CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6476 |
0.6457 |
-0.0019 |
-0.3% |
0.6407 |
| High |
0.6524 |
0.6467 |
-0.0057 |
-0.9% |
0.6548 |
| Low |
0.6440 |
0.6405 |
-0.0035 |
-0.5% |
0.6374 |
| Close |
0.6441 |
0.6435 |
-0.0006 |
-0.1% |
0.6527 |
| Range |
0.0084 |
0.0062 |
-0.0022 |
-26.2% |
0.0174 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
385 |
423 |
38 |
9.9% |
346 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6622 |
0.6590 |
0.6469 |
|
| R3 |
0.6560 |
0.6528 |
0.6452 |
|
| R2 |
0.6498 |
0.6498 |
0.6446 |
|
| R1 |
0.6466 |
0.6466 |
0.6441 |
0.6451 |
| PP |
0.6436 |
0.6436 |
0.6436 |
0.6428 |
| S1 |
0.6404 |
0.6404 |
0.6429 |
0.6389 |
| S2 |
0.6374 |
0.6374 |
0.6424 |
|
| S3 |
0.6312 |
0.6342 |
0.6418 |
|
| S4 |
0.6250 |
0.6280 |
0.6401 |
|
|
| 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 |
0.6405 |
0.0157 |
2.4% |
0.0081 |
1.3% |
19% |
False |
True |
288 |
| 10 |
0.6562 |
0.6374 |
0.0188 |
2.9% |
0.0079 |
1.2% |
32% |
False |
False |
181 |
| 20 |
0.6570 |
0.6255 |
0.0315 |
4.9% |
0.0078 |
1.2% |
57% |
False |
False |
132 |
| 40 |
0.6570 |
0.5520 |
0.1050 |
16.3% |
0.0110 |
1.7% |
87% |
False |
False |
145 |
| 60 |
0.6711 |
0.5520 |
0.1191 |
18.5% |
0.0111 |
1.7% |
77% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6731 |
|
2.618 |
0.6629 |
|
1.618 |
0.6567 |
|
1.000 |
0.6529 |
|
0.618 |
0.6505 |
|
HIGH |
0.6467 |
|
0.618 |
0.6443 |
|
0.500 |
0.6436 |
|
0.382 |
0.6429 |
|
LOW |
0.6405 |
|
0.618 |
0.6367 |
|
1.000 |
0.6343 |
|
1.618 |
0.6305 |
|
2.618 |
0.6243 |
|
4.250 |
0.6142 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6436 |
0.6471 |
| PP |
0.6436 |
0.6459 |
| S1 |
0.6435 |
0.6447 |
|