CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.7178 |
0.7199 |
0.0021 |
0.3% |
0.7102 |
High |
0.7200 |
0.7229 |
0.0029 |
0.4% |
0.7229 |
Low |
0.7125 |
0.7137 |
0.0012 |
0.2% |
0.7097 |
Close |
0.7181 |
0.7148 |
-0.0033 |
-0.5% |
0.7148 |
Range |
0.0075 |
0.0092 |
0.0017 |
22.7% |
0.0132 |
ATR |
0.0067 |
0.0069 |
0.0002 |
2.6% |
0.0000 |
Volume |
334 |
504 |
170 |
50.9% |
1,097 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7447 |
0.7390 |
0.7199 |
|
R3 |
0.7355 |
0.7298 |
0.7173 |
|
R2 |
0.7263 |
0.7263 |
0.7165 |
|
R1 |
0.7206 |
0.7206 |
0.7156 |
0.7189 |
PP |
0.7171 |
0.7171 |
0.7171 |
0.7163 |
S1 |
0.7114 |
0.7114 |
0.7140 |
0.7097 |
S2 |
0.7079 |
0.7079 |
0.7131 |
|
S3 |
0.6987 |
0.7022 |
0.7123 |
|
S4 |
0.6895 |
0.6930 |
0.7097 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7483 |
0.7221 |
|
R3 |
0.7422 |
0.7351 |
0.7184 |
|
R2 |
0.7290 |
0.7290 |
0.7172 |
|
R1 |
0.7219 |
0.7219 |
0.7160 |
0.7255 |
PP |
0.7158 |
0.7158 |
0.7158 |
0.7176 |
S1 |
0.7087 |
0.7087 |
0.7136 |
0.7123 |
S2 |
0.7026 |
0.7026 |
0.7124 |
|
S3 |
0.6894 |
0.6955 |
0.7112 |
|
S4 |
0.6762 |
0.6823 |
0.7075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7229 |
0.7097 |
0.0132 |
1.8% |
0.0066 |
0.9% |
39% |
True |
False |
219 |
10 |
0.7229 |
0.6976 |
0.0253 |
3.5% |
0.0070 |
1.0% |
68% |
True |
False |
162 |
20 |
0.7229 |
0.6916 |
0.0313 |
4.4% |
0.0061 |
0.9% |
74% |
True |
False |
114 |
40 |
0.7229 |
0.6796 |
0.0433 |
6.1% |
0.0075 |
1.1% |
81% |
True |
False |
100 |
60 |
0.7229 |
0.6386 |
0.0843 |
11.8% |
0.0079 |
1.1% |
90% |
True |
False |
73 |
80 |
0.7229 |
0.6131 |
0.1098 |
15.4% |
0.0073 |
1.0% |
93% |
True |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7620 |
2.618 |
0.7470 |
1.618 |
0.7378 |
1.000 |
0.7321 |
0.618 |
0.7286 |
HIGH |
0.7229 |
0.618 |
0.7194 |
0.500 |
0.7183 |
0.382 |
0.7172 |
LOW |
0.7137 |
0.618 |
0.7080 |
1.000 |
0.7045 |
1.618 |
0.6988 |
2.618 |
0.6896 |
4.250 |
0.6746 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7183 |
0.7177 |
PP |
0.7171 |
0.7167 |
S1 |
0.7160 |
0.7158 |
|