CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7138 |
0.7140 |
0.0002 |
0.0% |
0.6960 |
| High |
0.7184 |
0.7163 |
-0.0021 |
-0.3% |
0.7038 |
| Low |
0.7116 |
0.7094 |
-0.0022 |
-0.3% |
0.6924 |
| Close |
0.7143 |
0.7110 |
-0.0033 |
-0.5% |
0.7003 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0114 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74 |
44 |
-30 |
-40.5% |
431 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7329 |
0.7289 |
0.7148 |
|
| R3 |
0.7260 |
0.7220 |
0.7129 |
|
| R2 |
0.7191 |
0.7191 |
0.7123 |
|
| R1 |
0.7151 |
0.7151 |
0.7116 |
0.7137 |
| PP |
0.7122 |
0.7122 |
0.7122 |
0.7115 |
| S1 |
0.7082 |
0.7082 |
0.7104 |
0.7068 |
| S2 |
0.7053 |
0.7053 |
0.7097 |
|
| S3 |
0.6984 |
0.7013 |
0.7091 |
|
| S4 |
0.6915 |
0.6944 |
0.7072 |
|
|
| 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 |
0.6976 |
0.0208 |
2.9% |
0.0067 |
0.9% |
64% |
False |
False |
68 |
| 10 |
0.7184 |
0.6924 |
0.0260 |
3.7% |
0.0059 |
0.8% |
72% |
False |
False |
82 |
| 20 |
0.7184 |
0.6835 |
0.0349 |
4.9% |
0.0059 |
0.8% |
79% |
False |
False |
67 |
| 40 |
0.7184 |
0.6586 |
0.0598 |
8.4% |
0.0081 |
1.1% |
88% |
False |
False |
72 |
| 60 |
0.7184 |
0.6379 |
0.0805 |
11.3% |
0.0077 |
1.1% |
91% |
False |
False |
52 |
| 80 |
0.7184 |
0.5990 |
0.1194 |
16.8% |
0.0074 |
1.0% |
94% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7456 |
|
2.618 |
0.7344 |
|
1.618 |
0.7275 |
|
1.000 |
0.7232 |
|
0.618 |
0.7206 |
|
HIGH |
0.7163 |
|
0.618 |
0.7137 |
|
0.500 |
0.7129 |
|
0.382 |
0.7120 |
|
LOW |
0.7094 |
|
0.618 |
0.7051 |
|
1.000 |
0.7025 |
|
1.618 |
0.6982 |
|
2.618 |
0.6913 |
|
4.250 |
0.6801 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7129 |
0.7107 |
| PP |
0.7122 |
0.7104 |
| S1 |
0.7116 |
0.7102 |
|