CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7140 |
0.7101 |
-0.0039 |
-0.5% |
0.6994 |
| High |
0.7163 |
0.7127 |
-0.0036 |
-0.5% |
0.7184 |
| Low |
0.7094 |
0.7067 |
-0.0027 |
-0.4% |
0.6976 |
| Close |
0.7110 |
0.7099 |
-0.0011 |
-0.2% |
0.7099 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0208 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
44 |
215 |
171 |
388.6% |
530 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7278 |
0.7248 |
0.7132 |
|
| R3 |
0.7218 |
0.7188 |
0.7116 |
|
| R2 |
0.7158 |
0.7158 |
0.7110 |
|
| R1 |
0.7128 |
0.7128 |
0.7105 |
0.7113 |
| PP |
0.7098 |
0.7098 |
0.7098 |
0.7090 |
| S1 |
0.7068 |
0.7068 |
0.7094 |
0.7053 |
| S2 |
0.7038 |
0.7038 |
0.7088 |
|
| S3 |
0.6978 |
0.7008 |
0.7083 |
|
| S4 |
0.6918 |
0.6948 |
0.7066 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7710 |
0.7613 |
0.7213 |
|
| R3 |
0.7502 |
0.7405 |
0.7156 |
|
| R2 |
0.7294 |
0.7294 |
0.7137 |
|
| R1 |
0.7197 |
0.7197 |
0.7118 |
0.7246 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7111 |
| S1 |
0.6989 |
0.6989 |
0.7080 |
0.7038 |
| S2 |
0.6878 |
0.6878 |
0.7061 |
|
| S3 |
0.6670 |
0.6781 |
0.7042 |
|
| S4 |
0.6462 |
0.6573 |
0.6985 |
|
|
| 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% |
0.0074 |
1.0% |
59% |
False |
False |
106 |
| 10 |
0.7184 |
0.6924 |
0.0260 |
3.7% |
0.0060 |
0.9% |
67% |
False |
False |
96 |
| 20 |
0.7184 |
0.6835 |
0.0349 |
4.9% |
0.0059 |
0.8% |
76% |
False |
False |
72 |
| 40 |
0.7184 |
0.6619 |
0.0565 |
8.0% |
0.0081 |
1.1% |
85% |
False |
False |
77 |
| 60 |
0.7184 |
0.6379 |
0.0805 |
11.3% |
0.0077 |
1.1% |
89% |
False |
False |
56 |
| 80 |
0.7184 |
0.5990 |
0.1194 |
16.8% |
0.0073 |
1.0% |
93% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7382 |
|
2.618 |
0.7284 |
|
1.618 |
0.7224 |
|
1.000 |
0.7187 |
|
0.618 |
0.7164 |
|
HIGH |
0.7127 |
|
0.618 |
0.7104 |
|
0.500 |
0.7097 |
|
0.382 |
0.7090 |
|
LOW |
0.7067 |
|
0.618 |
0.7030 |
|
1.000 |
0.7007 |
|
1.618 |
0.6970 |
|
2.618 |
0.6910 |
|
4.250 |
0.6812 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7098 |
0.7126 |
| PP |
0.7098 |
0.7117 |
| S1 |
0.7097 |
0.7108 |
|