CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6957 |
0.6993 |
0.0036 |
0.5% |
0.6656 |
| High |
0.7064 |
0.7005 |
-0.0059 |
-0.8% |
0.7012 |
| Low |
0.6933 |
0.6840 |
-0.0093 |
-1.3% |
0.6648 |
| Close |
0.7020 |
0.6848 |
-0.0172 |
-2.5% |
0.6967 |
| Range |
0.0131 |
0.0165 |
0.0034 |
26.0% |
0.0364 |
| ATR |
0.0101 |
0.0107 |
0.0006 |
5.6% |
0.0000 |
| Volume |
77,759 |
56,210 |
-21,549 |
-27.7% |
14,520 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7285 |
0.6939 |
|
| R3 |
0.7228 |
0.7120 |
0.6893 |
|
| R2 |
0.7063 |
0.7063 |
0.6878 |
|
| R1 |
0.6955 |
0.6955 |
0.6863 |
0.6927 |
| PP |
0.6898 |
0.6898 |
0.6898 |
0.6883 |
| S1 |
0.6790 |
0.6790 |
0.6833 |
0.6762 |
| S2 |
0.6733 |
0.6733 |
0.6818 |
|
| S3 |
0.6568 |
0.6625 |
0.6803 |
|
| S4 |
0.6403 |
0.6460 |
0.6757 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7831 |
0.7167 |
|
| R3 |
0.7604 |
0.7467 |
0.7067 |
|
| R2 |
0.7240 |
0.7240 |
0.7034 |
|
| R1 |
0.7103 |
0.7103 |
0.7000 |
0.7172 |
| PP |
0.6876 |
0.6876 |
0.6876 |
0.6910 |
| S1 |
0.6739 |
0.6739 |
0.6934 |
0.6808 |
| S2 |
0.6512 |
0.6512 |
0.6900 |
|
| S3 |
0.6148 |
0.6375 |
0.6867 |
|
| S4 |
0.5784 |
0.6011 |
0.6767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7064 |
0.6840 |
0.0224 |
3.3% |
0.0118 |
1.7% |
4% |
False |
True |
36,850 |
| 10 |
0.7064 |
0.6619 |
0.0445 |
6.5% |
0.0116 |
1.7% |
51% |
False |
False |
19,388 |
| 20 |
0.7064 |
0.6404 |
0.0660 |
9.6% |
0.0101 |
1.5% |
67% |
False |
False |
9,921 |
| 40 |
0.7064 |
0.6255 |
0.0809 |
11.8% |
0.0089 |
1.3% |
73% |
False |
False |
5,017 |
| 60 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0111 |
1.6% |
86% |
False |
False |
3,399 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0108 |
1.6% |
86% |
False |
False |
2,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7437 |
|
1.618 |
0.7272 |
|
1.000 |
0.7170 |
|
0.618 |
0.7107 |
|
HIGH |
0.7005 |
|
0.618 |
0.6942 |
|
0.500 |
0.6923 |
|
0.382 |
0.6903 |
|
LOW |
0.6840 |
|
0.618 |
0.6738 |
|
1.000 |
0.6675 |
|
1.618 |
0.6573 |
|
2.618 |
0.6408 |
|
4.250 |
0.6139 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6923 |
0.6952 |
| PP |
0.6898 |
0.6917 |
| S1 |
0.6873 |
0.6883 |
|