CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6846 |
0.6827 |
-0.0019 |
-0.3% |
0.6974 |
| High |
0.6913 |
0.6926 |
0.0013 |
0.2% |
0.7064 |
| Low |
0.6800 |
0.6777 |
-0.0023 |
-0.3% |
0.6800 |
| Close |
0.6842 |
0.6916 |
0.0074 |
1.1% |
0.6842 |
| Range |
0.0113 |
0.0149 |
0.0036 |
31.9% |
0.0264 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.8% |
0.0000 |
| Volume |
155,140 |
135,817 |
-19,323 |
-12.5% |
333,660 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7320 |
0.7267 |
0.6998 |
|
| R3 |
0.7171 |
0.7118 |
0.6957 |
|
| R2 |
0.7022 |
0.7022 |
0.6943 |
|
| R1 |
0.6969 |
0.6969 |
0.6930 |
0.6996 |
| PP |
0.6873 |
0.6873 |
0.6873 |
0.6886 |
| S1 |
0.6820 |
0.6820 |
0.6902 |
0.6847 |
| S2 |
0.6724 |
0.6724 |
0.6889 |
|
| S3 |
0.6575 |
0.6671 |
0.6875 |
|
| S4 |
0.6426 |
0.6522 |
0.6834 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7532 |
0.6987 |
|
| R3 |
0.7430 |
0.7268 |
0.6915 |
|
| R2 |
0.7166 |
0.7166 |
0.6890 |
|
| R1 |
0.7004 |
0.7004 |
0.6866 |
0.6953 |
| PP |
0.6902 |
0.6902 |
0.6902 |
0.6877 |
| S1 |
0.6740 |
0.6740 |
0.6818 |
0.6689 |
| S2 |
0.6638 |
0.6638 |
0.6794 |
|
| S3 |
0.6374 |
0.6476 |
0.6769 |
|
| S4 |
0.6110 |
0.6212 |
0.6697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0141 |
2.0% |
48% |
False |
True |
91,315 |
| 10 |
0.7064 |
0.6776 |
0.0288 |
4.2% |
0.0120 |
1.7% |
49% |
False |
False |
48,239 |
| 20 |
0.7064 |
0.6414 |
0.0650 |
9.4% |
0.0108 |
1.6% |
77% |
False |
False |
24,431 |
| 40 |
0.7064 |
0.6255 |
0.0809 |
11.7% |
0.0093 |
1.3% |
82% |
False |
False |
12,283 |
| 60 |
0.7064 |
0.5679 |
0.1385 |
20.0% |
0.0103 |
1.5% |
89% |
False |
False |
8,241 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.3% |
0.0110 |
1.6% |
90% |
False |
False |
6,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7316 |
|
1.618 |
0.7167 |
|
1.000 |
0.7075 |
|
0.618 |
0.7018 |
|
HIGH |
0.6926 |
|
0.618 |
0.6869 |
|
0.500 |
0.6852 |
|
0.382 |
0.6834 |
|
LOW |
0.6777 |
|
0.618 |
0.6685 |
|
1.000 |
0.6628 |
|
1.618 |
0.6536 |
|
2.618 |
0.6387 |
|
4.250 |
0.6144 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6895 |
0.6908 |
| PP |
0.6873 |
0.6899 |
| S1 |
0.6852 |
0.6891 |
|