CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6598 |
0.6571 |
-0.0027 |
-0.4% |
0.6427 |
| High |
0.6598 |
0.6572 |
-0.0026 |
-0.4% |
0.6616 |
| Low |
0.6549 |
0.6507 |
-0.0042 |
-0.6% |
0.6414 |
| Close |
0.6566 |
0.6529 |
-0.0037 |
-0.6% |
0.6529 |
| Range |
0.0049 |
0.0065 |
0.0016 |
32.7% |
0.0202 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
328 |
341 |
13 |
4.0% |
1,802 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6731 |
0.6695 |
0.6565 |
|
| R3 |
0.6666 |
0.6630 |
0.6547 |
|
| R2 |
0.6601 |
0.6601 |
0.6541 |
|
| R1 |
0.6565 |
0.6565 |
0.6535 |
0.6551 |
| PP |
0.6536 |
0.6536 |
0.6536 |
0.6529 |
| S1 |
0.6500 |
0.6500 |
0.6523 |
0.6486 |
| S2 |
0.6471 |
0.6471 |
0.6517 |
|
| S3 |
0.6406 |
0.6435 |
0.6511 |
|
| S4 |
0.6341 |
0.6370 |
0.6493 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7126 |
0.7029 |
0.6640 |
|
| R3 |
0.6924 |
0.6827 |
0.6585 |
|
| R2 |
0.6722 |
0.6722 |
0.6566 |
|
| R1 |
0.6625 |
0.6625 |
0.6548 |
0.6674 |
| PP |
0.6520 |
0.6520 |
0.6520 |
0.6544 |
| S1 |
0.6423 |
0.6423 |
0.6510 |
0.6472 |
| S2 |
0.6318 |
0.6318 |
0.6492 |
|
| S3 |
0.6116 |
0.6221 |
0.6473 |
|
| S4 |
0.5914 |
0.6019 |
0.6418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6616 |
0.6414 |
0.0202 |
3.1% |
0.0078 |
1.2% |
57% |
False |
False |
360 |
| 10 |
0.6616 |
0.6404 |
0.0212 |
3.2% |
0.0081 |
1.2% |
59% |
False |
False |
348 |
| 20 |
0.6616 |
0.6374 |
0.0242 |
3.7% |
0.0077 |
1.2% |
64% |
False |
False |
214 |
| 40 |
0.6616 |
0.5985 |
0.0631 |
9.7% |
0.0088 |
1.3% |
86% |
False |
False |
163 |
| 60 |
0.6660 |
0.5520 |
0.1140 |
17.5% |
0.0114 |
1.7% |
89% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6848 |
|
2.618 |
0.6742 |
|
1.618 |
0.6677 |
|
1.000 |
0.6637 |
|
0.618 |
0.6612 |
|
HIGH |
0.6572 |
|
0.618 |
0.6547 |
|
0.500 |
0.6540 |
|
0.382 |
0.6532 |
|
LOW |
0.6507 |
|
0.618 |
0.6467 |
|
1.000 |
0.6442 |
|
1.618 |
0.6402 |
|
2.618 |
0.6337 |
|
4.250 |
0.6231 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6540 |
0.6562 |
| PP |
0.6536 |
0.6551 |
| S1 |
0.6533 |
0.6540 |
|