CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6457 |
0.6456 |
-0.0001 |
0.0% |
0.6537 |
| High |
0.6467 |
0.6474 |
0.0007 |
0.1% |
0.6562 |
| Low |
0.6405 |
0.6404 |
-0.0001 |
0.0% |
0.6404 |
| Close |
0.6435 |
0.6419 |
-0.0016 |
-0.2% |
0.6419 |
| Range |
0.0062 |
0.0070 |
0.0008 |
12.9% |
0.0158 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
423 |
334 |
-89 |
-21.0% |
1,680 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6642 |
0.6601 |
0.6458 |
|
| R3 |
0.6572 |
0.6531 |
0.6438 |
|
| R2 |
0.6502 |
0.6502 |
0.6432 |
|
| R1 |
0.6461 |
0.6461 |
0.6425 |
0.6447 |
| PP |
0.6432 |
0.6432 |
0.6432 |
0.6425 |
| S1 |
0.6391 |
0.6391 |
0.6413 |
0.6377 |
| S2 |
0.6362 |
0.6362 |
0.6406 |
|
| S3 |
0.6292 |
0.6321 |
0.6400 |
|
| S4 |
0.6222 |
0.6251 |
0.6381 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6936 |
0.6835 |
0.6506 |
|
| R3 |
0.6778 |
0.6677 |
0.6462 |
|
| R2 |
0.6620 |
0.6620 |
0.6448 |
|
| R1 |
0.6519 |
0.6519 |
0.6433 |
0.6491 |
| PP |
0.6462 |
0.6462 |
0.6462 |
0.6447 |
| S1 |
0.6361 |
0.6361 |
0.6405 |
0.6333 |
| S2 |
0.6304 |
0.6304 |
0.6390 |
|
| S3 |
0.6146 |
0.6203 |
0.6376 |
|
| S4 |
0.5988 |
0.6045 |
0.6332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6562 |
0.6404 |
0.0158 |
2.5% |
0.0085 |
1.3% |
9% |
False |
True |
336 |
| 10 |
0.6562 |
0.6374 |
0.0188 |
2.9% |
0.0077 |
1.2% |
24% |
False |
False |
202 |
| 20 |
0.6570 |
0.6255 |
0.0315 |
4.9% |
0.0078 |
1.2% |
52% |
False |
False |
136 |
| 40 |
0.6570 |
0.5679 |
0.0891 |
13.9% |
0.0101 |
1.6% |
83% |
False |
False |
146 |
| 60 |
0.6661 |
0.5520 |
0.1141 |
17.8% |
0.0111 |
1.7% |
79% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6772 |
|
2.618 |
0.6657 |
|
1.618 |
0.6587 |
|
1.000 |
0.6544 |
|
0.618 |
0.6517 |
|
HIGH |
0.6474 |
|
0.618 |
0.6447 |
|
0.500 |
0.6439 |
|
0.382 |
0.6431 |
|
LOW |
0.6404 |
|
0.618 |
0.6361 |
|
1.000 |
0.6334 |
|
1.618 |
0.6291 |
|
2.618 |
0.6221 |
|
4.250 |
0.6107 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6439 |
0.6464 |
| PP |
0.6432 |
0.6449 |
| S1 |
0.6426 |
0.6434 |
|