CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6983 |
0.7010 |
0.0027 |
0.4% |
0.6957 |
| High |
0.7038 |
0.7013 |
-0.0025 |
-0.4% |
0.7002 |
| Low |
0.6983 |
0.6966 |
-0.0017 |
-0.2% |
0.6916 |
| Close |
0.7002 |
0.6970 |
-0.0032 |
-0.5% |
0.6950 |
| Range |
0.0055 |
0.0047 |
-0.0008 |
-14.5% |
0.0086 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
97 |
91 |
-6 |
-6.2% |
222 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7124 |
0.7094 |
0.6996 |
|
| R3 |
0.7077 |
0.7047 |
0.6983 |
|
| R2 |
0.7030 |
0.7030 |
0.6979 |
|
| R1 |
0.7000 |
0.7000 |
0.6974 |
0.6992 |
| PP |
0.6983 |
0.6983 |
0.6983 |
0.6979 |
| S1 |
0.6953 |
0.6953 |
0.6966 |
0.6945 |
| S2 |
0.6936 |
0.6936 |
0.6961 |
|
| S3 |
0.6889 |
0.6906 |
0.6957 |
|
| S4 |
0.6842 |
0.6859 |
0.6944 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7214 |
0.7168 |
0.6997 |
|
| R3 |
0.7128 |
0.7082 |
0.6974 |
|
| R2 |
0.7042 |
0.7042 |
0.6966 |
|
| R1 |
0.6996 |
0.6996 |
0.6958 |
0.6976 |
| PP |
0.6956 |
0.6956 |
0.6956 |
0.6946 |
| S1 |
0.6910 |
0.6910 |
0.6942 |
0.6890 |
| S2 |
0.6870 |
0.6870 |
0.6934 |
|
| S3 |
0.6784 |
0.6824 |
0.6926 |
|
| S4 |
0.6698 |
0.6738 |
0.6903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7038 |
0.6924 |
0.0114 |
1.6% |
0.0050 |
0.7% |
40% |
False |
False |
96 |
| 10 |
0.7038 |
0.6905 |
0.0133 |
1.9% |
0.0055 |
0.8% |
49% |
False |
False |
71 |
| 20 |
0.7038 |
0.6812 |
0.0226 |
3.2% |
0.0065 |
0.9% |
70% |
False |
False |
70 |
| 40 |
0.7049 |
0.6509 |
0.0540 |
7.7% |
0.0084 |
1.2% |
85% |
False |
False |
66 |
| 60 |
0.7049 |
0.6284 |
0.0765 |
11.0% |
0.0076 |
1.1% |
90% |
False |
False |
47 |
| 80 |
0.7049 |
0.5894 |
0.1155 |
16.6% |
0.0076 |
1.1% |
93% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7213 |
|
2.618 |
0.7136 |
|
1.618 |
0.7089 |
|
1.000 |
0.7060 |
|
0.618 |
0.7042 |
|
HIGH |
0.7013 |
|
0.618 |
0.6995 |
|
0.500 |
0.6990 |
|
0.382 |
0.6984 |
|
LOW |
0.6966 |
|
0.618 |
0.6937 |
|
1.000 |
0.6919 |
|
1.618 |
0.6890 |
|
2.618 |
0.6843 |
|
4.250 |
0.6766 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6990 |
0.6981 |
| PP |
0.6983 |
0.6977 |
| S1 |
0.6977 |
0.6974 |
|