
|
| S3 |
0.7101 |
0.7172 |
0.7326 |
|
| S4 |
0.6988 |
0.7059 |
0.7295 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7869 |
0.7477 |
|
| R3 |
0.7728 |
0.7651 |
0.7417 |
|
| R2 |
0.7510 |
0.7510 |
0.7397 |
|
| R1 |
0.7433 |
0.7433 |
0.7377 |
0.7472 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7311 |
| S1 |
0.7215 |
0.7215 |
0.7337 |
0.7254 |
| S2 |
0.7074 |
0.7074 |
0.7317 |
|
| S3 |
0.6856 |
0.6997 |
0.7297 |
|
| S4 |
0.6638 |
0.6779 |
0.7237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7368 |
0.7150 |
0.0218 |
3.0% |
0.0068 |
0.9% |
95% |
True |
False |
75,577 |
| 10 |
0.7368 |
0.7137 |
0.0231 |
3.1% |
0.0069 |
0.9% |
95% |
True |
False |
78,506 |
| 20 |
0.7368 |
0.7077 |
0.0291 |
4.0% |
0.0067 |
0.9% |
96% |
True |
False |
80,475 |
| 40 |
0.7368 |
0.6915 |
0.0453 |
6.2% |
0.0066 |
0.9% |
98% |
True |
False |
86,207 |
| 60 |
0.7368 |
0.6777 |
0.0591 |
8.0% |
0.0075 |
1.0% |
98% |
True |
False |
84,867 |
| 80 |
0.7368 |
0.6380 |
0.0988 |
13.4% |
0.0080 |
1.1% |
99% |
True |
False |
63,841 |
| 100 |
0.7368 |
0.6124 |
0.1244 |
16.9% |
0.0081 |
1.1% |
99% |
True |
False |
51,088 |
| 120 |
0.7368 |
0.5520 |
0.1848 |
25.1% |
0.0095 |
1.3% |
99% |
True |
False |
42,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7664 |
|
1.618 |
0.7551 |
|
1.000 |
0.7481 |
|
0.618 |
0.7438 |
|
HIGH |
0.7368 |
|
0.618 |
0.7325 |
|
0.500 |
0.7312 |
|
0.382 |
0.7298 |
|
LOW |
0.7255 |
|
0.618 |
0.7185 |
|
1.000 |
0.7142 |
|
1.618 |
0.7072 |
|
2.618 |
0.6959 |
|
4.250 |
0.6775 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7331 |
| PP |
0.7327 |
0.7304 |
| S1 |
0.7312 |
0.7278 |
|