CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7377 |
0.7377 |
0.0000 |
0.0% |
0.7164 |
| High |
0.7414 |
0.7383 |
-0.0031 |
-0.4% |
0.7368 |
| Low |
0.7359 |
0.7301 |
-0.0058 |
-0.8% |
0.7150 |
| Close |
0.7368 |
0.7317 |
-0.0051 |
-0.7% |
0.7357 |
| Range |
0.0055 |
0.0082 |
0.0027 |
49.1% |
0.0218 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0000 |
| Volume |
113,624 |
89,326 |
-24,298 |
-21.4% |
377,888 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7530 |
0.7362 |
|
| R3 |
0.7498 |
0.7448 |
0.7340 |
|
| R2 |
0.7416 |
0.7416 |
0.7332 |
|
| R1 |
0.7366 |
0.7366 |
0.7325 |
0.7350 |
| PP |
0.7334 |
0.7334 |
0.7334 |
0.7326 |
| S1 |
0.7284 |
0.7284 |
0.7309 |
0.7268 |
| S2 |
0.7252 |
0.7252 |
0.7302 |
|
| S3 |
0.7170 |
0.7202 |
0.7294 |
|
| S4 |
0.7088 |
0.7120 |
0.7272 |
|
|
| 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 |
0.7414 |
0.7217 |
0.0197 |
2.7% |
0.0078 |
1.1% |
51% |
False |
False |
99,958 |
| 10 |
0.7414 |
0.7137 |
0.0277 |
3.8% |
0.0069 |
0.9% |
65% |
False |
False |
84,849 |
| 20 |
0.7414 |
0.7109 |
0.0305 |
4.2% |
0.0066 |
0.9% |
68% |
False |
False |
83,961 |
| 40 |
0.7414 |
0.6922 |
0.0492 |
6.7% |
0.0066 |
0.9% |
80% |
False |
False |
87,091 |
| 60 |
0.7414 |
0.6777 |
0.0637 |
8.7% |
0.0074 |
1.0% |
85% |
False |
False |
89,008 |
| 80 |
0.7414 |
0.6404 |
0.1010 |
13.8% |
0.0079 |
1.1% |
90% |
False |
False |
67,570 |
| 100 |
0.7414 |
0.6255 |
0.1159 |
15.8% |
0.0079 |
1.1% |
92% |
False |
False |
54,074 |
| 120 |
0.7414 |
0.5520 |
0.1894 |
25.9% |
0.0093 |
1.3% |
95% |
False |
False |
45,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7598 |
|
1.618 |
0.7516 |
|
1.000 |
0.7465 |
|
0.618 |
0.7434 |
|
HIGH |
0.7383 |
|
0.618 |
0.7352 |
|
0.500 |
0.7342 |
|
0.382 |
0.7332 |
|
LOW |
0.7301 |
|
0.618 |
0.7250 |
|
1.000 |
0.7219 |
|
1.618 |
0.7168 |
|
2.618 |
0.7086 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7358 |
| PP |
0.7334 |
0.7344 |
| S1 |
0.7325 |
0.7331 |
|