CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7169 |
0.7178 |
0.0009 |
0.1% |
0.6994 |
| High |
0.7199 |
0.7200 |
0.0001 |
0.0% |
0.7184 |
| Low |
0.7152 |
0.7125 |
-0.0027 |
-0.4% |
0.6976 |
| Close |
0.7173 |
0.7181 |
0.0008 |
0.1% |
0.7099 |
| Range |
0.0047 |
0.0075 |
0.0028 |
59.6% |
0.0208 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.9% |
0.0000 |
| Volume |
115 |
334 |
219 |
190.4% |
530 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7362 |
0.7222 |
|
| R3 |
0.7319 |
0.7287 |
0.7202 |
|
| R2 |
0.7244 |
0.7244 |
0.7195 |
|
| R1 |
0.7212 |
0.7212 |
0.7188 |
0.7228 |
| PP |
0.7169 |
0.7169 |
0.7169 |
0.7177 |
| S1 |
0.7137 |
0.7137 |
0.7174 |
0.7153 |
| S2 |
0.7094 |
0.7094 |
0.7167 |
|
| S3 |
0.7019 |
0.7062 |
0.7160 |
|
| S4 |
0.6944 |
0.6987 |
0.7140 |
|
|
| 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 |
0.7200 |
0.7067 |
0.0133 |
1.9% |
0.0059 |
0.8% |
86% |
True |
False |
161 |
| 10 |
0.7200 |
0.6976 |
0.0224 |
3.1% |
0.0063 |
0.9% |
92% |
True |
False |
115 |
| 20 |
0.7200 |
0.6905 |
0.0295 |
4.1% |
0.0059 |
0.8% |
94% |
True |
False |
93 |
| 40 |
0.7200 |
0.6796 |
0.0404 |
5.6% |
0.0076 |
1.1% |
95% |
True |
False |
88 |
| 60 |
0.7200 |
0.6386 |
0.0814 |
11.3% |
0.0078 |
1.1% |
98% |
True |
False |
65 |
| 80 |
0.7200 |
0.6131 |
0.1069 |
14.9% |
0.0072 |
1.0% |
98% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7519 |
|
2.618 |
0.7396 |
|
1.618 |
0.7321 |
|
1.000 |
0.7275 |
|
0.618 |
0.7246 |
|
HIGH |
0.7200 |
|
0.618 |
0.7171 |
|
0.500 |
0.7163 |
|
0.382 |
0.7154 |
|
LOW |
0.7125 |
|
0.618 |
0.7079 |
|
1.000 |
0.7050 |
|
1.618 |
0.7004 |
|
2.618 |
0.6929 |
|
4.250 |
0.6806 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7175 |
0.7174 |
| PP |
0.7169 |
0.7166 |
| S1 |
0.7163 |
0.7159 |
|