CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7126 |
0.7164 |
0.0038 |
0.5% |
0.7102 |
| High |
0.7168 |
0.7243 |
0.0075 |
1.0% |
0.7229 |
| Low |
0.7110 |
0.7157 |
0.0047 |
0.7% |
0.7097 |
| Close |
0.7158 |
0.7195 |
0.0037 |
0.5% |
0.7148 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0132 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.8% |
0.0000 |
| Volume |
502 |
155 |
-347 |
-69.1% |
1,097 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7412 |
0.7242 |
|
| R3 |
0.7370 |
0.7326 |
0.7219 |
|
| R2 |
0.7284 |
0.7284 |
0.7211 |
|
| R1 |
0.7240 |
0.7240 |
0.7203 |
0.7262 |
| PP |
0.7198 |
0.7198 |
0.7198 |
0.7210 |
| S1 |
0.7154 |
0.7154 |
0.7187 |
0.7176 |
| S2 |
0.7112 |
0.7112 |
0.7179 |
|
| S3 |
0.7026 |
0.7068 |
0.7171 |
|
| S4 |
0.6940 |
0.6982 |
0.7148 |
|
|
| 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 |
0.7243 |
0.7080 |
0.0163 |
2.3% |
0.0077 |
1.1% |
71% |
True |
False |
390 |
| 10 |
0.7243 |
0.7067 |
0.0176 |
2.4% |
0.0067 |
0.9% |
73% |
True |
False |
246 |
| 20 |
0.7243 |
0.6924 |
0.0319 |
4.4% |
0.0062 |
0.9% |
85% |
True |
False |
164 |
| 40 |
0.7243 |
0.6796 |
0.0447 |
6.2% |
0.0074 |
1.0% |
89% |
True |
False |
122 |
| 60 |
0.7243 |
0.6405 |
0.0838 |
11.6% |
0.0079 |
1.1% |
94% |
True |
False |
92 |
| 80 |
0.7243 |
0.6258 |
0.0985 |
13.7% |
0.0072 |
1.0% |
95% |
True |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7468 |
|
1.618 |
0.7382 |
|
1.000 |
0.7329 |
|
0.618 |
0.7296 |
|
HIGH |
0.7243 |
|
0.618 |
0.7210 |
|
0.500 |
0.7200 |
|
0.382 |
0.7190 |
|
LOW |
0.7157 |
|
0.618 |
0.7104 |
|
1.000 |
0.7071 |
|
1.618 |
0.7018 |
|
2.618 |
0.6932 |
|
4.250 |
0.6792 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7200 |
0.7184 |
| PP |
0.7198 |
0.7173 |
| S1 |
0.7197 |
0.7162 |
|