CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7102 |
0.0001 |
0.0% |
0.6994 |
| High |
0.7127 |
0.7150 |
0.0023 |
0.3% |
0.7184 |
| Low |
0.7067 |
0.7097 |
0.0030 |
0.4% |
0.6976 |
| Close |
0.7099 |
0.7144 |
0.0045 |
0.6% |
0.7099 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0208 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
215 |
60 |
-155 |
-72.1% |
530 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7289 |
0.7270 |
0.7173 |
|
| R3 |
0.7236 |
0.7217 |
0.7159 |
|
| R2 |
0.7183 |
0.7183 |
0.7154 |
|
| R1 |
0.7164 |
0.7164 |
0.7149 |
0.7174 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7135 |
| S1 |
0.7111 |
0.7111 |
0.7139 |
0.7121 |
| S2 |
0.7077 |
0.7077 |
0.7134 |
|
| S3 |
0.7024 |
0.7058 |
0.7129 |
|
| S4 |
0.6971 |
0.7005 |
0.7115 |
|
|
| 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 |
0.7019 |
0.0165 |
2.3% |
0.0076 |
1.1% |
76% |
False |
False |
106 |
| 10 |
0.7184 |
0.6924 |
0.0260 |
3.6% |
0.0061 |
0.8% |
85% |
False |
False |
96 |
| 20 |
0.7184 |
0.6835 |
0.0349 |
4.9% |
0.0059 |
0.8% |
89% |
False |
False |
74 |
| 40 |
0.7184 |
0.6654 |
0.0530 |
7.4% |
0.0081 |
1.1% |
92% |
False |
False |
76 |
| 60 |
0.7184 |
0.6379 |
0.0805 |
11.3% |
0.0077 |
1.1% |
95% |
False |
False |
56 |
| 80 |
0.7184 |
0.5990 |
0.1194 |
16.7% |
0.0072 |
1.0% |
97% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7375 |
|
2.618 |
0.7289 |
|
1.618 |
0.7236 |
|
1.000 |
0.7203 |
|
0.618 |
0.7183 |
|
HIGH |
0.7150 |
|
0.618 |
0.7130 |
|
0.500 |
0.7124 |
|
0.382 |
0.7117 |
|
LOW |
0.7097 |
|
0.618 |
0.7064 |
|
1.000 |
0.7044 |
|
1.618 |
0.7011 |
|
2.618 |
0.6958 |
|
4.250 |
0.6872 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7137 |
0.7134 |
| PP |
0.7130 |
0.7125 |
| S1 |
0.7124 |
0.7115 |
|