CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6821 |
0.6912 |
0.0091 |
1.3% |
0.6810 |
| High |
0.6921 |
0.6974 |
0.0053 |
0.8% |
0.6976 |
| Low |
0.6812 |
0.6860 |
0.0048 |
0.7% |
0.6796 |
| Close |
0.6918 |
0.6937 |
0.0019 |
0.3% |
0.6850 |
| Range |
0.0109 |
0.0114 |
0.0005 |
4.6% |
0.0180 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.0% |
0.0000 |
| Volume |
99 |
158 |
59 |
59.6% |
222 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7266 |
0.7215 |
0.7000 |
|
| R3 |
0.7152 |
0.7101 |
0.6968 |
|
| R2 |
0.7038 |
0.7038 |
0.6958 |
|
| R1 |
0.6987 |
0.6987 |
0.6947 |
0.7013 |
| PP |
0.6924 |
0.6924 |
0.6924 |
0.6936 |
| S1 |
0.6873 |
0.6873 |
0.6927 |
0.6899 |
| S2 |
0.6810 |
0.6810 |
0.6916 |
|
| S3 |
0.6696 |
0.6759 |
0.6906 |
|
| S4 |
0.6582 |
0.6645 |
0.6874 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7312 |
0.6949 |
|
| R3 |
0.7234 |
0.7132 |
0.6900 |
|
| R2 |
0.7054 |
0.7054 |
0.6883 |
|
| R1 |
0.6952 |
0.6952 |
0.6867 |
0.7003 |
| PP |
0.6874 |
0.6874 |
0.6874 |
0.6900 |
| S1 |
0.6772 |
0.6772 |
0.6834 |
0.6823 |
| S2 |
0.6694 |
0.6694 |
0.6817 |
|
| S3 |
0.6514 |
0.6592 |
0.6801 |
|
| S4 |
0.6334 |
0.6412 |
0.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6974 |
0.6812 |
0.0162 |
2.3% |
0.0087 |
1.3% |
77% |
True |
False |
77 |
| 10 |
0.7049 |
0.6796 |
0.0253 |
3.6% |
0.0108 |
1.6% |
56% |
False |
False |
107 |
| 20 |
0.7049 |
0.6568 |
0.0481 |
6.9% |
0.0105 |
1.5% |
77% |
False |
False |
73 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.7% |
0.0085 |
1.2% |
83% |
False |
False |
43 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.3% |
0.0078 |
1.1% |
89% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7272 |
|
1.618 |
0.7158 |
|
1.000 |
0.7088 |
|
0.618 |
0.7044 |
|
HIGH |
0.6974 |
|
0.618 |
0.6930 |
|
0.500 |
0.6917 |
|
0.382 |
0.6904 |
|
LOW |
0.6860 |
|
0.618 |
0.6790 |
|
1.000 |
0.6746 |
|
1.618 |
0.6676 |
|
2.618 |
0.6562 |
|
4.250 |
0.6376 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6930 |
0.6922 |
| PP |
0.6924 |
0.6908 |
| S1 |
0.6917 |
0.6893 |
|