CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6888 |
0.6861 |
-0.0027 |
-0.4% |
0.6821 |
| High |
0.6896 |
0.6891 |
-0.0005 |
-0.1% |
0.6974 |
| Low |
0.6843 |
0.6844 |
0.0001 |
0.0% |
0.6812 |
| Close |
0.6866 |
0.6861 |
-0.0005 |
-0.1% |
0.6866 |
| Range |
0.0053 |
0.0047 |
-0.0006 |
-11.3% |
0.0162 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
24 |
57 |
33 |
137.5% |
464 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7006 |
0.6981 |
0.6887 |
|
| R3 |
0.6959 |
0.6934 |
0.6874 |
|
| R2 |
0.6912 |
0.6912 |
0.6870 |
|
| R1 |
0.6887 |
0.6887 |
0.6865 |
0.6885 |
| PP |
0.6865 |
0.6865 |
0.6865 |
0.6864 |
| S1 |
0.6840 |
0.6840 |
0.6857 |
0.6838 |
| S2 |
0.6818 |
0.6818 |
0.6852 |
|
| S3 |
0.6771 |
0.6793 |
0.6848 |
|
| S4 |
0.6724 |
0.6746 |
0.6835 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7280 |
0.6955 |
|
| R3 |
0.7208 |
0.7118 |
0.6911 |
|
| R2 |
0.7046 |
0.7046 |
0.6896 |
|
| R1 |
0.6956 |
0.6956 |
0.6881 |
0.7001 |
| PP |
0.6884 |
0.6884 |
0.6884 |
0.6907 |
| S1 |
0.6794 |
0.6794 |
0.6851 |
0.6839 |
| S2 |
0.6722 |
0.6722 |
0.6836 |
|
| S3 |
0.6560 |
0.6632 |
0.6821 |
|
| S4 |
0.6398 |
0.6470 |
0.6777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6974 |
0.6843 |
0.0131 |
1.9% |
0.0071 |
1.0% |
14% |
False |
False |
84 |
| 10 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0082 |
1.2% |
30% |
False |
False |
71 |
| 20 |
0.7049 |
0.6777 |
0.0272 |
4.0% |
0.0097 |
1.4% |
31% |
False |
False |
80 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.8% |
0.0086 |
1.3% |
72% |
False |
False |
49 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.4% |
0.0075 |
1.1% |
82% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7091 |
|
2.618 |
0.7014 |
|
1.618 |
0.6967 |
|
1.000 |
0.6938 |
|
0.618 |
0.6920 |
|
HIGH |
0.6891 |
|
0.618 |
0.6873 |
|
0.500 |
0.6868 |
|
0.382 |
0.6862 |
|
LOW |
0.6844 |
|
0.618 |
0.6815 |
|
1.000 |
0.6797 |
|
1.618 |
0.6768 |
|
2.618 |
0.6721 |
|
4.250 |
0.6644 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6868 |
0.6870 |
| PP |
0.6865 |
0.6867 |
| S1 |
0.6863 |
0.6864 |
|