CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7203 |
0.7282 |
0.0079 |
1.1% |
0.7362 |
| High |
0.7288 |
0.7325 |
0.0037 |
0.5% |
0.7414 |
| Low |
0.7192 |
0.7248 |
0.0056 |
0.8% |
0.7222 |
| Close |
0.7271 |
0.7267 |
-0.0004 |
-0.1% |
0.7298 |
| Range |
0.0096 |
0.0077 |
-0.0019 |
-19.8% |
0.0192 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
206,382 |
106,489 |
-99,893 |
-48.4% |
503,813 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7511 |
0.7466 |
0.7309 |
|
| R3 |
0.7434 |
0.7389 |
0.7288 |
|
| R2 |
0.7357 |
0.7357 |
0.7281 |
|
| R1 |
0.7312 |
0.7312 |
0.7274 |
0.7296 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7272 |
| S1 |
0.7235 |
0.7235 |
0.7260 |
0.7219 |
| S2 |
0.7203 |
0.7203 |
0.7253 |
|
| S3 |
0.7126 |
0.7158 |
0.7246 |
|
| S4 |
0.7049 |
0.7081 |
0.7225 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7785 |
0.7404 |
|
| R3 |
0.7695 |
0.7593 |
0.7351 |
|
| R2 |
0.7503 |
0.7503 |
0.7333 |
|
| R1 |
0.7401 |
0.7401 |
0.7316 |
0.7356 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7289 |
| S1 |
0.7209 |
0.7209 |
0.7280 |
0.7164 |
| S2 |
0.7119 |
0.7119 |
0.7263 |
|
| S3 |
0.6927 |
0.7017 |
0.7245 |
|
| S4 |
0.6735 |
0.6825 |
0.7192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7338 |
0.7192 |
0.0146 |
2.0% |
0.0084 |
1.2% |
51% |
False |
False |
135,709 |
| 10 |
0.7414 |
0.7192 |
0.0222 |
3.1% |
0.0081 |
1.1% |
34% |
False |
False |
117,833 |
| 20 |
0.7414 |
0.7133 |
0.0281 |
3.9% |
0.0071 |
1.0% |
48% |
False |
False |
95,035 |
| 40 |
0.7414 |
0.6964 |
0.0450 |
6.2% |
0.0069 |
1.0% |
67% |
False |
False |
91,967 |
| 60 |
0.7414 |
0.6812 |
0.0602 |
8.3% |
0.0069 |
1.0% |
76% |
False |
False |
90,957 |
| 80 |
0.7414 |
0.6507 |
0.0907 |
12.5% |
0.0079 |
1.1% |
84% |
False |
False |
76,030 |
| 100 |
0.7414 |
0.6255 |
0.1159 |
15.9% |
0.0080 |
1.1% |
87% |
False |
False |
60,853 |
| 120 |
0.7414 |
0.5710 |
0.1704 |
23.4% |
0.0085 |
1.2% |
91% |
False |
False |
50,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7652 |
|
2.618 |
0.7527 |
|
1.618 |
0.7450 |
|
1.000 |
0.7402 |
|
0.618 |
0.7373 |
|
HIGH |
0.7325 |
|
0.618 |
0.7296 |
|
0.500 |
0.7287 |
|
0.382 |
0.7277 |
|
LOW |
0.7248 |
|
0.618 |
0.7200 |
|
1.000 |
0.7171 |
|
1.618 |
0.7123 |
|
2.618 |
0.7046 |
|
4.250 |
0.6921 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7287 |
0.7264 |
| PP |
0.7280 |
0.7261 |
| S1 |
0.7274 |
0.7259 |
|