CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6891 |
0.6922 |
0.0031 |
0.4% |
0.6544 |
| High |
0.6983 |
0.6986 |
0.0003 |
0.0% |
0.6683 |
| Low |
0.6857 |
0.6882 |
0.0025 |
0.4% |
0.6521 |
| Close |
0.6932 |
0.6939 |
0.0007 |
0.1% |
0.6659 |
| Range |
0.0126 |
0.0104 |
-0.0022 |
-17.5% |
0.0162 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3,393 |
2,134 |
-1,259 |
-37.1% |
2,824 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7248 |
0.7197 |
0.6996 |
|
| R3 |
0.7144 |
0.7093 |
0.6968 |
|
| R2 |
0.7040 |
0.7040 |
0.6958 |
|
| R1 |
0.6989 |
0.6989 |
0.6949 |
0.7015 |
| PP |
0.6936 |
0.6936 |
0.6936 |
0.6948 |
| S1 |
0.6885 |
0.6885 |
0.6929 |
0.6911 |
| S2 |
0.6832 |
0.6832 |
0.6920 |
|
| S3 |
0.6728 |
0.6781 |
0.6910 |
|
| S4 |
0.6624 |
0.6677 |
0.6882 |
|
|
| 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 |
0.6986 |
0.6619 |
0.0367 |
5.3% |
0.0114 |
1.6% |
87% |
True |
False |
1,926 |
| 10 |
0.6986 |
0.6507 |
0.0479 |
6.9% |
0.0103 |
1.5% |
90% |
True |
False |
1,228 |
| 20 |
0.6986 |
0.6380 |
0.0606 |
8.7% |
0.0095 |
1.4% |
92% |
True |
False |
764 |
| 40 |
0.6986 |
0.6124 |
0.0862 |
12.4% |
0.0089 |
1.3% |
95% |
True |
False |
420 |
| 60 |
0.6986 |
0.5520 |
0.1466 |
21.1% |
0.0115 |
1.7% |
97% |
True |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7428 |
|
2.618 |
0.7258 |
|
1.618 |
0.7154 |
|
1.000 |
0.7090 |
|
0.618 |
0.7050 |
|
HIGH |
0.6986 |
|
0.618 |
0.6946 |
|
0.500 |
0.6934 |
|
0.382 |
0.6922 |
|
LOW |
0.6882 |
|
0.618 |
0.6818 |
|
1.000 |
0.6778 |
|
1.618 |
0.6714 |
|
2.618 |
0.6610 |
|
4.250 |
0.6440 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6937 |
0.6920 |
| PP |
0.6936 |
0.6900 |
| S1 |
0.6934 |
0.6881 |
|