CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7199 |
0.7137 |
-0.0062 |
-0.9% |
0.7102 |
| High |
0.7229 |
0.7152 |
-0.0077 |
-1.1% |
0.7229 |
| Low |
0.7137 |
0.7080 |
-0.0057 |
-0.8% |
0.7097 |
| Close |
0.7148 |
0.7122 |
-0.0026 |
-0.4% |
0.7148 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.7% |
0.0132 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
504 |
456 |
-48 |
-9.5% |
1,097 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7334 |
0.7300 |
0.7162 |
|
| R3 |
0.7262 |
0.7228 |
0.7142 |
|
| R2 |
0.7190 |
0.7190 |
0.7135 |
|
| R1 |
0.7156 |
0.7156 |
0.7129 |
0.7137 |
| PP |
0.7118 |
0.7118 |
0.7118 |
0.7109 |
| S1 |
0.7084 |
0.7084 |
0.7115 |
0.7065 |
| S2 |
0.7046 |
0.7046 |
0.7109 |
|
| S3 |
0.6974 |
0.7012 |
0.7102 |
|
| S4 |
0.6902 |
0.6940 |
0.7082 |
|
|
| 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 |
0.7080 |
0.0149 |
2.1% |
0.0069 |
1.0% |
28% |
False |
True |
298 |
| 10 |
0.7229 |
0.7019 |
0.0210 |
2.9% |
0.0073 |
1.0% |
49% |
False |
False |
202 |
| 20 |
0.7229 |
0.6924 |
0.0305 |
4.3% |
0.0061 |
0.9% |
65% |
False |
False |
134 |
| 40 |
0.7229 |
0.6796 |
0.0433 |
6.1% |
0.0075 |
1.1% |
75% |
False |
False |
110 |
| 60 |
0.7229 |
0.6405 |
0.0824 |
11.6% |
0.0078 |
1.1% |
87% |
False |
False |
81 |
| 80 |
0.7229 |
0.6199 |
0.1030 |
14.5% |
0.0073 |
1.0% |
90% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7458 |
|
2.618 |
0.7340 |
|
1.618 |
0.7268 |
|
1.000 |
0.7224 |
|
0.618 |
0.7196 |
|
HIGH |
0.7152 |
|
0.618 |
0.7124 |
|
0.500 |
0.7116 |
|
0.382 |
0.7108 |
|
LOW |
0.7080 |
|
0.618 |
0.7036 |
|
1.000 |
0.7008 |
|
1.618 |
0.6964 |
|
2.618 |
0.6892 |
|
4.250 |
0.6774 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7120 |
0.7155 |
| PP |
0.7118 |
0.7144 |
| S1 |
0.7116 |
0.7133 |
|