CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7282 |
0.7259 |
-0.0023 |
-0.3% |
0.7285 |
| High |
0.7325 |
0.7306 |
-0.0019 |
-0.3% |
0.7325 |
| Low |
0.7248 |
0.7258 |
0.0010 |
0.1% |
0.7192 |
| Close |
0.7267 |
0.7274 |
0.0007 |
0.1% |
0.7274 |
| Range |
0.0077 |
0.0048 |
-0.0029 |
-37.7% |
0.0133 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
106,489 |
16,826 |
-89,663 |
-84.2% |
490,288 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7397 |
0.7300 |
|
| R3 |
0.7375 |
0.7349 |
0.7287 |
|
| R2 |
0.7327 |
0.7327 |
0.7283 |
|
| R1 |
0.7301 |
0.7301 |
0.7278 |
0.7314 |
| PP |
0.7279 |
0.7279 |
0.7279 |
0.7286 |
| S1 |
0.7253 |
0.7253 |
0.7270 |
0.7266 |
| S2 |
0.7231 |
0.7231 |
0.7265 |
|
| S3 |
0.7183 |
0.7205 |
0.7261 |
|
| S4 |
0.7135 |
0.7157 |
0.7248 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7601 |
0.7347 |
|
| R3 |
0.7530 |
0.7468 |
0.7311 |
|
| R2 |
0.7397 |
0.7397 |
0.7298 |
|
| R1 |
0.7335 |
0.7335 |
0.7286 |
0.7300 |
| PP |
0.7264 |
0.7264 |
0.7264 |
0.7246 |
| S1 |
0.7202 |
0.7202 |
0.7262 |
0.7167 |
| S2 |
0.7131 |
0.7131 |
0.7250 |
|
| S3 |
0.6998 |
0.7069 |
0.7237 |
|
| S4 |
0.6865 |
0.6936 |
0.7201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7325 |
0.7192 |
0.0133 |
1.8% |
0.0080 |
1.1% |
62% |
False |
False |
120,866 |
| 10 |
0.7414 |
0.7192 |
0.0222 |
3.1% |
0.0078 |
1.1% |
37% |
False |
False |
109,311 |
| 20 |
0.7414 |
0.7133 |
0.0281 |
3.9% |
0.0070 |
1.0% |
50% |
False |
False |
91,880 |
| 40 |
0.7414 |
0.6971 |
0.0443 |
6.1% |
0.0069 |
1.0% |
68% |
False |
False |
90,157 |
| 60 |
0.7414 |
0.6812 |
0.0602 |
8.3% |
0.0069 |
0.9% |
77% |
False |
False |
89,724 |
| 80 |
0.7414 |
0.6507 |
0.0907 |
12.5% |
0.0079 |
1.1% |
85% |
False |
False |
76,234 |
| 100 |
0.7414 |
0.6279 |
0.1135 |
15.6% |
0.0079 |
1.1% |
88% |
False |
False |
61,021 |
| 120 |
0.7414 |
0.5839 |
0.1575 |
21.7% |
0.0084 |
1.2% |
91% |
False |
False |
50,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7432 |
|
1.618 |
0.7384 |
|
1.000 |
0.7354 |
|
0.618 |
0.7336 |
|
HIGH |
0.7306 |
|
0.618 |
0.7288 |
|
0.500 |
0.7282 |
|
0.382 |
0.7276 |
|
LOW |
0.7258 |
|
0.618 |
0.7228 |
|
1.000 |
0.7210 |
|
1.618 |
0.7180 |
|
2.618 |
0.7132 |
|
4.250 |
0.7054 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7282 |
0.7269 |
| PP |
0.7279 |
0.7264 |
| S1 |
0.7277 |
0.7259 |
|