CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7102 |
0.7158 |
0.0056 |
0.8% |
0.6994 |
| High |
0.7150 |
0.7178 |
0.0028 |
0.4% |
0.7184 |
| Low |
0.7097 |
0.7117 |
0.0020 |
0.3% |
0.6976 |
| Close |
0.7144 |
0.7164 |
0.0020 |
0.3% |
0.7099 |
| Range |
0.0053 |
0.0061 |
0.0008 |
15.1% |
0.0208 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
60 |
84 |
24 |
40.0% |
530 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7336 |
0.7311 |
0.7198 |
|
| R3 |
0.7275 |
0.7250 |
0.7181 |
|
| R2 |
0.7214 |
0.7214 |
0.7175 |
|
| R1 |
0.7189 |
0.7189 |
0.7170 |
0.7202 |
| PP |
0.7153 |
0.7153 |
0.7153 |
0.7159 |
| S1 |
0.7128 |
0.7128 |
0.7158 |
0.7141 |
| S2 |
0.7092 |
0.7092 |
0.7153 |
|
| S3 |
0.7031 |
0.7067 |
0.7147 |
|
| S4 |
0.6970 |
0.7006 |
0.7130 |
|
|
| 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 |
0.7067 |
0.0117 |
1.6% |
0.0062 |
0.9% |
83% |
False |
False |
95 |
| 10 |
0.7184 |
0.6966 |
0.0218 |
3.0% |
0.0061 |
0.9% |
91% |
False |
False |
89 |
| 20 |
0.7184 |
0.6835 |
0.0349 |
4.9% |
0.0060 |
0.8% |
94% |
False |
False |
75 |
| 40 |
0.7184 |
0.6777 |
0.0407 |
5.7% |
0.0079 |
1.1% |
95% |
False |
False |
78 |
| 60 |
0.7184 |
0.6379 |
0.0805 |
11.2% |
0.0078 |
1.1% |
98% |
False |
False |
58 |
| 80 |
0.7184 |
0.5990 |
0.1194 |
16.7% |
0.0072 |
1.0% |
98% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7437 |
|
2.618 |
0.7338 |
|
1.618 |
0.7277 |
|
1.000 |
0.7239 |
|
0.618 |
0.7216 |
|
HIGH |
0.7178 |
|
0.618 |
0.7155 |
|
0.500 |
0.7148 |
|
0.382 |
0.7140 |
|
LOW |
0.7117 |
|
0.618 |
0.7079 |
|
1.000 |
0.7056 |
|
1.618 |
0.7018 |
|
2.618 |
0.6957 |
|
4.250 |
0.6858 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7159 |
0.7150 |
| PP |
0.7153 |
0.7136 |
| S1 |
0.7148 |
0.7123 |
|