CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6544 |
0.6648 |
0.0104 |
1.6% |
0.6427 |
| High |
0.6675 |
0.6683 |
0.0008 |
0.1% |
0.6616 |
| Low |
0.6521 |
0.6568 |
0.0047 |
0.7% |
0.6414 |
| Close |
0.6675 |
0.6607 |
-0.0068 |
-1.0% |
0.6529 |
| Range |
0.0154 |
0.0115 |
-0.0039 |
-25.3% |
0.0202 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
1.9% |
0.0000 |
| Volume |
591 |
697 |
106 |
17.9% |
1,802 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6964 |
0.6901 |
0.6670 |
|
| R3 |
0.6849 |
0.6786 |
0.6639 |
|
| R2 |
0.6734 |
0.6734 |
0.6628 |
|
| R1 |
0.6671 |
0.6671 |
0.6618 |
0.6645 |
| PP |
0.6619 |
0.6619 |
0.6619 |
0.6607 |
| S1 |
0.6556 |
0.6556 |
0.6596 |
0.6530 |
| S2 |
0.6504 |
0.6504 |
0.6586 |
|
| S3 |
0.6389 |
0.6441 |
0.6575 |
|
| S4 |
0.6274 |
0.6326 |
0.6544 |
|
|
| 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 |
0.6683 |
0.6507 |
0.0176 |
2.7% |
0.0094 |
1.4% |
57% |
True |
False |
456 |
| 10 |
0.6683 |
0.6404 |
0.0279 |
4.2% |
0.0088 |
1.3% |
73% |
True |
False |
423 |
| 20 |
0.6683 |
0.6374 |
0.0309 |
4.7% |
0.0083 |
1.3% |
75% |
True |
False |
273 |
| 40 |
0.6683 |
0.5985 |
0.0698 |
10.6% |
0.0089 |
1.4% |
89% |
True |
False |
187 |
| 60 |
0.6683 |
0.5520 |
0.1163 |
17.6% |
0.0116 |
1.8% |
93% |
True |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7172 |
|
2.618 |
0.6984 |
|
1.618 |
0.6869 |
|
1.000 |
0.6798 |
|
0.618 |
0.6754 |
|
HIGH |
0.6683 |
|
0.618 |
0.6639 |
|
0.500 |
0.6626 |
|
0.382 |
0.6612 |
|
LOW |
0.6568 |
|
0.618 |
0.6497 |
|
1.000 |
0.6453 |
|
1.618 |
0.6382 |
|
2.618 |
0.6267 |
|
4.250 |
0.6079 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6626 |
0.6603 |
| PP |
0.6619 |
0.6599 |
| S1 |
0.6613 |
0.6595 |
|