CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6528 |
0.6528 |
0.0000 |
0.0% |
0.6537 |
| High |
0.6585 |
0.6616 |
0.0031 |
0.5% |
0.6562 |
| Low |
0.6511 |
0.6527 |
0.0016 |
0.2% |
0.6404 |
| Close |
0.6567 |
0.6602 |
0.0035 |
0.5% |
0.6419 |
| Range |
0.0074 |
0.0089 |
0.0015 |
20.3% |
0.0158 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
529 |
323 |
-206 |
-38.9% |
1,680 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6849 |
0.6814 |
0.6651 |
|
| R3 |
0.6760 |
0.6725 |
0.6626 |
|
| R2 |
0.6671 |
0.6671 |
0.6618 |
|
| R1 |
0.6636 |
0.6636 |
0.6610 |
0.6654 |
| PP |
0.6582 |
0.6582 |
0.6582 |
0.6590 |
| S1 |
0.6547 |
0.6547 |
0.6594 |
0.6565 |
| S2 |
0.6493 |
0.6493 |
0.6586 |
|
| S3 |
0.6404 |
0.6458 |
0.6578 |
|
| S4 |
0.6315 |
0.6369 |
0.6553 |
|
|
| 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 |
0.6616 |
0.6404 |
0.0212 |
3.2% |
0.0082 |
1.2% |
93% |
True |
False |
378 |
| 10 |
0.6616 |
0.6380 |
0.0236 |
3.6% |
0.0087 |
1.3% |
94% |
True |
False |
301 |
| 20 |
0.6616 |
0.6285 |
0.0331 |
5.0% |
0.0080 |
1.2% |
96% |
True |
False |
184 |
| 40 |
0.6616 |
0.5880 |
0.0736 |
11.1% |
0.0094 |
1.4% |
98% |
True |
False |
155 |
| 60 |
0.6660 |
0.5520 |
0.1140 |
17.3% |
0.0114 |
1.7% |
95% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6994 |
|
2.618 |
0.6849 |
|
1.618 |
0.6760 |
|
1.000 |
0.6705 |
|
0.618 |
0.6671 |
|
HIGH |
0.6616 |
|
0.618 |
0.6582 |
|
0.500 |
0.6572 |
|
0.382 |
0.6561 |
|
LOW |
0.6527 |
|
0.618 |
0.6472 |
|
1.000 |
0.6438 |
|
1.618 |
0.6383 |
|
2.618 |
0.6294 |
|
4.250 |
0.6149 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6592 |
0.6573 |
| PP |
0.6582 |
0.6544 |
| S1 |
0.6572 |
0.6515 |
|