CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7020 |
0.7138 |
0.0118 |
1.7% |
0.6960 |
| High |
0.7148 |
0.7184 |
0.0036 |
0.5% |
0.7038 |
| Low |
0.7019 |
0.7116 |
0.0097 |
1.4% |
0.6924 |
| Close |
0.7147 |
0.7143 |
-0.0004 |
-0.1% |
0.7003 |
| Range |
0.0129 |
0.0068 |
-0.0061 |
-47.3% |
0.0114 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
139 |
74 |
-65 |
-46.8% |
431 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7352 |
0.7315 |
0.7180 |
|
| R3 |
0.7284 |
0.7247 |
0.7162 |
|
| R2 |
0.7216 |
0.7216 |
0.7155 |
|
| R1 |
0.7179 |
0.7179 |
0.7149 |
0.7198 |
| PP |
0.7148 |
0.7148 |
0.7148 |
0.7157 |
| S1 |
0.7111 |
0.7111 |
0.7137 |
0.7130 |
| S2 |
0.7080 |
0.7080 |
0.7131 |
|
| S3 |
0.7012 |
0.7043 |
0.7124 |
|
| S4 |
0.6944 |
0.6975 |
0.7106 |
|
|
| 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 |
0.7184 |
0.6966 |
0.0218 |
3.1% |
0.0063 |
0.9% |
81% |
True |
False |
78 |
| 10 |
0.7184 |
0.6924 |
0.0260 |
3.6% |
0.0057 |
0.8% |
84% |
True |
False |
83 |
| 20 |
0.7184 |
0.6835 |
0.0349 |
4.9% |
0.0060 |
0.8% |
88% |
True |
False |
68 |
| 40 |
0.7184 |
0.6568 |
0.0616 |
8.6% |
0.0082 |
1.2% |
93% |
True |
False |
71 |
| 60 |
0.7184 |
0.6379 |
0.0805 |
11.3% |
0.0077 |
1.1% |
95% |
True |
False |
51 |
| 80 |
0.7184 |
0.5990 |
0.1194 |
16.7% |
0.0073 |
1.0% |
97% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7362 |
|
1.618 |
0.7294 |
|
1.000 |
0.7252 |
|
0.618 |
0.7226 |
|
HIGH |
0.7184 |
|
0.618 |
0.7158 |
|
0.500 |
0.7150 |
|
0.382 |
0.7142 |
|
LOW |
0.7116 |
|
0.618 |
0.7074 |
|
1.000 |
0.7048 |
|
1.618 |
0.7006 |
|
2.618 |
0.6938 |
|
4.250 |
0.6827 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7150 |
0.7122 |
| PP |
0.7148 |
0.7101 |
| S1 |
0.7145 |
0.7080 |
|