CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6933 |
0.6865 |
-0.0068 |
-1.0% |
0.6810 |
| High |
0.6962 |
0.6892 |
-0.0070 |
-1.0% |
0.6976 |
| Low |
0.6865 |
0.6849 |
-0.0016 |
-0.2% |
0.6796 |
| Close |
0.6868 |
0.6874 |
0.0006 |
0.1% |
0.6850 |
| Range |
0.0097 |
0.0043 |
-0.0054 |
-55.7% |
0.0180 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
78 |
105 |
27 |
34.6% |
222 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7001 |
0.6980 |
0.6898 |
|
| R3 |
0.6958 |
0.6937 |
0.6886 |
|
| R2 |
0.6915 |
0.6915 |
0.6882 |
|
| R1 |
0.6894 |
0.6894 |
0.6878 |
0.6905 |
| PP |
0.6872 |
0.6872 |
0.6872 |
0.6877 |
| S1 |
0.6851 |
0.6851 |
0.6870 |
0.6862 |
| S2 |
0.6829 |
0.6829 |
0.6866 |
|
| S3 |
0.6786 |
0.6808 |
0.6862 |
|
| S4 |
0.6743 |
0.6765 |
0.6850 |
|
|
| 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% |
0.0088 |
1.3% |
38% |
False |
False |
95 |
| 10 |
0.6976 |
0.6796 |
0.0180 |
2.6% |
0.0095 |
1.4% |
43% |
False |
False |
83 |
| 20 |
0.7049 |
0.6619 |
0.0430 |
6.3% |
0.0102 |
1.5% |
59% |
False |
False |
81 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.7% |
0.0086 |
1.2% |
74% |
False |
False |
47 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.4% |
0.0078 |
1.1% |
83% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7075 |
|
2.618 |
0.7005 |
|
1.618 |
0.6962 |
|
1.000 |
0.6935 |
|
0.618 |
0.6919 |
|
HIGH |
0.6892 |
|
0.618 |
0.6876 |
|
0.500 |
0.6871 |
|
0.382 |
0.6865 |
|
LOW |
0.6849 |
|
0.618 |
0.6822 |
|
1.000 |
0.6806 |
|
1.618 |
0.6779 |
|
2.618 |
0.6736 |
|
4.250 |
0.6666 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6873 |
0.6912 |
| PP |
0.6872 |
0.6899 |
| S1 |
0.6871 |
0.6887 |
|