CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7010 |
0.6984 |
-0.0026 |
-0.4% |
0.6960 |
| High |
0.7013 |
0.7005 |
-0.0008 |
-0.1% |
0.7038 |
| Low |
0.6966 |
0.6977 |
0.0011 |
0.2% |
0.6924 |
| Close |
0.6970 |
0.7003 |
0.0033 |
0.5% |
0.7003 |
| Range |
0.0047 |
0.0028 |
-0.0019 |
-40.4% |
0.0114 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
91 |
29 |
-62 |
-68.1% |
431 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7079 |
0.7069 |
0.7018 |
|
| R3 |
0.7051 |
0.7041 |
0.7011 |
|
| R2 |
0.7023 |
0.7023 |
0.7008 |
|
| R1 |
0.7013 |
0.7013 |
0.7006 |
0.7018 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6998 |
| S1 |
0.6985 |
0.6985 |
0.7000 |
0.6990 |
| S2 |
0.6967 |
0.6967 |
0.6998 |
|
| S3 |
0.6939 |
0.6957 |
0.6995 |
|
| S4 |
0.6911 |
0.6929 |
0.6988 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7330 |
0.7281 |
0.7066 |
|
| R3 |
0.7216 |
0.7167 |
0.7034 |
|
| R2 |
0.7102 |
0.7102 |
0.7024 |
|
| R1 |
0.7053 |
0.7053 |
0.7013 |
0.7078 |
| PP |
0.6988 |
0.6988 |
0.6988 |
0.7001 |
| S1 |
0.6939 |
0.6939 |
0.6993 |
0.6964 |
| S2 |
0.6874 |
0.6874 |
0.6982 |
|
| S3 |
0.6760 |
0.6825 |
0.6972 |
|
| S4 |
0.6646 |
0.6711 |
0.6940 |
|
|
| 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% |
0.0047 |
0.7% |
69% |
False |
False |
86 |
| 10 |
0.7038 |
0.6916 |
0.0122 |
1.7% |
0.0053 |
0.8% |
71% |
False |
False |
65 |
| 20 |
0.7038 |
0.6812 |
0.0226 |
3.2% |
0.0063 |
0.9% |
85% |
False |
False |
70 |
| 40 |
0.7049 |
0.6509 |
0.0540 |
7.7% |
0.0083 |
1.2% |
91% |
False |
False |
66 |
| 60 |
0.7049 |
0.6294 |
0.0755 |
10.8% |
0.0076 |
1.1% |
94% |
False |
False |
47 |
| 80 |
0.7049 |
0.5894 |
0.1155 |
16.5% |
0.0076 |
1.1% |
96% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7124 |
|
2.618 |
0.7078 |
|
1.618 |
0.7050 |
|
1.000 |
0.7033 |
|
0.618 |
0.7022 |
|
HIGH |
0.7005 |
|
0.618 |
0.6994 |
|
0.500 |
0.6991 |
|
0.382 |
0.6988 |
|
LOW |
0.6977 |
|
0.618 |
0.6960 |
|
1.000 |
0.6949 |
|
1.618 |
0.6932 |
|
2.618 |
0.6904 |
|
4.250 |
0.6858 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6999 |
0.7003 |
| PP |
0.6995 |
0.7002 |
| S1 |
0.6991 |
0.7002 |
|