CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6912 |
0.6933 |
0.0021 |
0.3% |
0.6810 |
| High |
0.6974 |
0.6962 |
-0.0012 |
-0.2% |
0.6976 |
| Low |
0.6860 |
0.6865 |
0.0005 |
0.1% |
0.6796 |
| Close |
0.6937 |
0.6868 |
-0.0069 |
-1.0% |
0.6850 |
| Range |
0.0114 |
0.0097 |
-0.0017 |
-14.9% |
0.0180 |
| ATR |
0.0101 |
0.0100 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
158 |
78 |
-80 |
-50.6% |
222 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7189 |
0.7126 |
0.6921 |
|
| R3 |
0.7092 |
0.7029 |
0.6895 |
|
| R2 |
0.6995 |
0.6995 |
0.6886 |
|
| R1 |
0.6932 |
0.6932 |
0.6877 |
0.6915 |
| PP |
0.6898 |
0.6898 |
0.6898 |
0.6890 |
| S1 |
0.6835 |
0.6835 |
0.6859 |
0.6818 |
| S2 |
0.6801 |
0.6801 |
0.6850 |
|
| S3 |
0.6704 |
0.6738 |
0.6841 |
|
| S4 |
0.6607 |
0.6641 |
0.6815 |
|
|
| 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 |
2.4% |
0.0093 |
1.4% |
35% |
False |
False |
82 |
| 10 |
0.6992 |
0.6796 |
0.0196 |
2.9% |
0.0106 |
1.5% |
37% |
False |
False |
91 |
| 20 |
0.7049 |
0.6586 |
0.0463 |
6.7% |
0.0104 |
1.5% |
61% |
False |
False |
77 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.8% |
0.0086 |
1.3% |
73% |
False |
False |
45 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.4% |
0.0079 |
1.1% |
83% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7374 |
|
2.618 |
0.7216 |
|
1.618 |
0.7119 |
|
1.000 |
0.7059 |
|
0.618 |
0.7022 |
|
HIGH |
0.6962 |
|
0.618 |
0.6925 |
|
0.500 |
0.6914 |
|
0.382 |
0.6902 |
|
LOW |
0.6865 |
|
0.618 |
0.6805 |
|
1.000 |
0.6768 |
|
1.618 |
0.6708 |
|
2.618 |
0.6611 |
|
4.250 |
0.6453 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6914 |
0.6893 |
| PP |
0.6898 |
0.6885 |
| S1 |
0.6883 |
0.6876 |
|