CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6621 |
0.6656 |
0.0035 |
0.5% |
0.6544 |
| High |
0.6683 |
0.6804 |
0.0121 |
1.8% |
0.6683 |
| Low |
0.6619 |
0.6648 |
0.0029 |
0.4% |
0.6521 |
| Close |
0.6659 |
0.6798 |
0.0139 |
2.1% |
0.6659 |
| Range |
0.0064 |
0.0156 |
0.0092 |
143.8% |
0.0162 |
| ATR |
0.0090 |
0.0094 |
0.0005 |
5.3% |
0.0000 |
| Volume |
847 |
1,604 |
757 |
89.4% |
2,824 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7218 |
0.7164 |
0.6884 |
|
| R3 |
0.7062 |
0.7008 |
0.6841 |
|
| R2 |
0.6906 |
0.6906 |
0.6827 |
|
| R1 |
0.6852 |
0.6852 |
0.6812 |
0.6879 |
| PP |
0.6750 |
0.6750 |
0.6750 |
0.6764 |
| S1 |
0.6696 |
0.6696 |
0.6784 |
0.6723 |
| S2 |
0.6594 |
0.6594 |
0.6769 |
|
| S3 |
0.6438 |
0.6540 |
0.6755 |
|
| S4 |
0.6282 |
0.6384 |
0.6712 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7107 |
0.7045 |
0.6748 |
|
| R3 |
0.6945 |
0.6883 |
0.6704 |
|
| R2 |
0.6783 |
0.6783 |
0.6689 |
|
| R1 |
0.6721 |
0.6721 |
0.6674 |
0.6752 |
| PP |
0.6621 |
0.6621 |
0.6621 |
0.6637 |
| S1 |
0.6559 |
0.6559 |
0.6644 |
0.6590 |
| S2 |
0.6459 |
0.6459 |
0.6629 |
|
| S3 |
0.6297 |
0.6397 |
0.6614 |
|
| S4 |
0.6135 |
0.6235 |
0.6570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6804 |
0.6521 |
0.0283 |
4.2% |
0.0113 |
1.7% |
98% |
True |
False |
885 |
| 10 |
0.6804 |
0.6414 |
0.0390 |
5.7% |
0.0096 |
1.4% |
98% |
True |
False |
623 |
| 20 |
0.6804 |
0.6374 |
0.0430 |
6.3% |
0.0086 |
1.3% |
99% |
True |
False |
412 |
| 40 |
0.6804 |
0.5985 |
0.0819 |
12.0% |
0.0088 |
1.3% |
99% |
True |
False |
247 |
| 60 |
0.6804 |
0.5520 |
0.1284 |
18.9% |
0.0118 |
1.7% |
100% |
True |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7212 |
|
1.618 |
0.7056 |
|
1.000 |
0.6960 |
|
0.618 |
0.6900 |
|
HIGH |
0.6804 |
|
0.618 |
0.6744 |
|
0.500 |
0.6726 |
|
0.382 |
0.6708 |
|
LOW |
0.6648 |
|
0.618 |
0.6552 |
|
1.000 |
0.6492 |
|
1.618 |
0.6396 |
|
2.618 |
0.6240 |
|
4.250 |
0.5985 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6774 |
0.6764 |
| PP |
0.6750 |
0.6731 |
| S1 |
0.6726 |
0.6697 |
|