CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6938 |
0.6875 |
-0.0063 |
-0.9% |
0.6989 |
| High |
0.6976 |
0.6923 |
-0.0053 |
-0.8% |
0.7049 |
| Low |
0.6835 |
0.6854 |
0.0019 |
0.3% |
0.6798 |
| Close |
0.6893 |
0.6891 |
-0.0002 |
0.0% |
0.6841 |
| Range |
0.0141 |
0.0069 |
-0.0072 |
-51.1% |
0.0251 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
68 |
54 |
-14 |
-20.6% |
747 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7096 |
0.7063 |
0.6929 |
|
| R3 |
0.7027 |
0.6994 |
0.6910 |
|
| R2 |
0.6958 |
0.6958 |
0.6904 |
|
| R1 |
0.6925 |
0.6925 |
0.6897 |
0.6942 |
| PP |
0.6889 |
0.6889 |
0.6889 |
0.6898 |
| S1 |
0.6856 |
0.6856 |
0.6885 |
0.6873 |
| S2 |
0.6820 |
0.6820 |
0.6878 |
|
| S3 |
0.6751 |
0.6787 |
0.6872 |
|
| S4 |
0.6682 |
0.6718 |
0.6853 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7496 |
0.6979 |
|
| R3 |
0.7398 |
0.7245 |
0.6910 |
|
| R2 |
0.7147 |
0.7147 |
0.6887 |
|
| R1 |
0.6994 |
0.6994 |
0.6864 |
0.6945 |
| PP |
0.6896 |
0.6896 |
0.6896 |
0.6872 |
| S1 |
0.6743 |
0.6743 |
0.6818 |
0.6694 |
| S2 |
0.6645 |
0.6645 |
0.6795 |
|
| S3 |
0.6394 |
0.6492 |
0.6772 |
|
| S4 |
0.6143 |
0.6241 |
0.6703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6992 |
0.6796 |
0.0196 |
2.8% |
0.0119 |
1.7% |
48% |
False |
False |
101 |
| 10 |
0.7049 |
0.6796 |
0.0253 |
3.7% |
0.0110 |
1.6% |
38% |
False |
False |
96 |
| 20 |
0.7049 |
0.6509 |
0.0540 |
7.8% |
0.0103 |
1.5% |
71% |
False |
False |
62 |
| 40 |
0.7049 |
0.6284 |
0.0765 |
11.1% |
0.0082 |
1.2% |
79% |
False |
False |
35 |
| 60 |
0.7049 |
0.5894 |
0.1155 |
16.8% |
0.0080 |
1.2% |
86% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7216 |
|
2.618 |
0.7104 |
|
1.618 |
0.7035 |
|
1.000 |
0.6992 |
|
0.618 |
0.6966 |
|
HIGH |
0.6923 |
|
0.618 |
0.6897 |
|
0.500 |
0.6889 |
|
0.382 |
0.6880 |
|
LOW |
0.6854 |
|
0.618 |
0.6811 |
|
1.000 |
0.6785 |
|
1.618 |
0.6742 |
|
2.618 |
0.6673 |
|
4.250 |
0.6561 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6890 |
0.6889 |
| PP |
0.6889 |
0.6888 |
| S1 |
0.6889 |
0.6886 |
|