CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.6994 |
0.7020 |
0.0026 |
0.4% |
0.6960 |
High |
0.7019 |
0.7148 |
0.0129 |
1.8% |
0.7038 |
Low |
0.6976 |
0.7019 |
0.0043 |
0.6% |
0.6924 |
Close |
0.7014 |
0.7147 |
0.0133 |
1.9% |
0.7003 |
Range |
0.0043 |
0.0129 |
0.0086 |
200.0% |
0.0114 |
ATR |
0.0066 |
0.0071 |
0.0005 |
7.3% |
0.0000 |
Volume |
58 |
139 |
81 |
139.7% |
431 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7492 |
0.7448 |
0.7218 |
|
R3 |
0.7363 |
0.7319 |
0.7182 |
|
R2 |
0.7234 |
0.7234 |
0.7171 |
|
R1 |
0.7190 |
0.7190 |
0.7159 |
0.7212 |
PP |
0.7105 |
0.7105 |
0.7105 |
0.7116 |
S1 |
0.7061 |
0.7061 |
0.7135 |
0.7083 |
S2 |
0.6976 |
0.6976 |
0.7123 |
|
S3 |
0.6847 |
0.6932 |
0.7112 |
|
S4 |
0.6718 |
0.6803 |
0.7076 |
|
|
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 |
0.7148 |
0.6966 |
0.0182 |
2.5% |
0.0060 |
0.8% |
99% |
True |
False |
82 |
10 |
0.7148 |
0.6924 |
0.0224 |
3.1% |
0.0056 |
0.8% |
100% |
True |
False |
78 |
20 |
0.7148 |
0.6835 |
0.0313 |
4.4% |
0.0062 |
0.9% |
100% |
True |
False |
73 |
40 |
0.7148 |
0.6520 |
0.0628 |
8.8% |
0.0085 |
1.2% |
100% |
True |
False |
69 |
60 |
0.7148 |
0.6379 |
0.0769 |
10.8% |
0.0076 |
1.1% |
100% |
True |
False |
50 |
80 |
0.7148 |
0.5990 |
0.1158 |
16.2% |
0.0074 |
1.0% |
100% |
True |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7696 |
2.618 |
0.7486 |
1.618 |
0.7357 |
1.000 |
0.7277 |
0.618 |
0.7228 |
HIGH |
0.7148 |
0.618 |
0.7099 |
0.500 |
0.7084 |
0.382 |
0.7068 |
LOW |
0.7019 |
0.618 |
0.6939 |
1.000 |
0.6890 |
1.618 |
0.6810 |
2.618 |
0.6681 |
4.250 |
0.6471 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7126 |
0.7119 |
PP |
0.7105 |
0.7090 |
S1 |
0.7084 |
0.7062 |
|