CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6537 |
0.6490 |
-0.0047 |
-0.7% |
0.6407 |
| High |
0.6562 |
0.6536 |
-0.0026 |
-0.4% |
0.6548 |
| Low |
0.6458 |
0.6433 |
-0.0025 |
-0.4% |
0.6374 |
| Close |
0.6485 |
0.6493 |
0.0008 |
0.1% |
0.6527 |
| Range |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0174 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.7% |
0.0000 |
| Volume |
266 |
272 |
6 |
2.3% |
346 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6796 |
0.6748 |
0.6550 |
|
| R3 |
0.6693 |
0.6645 |
0.6521 |
|
| R2 |
0.6590 |
0.6590 |
0.6512 |
|
| R1 |
0.6542 |
0.6542 |
0.6502 |
0.6566 |
| PP |
0.6487 |
0.6487 |
0.6487 |
0.6500 |
| S1 |
0.6439 |
0.6439 |
0.6484 |
0.6463 |
| S2 |
0.6384 |
0.6384 |
0.6474 |
|
| S3 |
0.6281 |
0.6336 |
0.6465 |
|
| S4 |
0.6178 |
0.6233 |
0.6436 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7005 |
0.6940 |
0.6623 |
|
| R3 |
0.6831 |
0.6766 |
0.6575 |
|
| R2 |
0.6657 |
0.6657 |
0.6559 |
|
| R1 |
0.6592 |
0.6592 |
0.6543 |
0.6625 |
| PP |
0.6483 |
0.6483 |
0.6483 |
0.6499 |
| S1 |
0.6418 |
0.6418 |
0.6511 |
0.6451 |
| S2 |
0.6309 |
0.6309 |
0.6495 |
|
| S3 |
0.6135 |
0.6244 |
0.6479 |
|
| S4 |
0.5961 |
0.6070 |
0.6431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6562 |
0.6380 |
0.0182 |
2.8% |
0.0088 |
1.3% |
62% |
False |
False |
154 |
| 10 |
0.6570 |
0.6374 |
0.0196 |
3.0% |
0.0079 |
1.2% |
61% |
False |
False |
124 |
| 20 |
0.6570 |
0.6255 |
0.0315 |
4.9% |
0.0081 |
1.3% |
76% |
False |
False |
102 |
| 40 |
0.6570 |
0.5520 |
0.1050 |
16.2% |
0.0119 |
1.8% |
93% |
False |
False |
132 |
| 60 |
0.6752 |
0.5520 |
0.1232 |
19.0% |
0.0110 |
1.7% |
79% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6974 |
|
2.618 |
0.6806 |
|
1.618 |
0.6703 |
|
1.000 |
0.6639 |
|
0.618 |
0.6600 |
|
HIGH |
0.6536 |
|
0.618 |
0.6497 |
|
0.500 |
0.6485 |
|
0.382 |
0.6472 |
|
LOW |
0.6433 |
|
0.618 |
0.6369 |
|
1.000 |
0.6330 |
|
1.618 |
0.6266 |
|
2.618 |
0.6163 |
|
4.250 |
0.5995 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6490 |
0.6498 |
| PP |
0.6487 |
0.6496 |
| S1 |
0.6485 |
0.6495 |
|