CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6827 |
0.6920 |
0.0093 |
1.4% |
0.6974 |
| High |
0.6926 |
0.6979 |
0.0053 |
0.8% |
0.7064 |
| Low |
0.6777 |
0.6832 |
0.0055 |
0.8% |
0.6800 |
| Close |
0.6916 |
0.6894 |
-0.0022 |
-0.3% |
0.6842 |
| Range |
0.0149 |
0.0147 |
-0.0002 |
-1.3% |
0.0264 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.4% |
0.0000 |
| Volume |
135,817 |
136,648 |
831 |
0.6% |
333,660 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7265 |
0.6975 |
|
| R3 |
0.7196 |
0.7118 |
0.6934 |
|
| R2 |
0.7049 |
0.7049 |
0.6921 |
|
| R1 |
0.6971 |
0.6971 |
0.6907 |
0.6937 |
| PP |
0.6902 |
0.6902 |
0.6902 |
0.6884 |
| S1 |
0.6824 |
0.6824 |
0.6881 |
0.6790 |
| S2 |
0.6755 |
0.6755 |
0.6867 |
|
| S3 |
0.6608 |
0.6677 |
0.6854 |
|
| S4 |
0.6461 |
0.6530 |
0.6813 |
|
|
| 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 |
4.2% |
0.0141 |
2.0% |
41% |
False |
False |
112,314 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.2% |
0.0123 |
1.8% |
41% |
False |
False |
61,738 |
| 20 |
0.7064 |
0.6507 |
0.0557 |
8.1% |
0.0110 |
1.6% |
69% |
False |
False |
31,249 |
| 40 |
0.7064 |
0.6255 |
0.0809 |
11.7% |
0.0095 |
1.4% |
79% |
False |
False |
15,697 |
| 60 |
0.7064 |
0.5710 |
0.1354 |
19.6% |
0.0101 |
1.5% |
87% |
False |
False |
10,510 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.4% |
0.0111 |
1.6% |
89% |
False |
False |
7,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7604 |
|
2.618 |
0.7364 |
|
1.618 |
0.7217 |
|
1.000 |
0.7126 |
|
0.618 |
0.7070 |
|
HIGH |
0.6979 |
|
0.618 |
0.6923 |
|
0.500 |
0.6906 |
|
0.382 |
0.6888 |
|
LOW |
0.6832 |
|
0.618 |
0.6741 |
|
1.000 |
0.6685 |
|
1.618 |
0.6594 |
|
2.618 |
0.6447 |
|
4.250 |
0.6207 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6906 |
0.6889 |
| PP |
0.6902 |
0.6883 |
| S1 |
0.6898 |
0.6878 |
|