CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6875 |
0.6887 |
0.0012 |
0.2% |
0.6989 |
| High |
0.6923 |
0.6902 |
-0.0021 |
-0.3% |
0.7049 |
| Low |
0.6854 |
0.6837 |
-0.0017 |
-0.2% |
0.6798 |
| Close |
0.6891 |
0.6848 |
-0.0043 |
-0.6% |
0.6841 |
| Range |
0.0069 |
0.0065 |
-0.0004 |
-5.8% |
0.0251 |
| ATR |
0.0103 |
0.0101 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
54 |
39 |
-15 |
-27.8% |
747 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7057 |
0.7018 |
0.6884 |
|
| R3 |
0.6992 |
0.6953 |
0.6866 |
|
| R2 |
0.6927 |
0.6927 |
0.6860 |
|
| R1 |
0.6888 |
0.6888 |
0.6854 |
0.6875 |
| PP |
0.6862 |
0.6862 |
0.6862 |
0.6856 |
| S1 |
0.6823 |
0.6823 |
0.6842 |
0.6810 |
| S2 |
0.6797 |
0.6797 |
0.6836 |
|
| S3 |
0.6732 |
0.6758 |
0.6830 |
|
| S4 |
0.6667 |
0.6693 |
0.6812 |
|
|
| 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 |
0.6976 |
0.6796 |
0.0180 |
2.6% |
0.0102 |
1.5% |
29% |
False |
False |
71 |
| 10 |
0.7049 |
0.6796 |
0.0253 |
3.7% |
0.0106 |
1.5% |
21% |
False |
False |
100 |
| 20 |
0.7049 |
0.6509 |
0.0540 |
7.9% |
0.0102 |
1.5% |
63% |
False |
False |
63 |
| 40 |
0.7049 |
0.6294 |
0.0755 |
11.0% |
0.0082 |
1.2% |
73% |
False |
False |
36 |
| 60 |
0.7049 |
0.5894 |
0.1155 |
16.9% |
0.0080 |
1.2% |
83% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7178 |
|
2.618 |
0.7072 |
|
1.618 |
0.7007 |
|
1.000 |
0.6967 |
|
0.618 |
0.6942 |
|
HIGH |
0.6902 |
|
0.618 |
0.6877 |
|
0.500 |
0.6870 |
|
0.382 |
0.6862 |
|
LOW |
0.6837 |
|
0.618 |
0.6797 |
|
1.000 |
0.6772 |
|
1.618 |
0.6732 |
|
2.618 |
0.6667 |
|
4.250 |
0.6561 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6870 |
0.6906 |
| PP |
0.6862 |
0.6886 |
| S1 |
0.6855 |
0.6867 |
|