CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7158 |
0.7169 |
0.0011 |
0.2% |
0.6994 |
| High |
0.7178 |
0.7199 |
0.0021 |
0.3% |
0.7184 |
| Low |
0.7117 |
0.7152 |
0.0035 |
0.5% |
0.6976 |
| Close |
0.7164 |
0.7173 |
0.0009 |
0.1% |
0.7099 |
| Range |
0.0061 |
0.0047 |
-0.0014 |
-23.0% |
0.0208 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84 |
115 |
31 |
36.9% |
530 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7316 |
0.7291 |
0.7199 |
|
| R3 |
0.7269 |
0.7244 |
0.7186 |
|
| R2 |
0.7222 |
0.7222 |
0.7182 |
|
| R1 |
0.7197 |
0.7197 |
0.7177 |
0.7210 |
| PP |
0.7175 |
0.7175 |
0.7175 |
0.7181 |
| S1 |
0.7150 |
0.7150 |
0.7169 |
0.7163 |
| S2 |
0.7128 |
0.7128 |
0.7164 |
|
| S3 |
0.7081 |
0.7103 |
0.7160 |
|
| S4 |
0.7034 |
0.7056 |
0.7147 |
|
|
| 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 |
0.7199 |
0.7067 |
0.0132 |
1.8% |
0.0058 |
0.8% |
80% |
True |
False |
103 |
| 10 |
0.7199 |
0.6966 |
0.0233 |
3.2% |
0.0061 |
0.8% |
89% |
True |
False |
90 |
| 20 |
0.7199 |
0.6880 |
0.0319 |
4.4% |
0.0059 |
0.8% |
92% |
True |
False |
79 |
| 40 |
0.7199 |
0.6796 |
0.0403 |
5.6% |
0.0077 |
1.1% |
94% |
True |
False |
80 |
| 60 |
0.7199 |
0.6386 |
0.0813 |
11.3% |
0.0078 |
1.1% |
97% |
True |
False |
60 |
| 80 |
0.7199 |
0.6092 |
0.1107 |
15.4% |
0.0071 |
1.0% |
98% |
True |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7399 |
|
2.618 |
0.7322 |
|
1.618 |
0.7275 |
|
1.000 |
0.7246 |
|
0.618 |
0.7228 |
|
HIGH |
0.7199 |
|
0.618 |
0.7181 |
|
0.500 |
0.7176 |
|
0.382 |
0.7170 |
|
LOW |
0.7152 |
|
0.618 |
0.7123 |
|
1.000 |
0.7105 |
|
1.618 |
0.7076 |
|
2.618 |
0.7029 |
|
4.250 |
0.6952 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7176 |
0.7165 |
| PP |
0.7175 |
0.7156 |
| S1 |
0.7174 |
0.7148 |
|