CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6984 |
0.6994 |
0.0010 |
0.1% |
0.6960 |
| High |
0.7005 |
0.7019 |
0.0014 |
0.2% |
0.7038 |
| Low |
0.6977 |
0.6976 |
-0.0001 |
0.0% |
0.6924 |
| Close |
0.7003 |
0.7014 |
0.0011 |
0.2% |
0.7003 |
| Range |
0.0028 |
0.0043 |
0.0015 |
53.6% |
0.0114 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
29 |
58 |
29 |
100.0% |
431 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7132 |
0.7116 |
0.7038 |
|
| R3 |
0.7089 |
0.7073 |
0.7026 |
|
| R2 |
0.7046 |
0.7046 |
0.7022 |
|
| R1 |
0.7030 |
0.7030 |
0.7018 |
0.7038 |
| PP |
0.7003 |
0.7003 |
0.7003 |
0.7007 |
| S1 |
0.6987 |
0.6987 |
0.7010 |
0.6995 |
| S2 |
0.6960 |
0.6960 |
0.7006 |
|
| S3 |
0.6917 |
0.6944 |
0.7002 |
|
| S4 |
0.6874 |
0.6901 |
0.6990 |
|
|
| 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% |
0.0045 |
0.6% |
79% |
False |
False |
87 |
| 10 |
0.7038 |
0.6924 |
0.0114 |
1.6% |
0.0050 |
0.7% |
79% |
False |
False |
67 |
| 20 |
0.7038 |
0.6812 |
0.0226 |
3.2% |
0.0061 |
0.9% |
89% |
False |
False |
71 |
| 40 |
0.7049 |
0.6509 |
0.0540 |
7.7% |
0.0083 |
1.2% |
94% |
False |
False |
68 |
| 60 |
0.7049 |
0.6341 |
0.0708 |
10.1% |
0.0075 |
1.1% |
95% |
False |
False |
48 |
| 80 |
0.7049 |
0.5894 |
0.1155 |
16.5% |
0.0075 |
1.1% |
97% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7202 |
|
2.618 |
0.7132 |
|
1.618 |
0.7089 |
|
1.000 |
0.7062 |
|
0.618 |
0.7046 |
|
HIGH |
0.7019 |
|
0.618 |
0.7003 |
|
0.500 |
0.6998 |
|
0.382 |
0.6992 |
|
LOW |
0.6976 |
|
0.618 |
0.6949 |
|
1.000 |
0.6933 |
|
1.618 |
0.6906 |
|
2.618 |
0.6863 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7009 |
0.7007 |
| PP |
0.7003 |
0.7000 |
| S1 |
0.6998 |
0.6993 |
|