CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7201 |
0.7235 |
0.0034 |
0.5% |
0.7137 |
High |
0.7240 |
0.7244 |
0.0004 |
0.1% |
0.7244 |
Low |
0.7177 |
0.7147 |
-0.0030 |
-0.4% |
0.7080 |
Close |
0.7236 |
0.7151 |
-0.0085 |
-1.2% |
0.7151 |
Range |
0.0063 |
0.0097 |
0.0034 |
54.0% |
0.0164 |
ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
Volume |
96 |
307 |
211 |
219.8% |
1,516 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7472 |
0.7408 |
0.7204 |
|
R3 |
0.7375 |
0.7311 |
0.7178 |
|
R2 |
0.7278 |
0.7278 |
0.7169 |
|
R1 |
0.7214 |
0.7214 |
0.7160 |
0.7198 |
PP |
0.7181 |
0.7181 |
0.7181 |
0.7172 |
S1 |
0.7117 |
0.7117 |
0.7142 |
0.7101 |
S2 |
0.7084 |
0.7084 |
0.7133 |
|
S3 |
0.6987 |
0.7020 |
0.7124 |
|
S4 |
0.6890 |
0.6923 |
0.7098 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7650 |
0.7565 |
0.7241 |
|
R3 |
0.7486 |
0.7401 |
0.7196 |
|
R2 |
0.7322 |
0.7322 |
0.7181 |
|
R1 |
0.7237 |
0.7237 |
0.7166 |
0.7280 |
PP |
0.7158 |
0.7158 |
0.7158 |
0.7180 |
S1 |
0.7073 |
0.7073 |
0.7136 |
0.7116 |
S2 |
0.6994 |
0.6994 |
0.7121 |
|
S3 |
0.6830 |
0.6909 |
0.7106 |
|
S4 |
0.6666 |
0.6745 |
0.7061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7244 |
0.7080 |
0.0164 |
2.3% |
0.0075 |
1.1% |
43% |
True |
False |
303 |
10 |
0.7244 |
0.7080 |
0.0164 |
2.3% |
0.0070 |
1.0% |
43% |
True |
False |
261 |
20 |
0.7244 |
0.6924 |
0.0320 |
4.5% |
0.0065 |
0.9% |
71% |
True |
False |
178 |
40 |
0.7244 |
0.6796 |
0.0448 |
6.3% |
0.0071 |
1.0% |
79% |
True |
False |
122 |
60 |
0.7244 |
0.6405 |
0.0839 |
11.7% |
0.0079 |
1.1% |
89% |
True |
False |
98 |
80 |
0.7244 |
0.6258 |
0.0986 |
13.8% |
0.0073 |
1.0% |
91% |
True |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7656 |
2.618 |
0.7498 |
1.618 |
0.7401 |
1.000 |
0.7341 |
0.618 |
0.7304 |
HIGH |
0.7244 |
0.618 |
0.7207 |
0.500 |
0.7196 |
0.382 |
0.7184 |
LOW |
0.7147 |
0.618 |
0.7087 |
1.000 |
0.7050 |
1.618 |
0.6990 |
2.618 |
0.6893 |
4.250 |
0.6735 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7196 |
0.7196 |
PP |
0.7181 |
0.7181 |
S1 |
0.7166 |
0.7166 |
|