CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6490 |
0.6476 |
-0.0014 |
-0.2% |
0.6407 |
| High |
0.6536 |
0.6524 |
-0.0012 |
-0.2% |
0.6548 |
| Low |
0.6433 |
0.6440 |
0.0007 |
0.1% |
0.6374 |
| Close |
0.6493 |
0.6441 |
-0.0052 |
-0.8% |
0.6527 |
| Range |
0.0103 |
0.0084 |
-0.0019 |
-18.4% |
0.0174 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
272 |
385 |
113 |
41.5% |
346 |
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6720 |
0.6665 |
0.6487 |
|
| R3 |
0.6636 |
0.6581 |
0.6464 |
|
| R2 |
0.6552 |
0.6552 |
0.6456 |
|
| R1 |
0.6497 |
0.6497 |
0.6449 |
0.6483 |
| PP |
0.6468 |
0.6468 |
0.6468 |
0.6461 |
| S1 |
0.6413 |
0.6413 |
0.6433 |
0.6399 |
| S2 |
0.6384 |
0.6384 |
0.6426 |
|
| S3 |
0.6300 |
0.6329 |
0.6418 |
|
| S4 |
0.6216 |
0.6245 |
0.6395 |
|
|
| 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% |
0.0093 |
1.4% |
34% |
False |
False |
225 |
| 10 |
0.6570 |
0.6374 |
0.0196 |
3.0% |
0.0081 |
1.3% |
34% |
False |
False |
154 |
| 20 |
0.6570 |
0.6255 |
0.0315 |
4.9% |
0.0078 |
1.2% |
59% |
False |
False |
113 |
| 40 |
0.6570 |
0.5520 |
0.1050 |
16.3% |
0.0117 |
1.8% |
88% |
False |
False |
138 |
| 60 |
0.6729 |
0.5520 |
0.1209 |
18.8% |
0.0111 |
1.7% |
76% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6881 |
|
2.618 |
0.6744 |
|
1.618 |
0.6660 |
|
1.000 |
0.6608 |
|
0.618 |
0.6576 |
|
HIGH |
0.6524 |
|
0.618 |
0.6492 |
|
0.500 |
0.6482 |
|
0.382 |
0.6472 |
|
LOW |
0.6440 |
|
0.618 |
0.6388 |
|
1.000 |
0.6356 |
|
1.618 |
0.6304 |
|
2.618 |
0.6220 |
|
4.250 |
0.6083 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6482 |
0.6498 |
| PP |
0.6468 |
0.6479 |
| S1 |
0.6455 |
0.6460 |
|