CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.6917 |
0.6916 |
-0.0001 |
0.0% |
0.6538 |
High |
0.6978 |
0.6985 |
0.0007 |
0.1% |
0.6680 |
Low |
0.6857 |
0.6882 |
0.0025 |
0.4% |
0.6520 |
Close |
0.6931 |
0.6938 |
0.0007 |
0.1% |
0.6658 |
Range |
0.0121 |
0.0103 |
-0.0018 |
-14.9% |
0.0160 |
ATR |
0.0092 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
Volume |
25 |
4 |
-21 |
-84.0% |
117 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7244 |
0.7194 |
0.6995 |
|
R3 |
0.7141 |
0.7091 |
0.6966 |
|
R2 |
0.7038 |
0.7038 |
0.6957 |
|
R1 |
0.6988 |
0.6988 |
0.6947 |
0.7013 |
PP |
0.6935 |
0.6935 |
0.6935 |
0.6948 |
S1 |
0.6885 |
0.6885 |
0.6929 |
0.6910 |
S2 |
0.6832 |
0.6832 |
0.6919 |
|
S3 |
0.6729 |
0.6782 |
0.6910 |
|
S4 |
0.6626 |
0.6679 |
0.6881 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7099 |
0.7039 |
0.6746 |
|
R3 |
0.6939 |
0.6879 |
0.6702 |
|
R2 |
0.6779 |
0.6779 |
0.6687 |
|
R1 |
0.6719 |
0.6719 |
0.6673 |
0.6749 |
PP |
0.6619 |
0.6619 |
0.6619 |
0.6635 |
S1 |
0.6559 |
0.6559 |
0.6643 |
0.6589 |
S2 |
0.6459 |
0.6459 |
0.6629 |
|
S3 |
0.6299 |
0.6399 |
0.6614 |
|
S4 |
0.6139 |
0.6239 |
0.6570 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7423 |
2.618 |
0.7255 |
1.618 |
0.7152 |
1.000 |
0.7088 |
0.618 |
0.7049 |
HIGH |
0.6985 |
0.618 |
0.6946 |
0.500 |
0.6934 |
0.382 |
0.6921 |
LOW |
0.6882 |
0.618 |
0.6818 |
1.000 |
0.6779 |
1.618 |
0.6715 |
2.618 |
0.6612 |
4.250 |
0.6444 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.6937 |
0.6919 |
PP |
0.6935 |
0.6900 |
S1 |
0.6934 |
0.6881 |
|