CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6883 |
0.6885 |
0.0002 |
0.0% |
0.6974 |
| High |
0.6924 |
0.6904 |
-0.0020 |
-0.3% |
0.7064 |
| Low |
0.6853 |
0.6837 |
-0.0016 |
-0.2% |
0.6800 |
| Close |
0.6891 |
0.6848 |
-0.0043 |
-0.6% |
0.6842 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.6% |
0.0264 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
90,848 |
85,808 |
-5,040 |
-5.5% |
333,660 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7064 |
0.7023 |
0.6885 |
|
| R3 |
0.6997 |
0.6956 |
0.6866 |
|
| R2 |
0.6930 |
0.6930 |
0.6860 |
|
| R1 |
0.6889 |
0.6889 |
0.6854 |
0.6876 |
| PP |
0.6863 |
0.6863 |
0.6863 |
0.6857 |
| S1 |
0.6822 |
0.6822 |
0.6842 |
0.6809 |
| S2 |
0.6796 |
0.6796 |
0.6836 |
|
| S3 |
0.6729 |
0.6755 |
0.6830 |
|
| S4 |
0.6662 |
0.6688 |
0.6811 |
|
|
| 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 |
0.6979 |
0.6777 |
0.0202 |
2.9% |
0.0109 |
1.6% |
35% |
False |
False |
120,852 |
| 10 |
0.7064 |
0.6777 |
0.0287 |
4.2% |
0.0114 |
1.7% |
25% |
False |
False |
78,851 |
| 20 |
0.7064 |
0.6507 |
0.0557 |
8.1% |
0.0108 |
1.6% |
61% |
False |
False |
40,039 |
| 40 |
0.7064 |
0.6285 |
0.0779 |
11.4% |
0.0094 |
1.4% |
72% |
False |
False |
20,112 |
| 60 |
0.7064 |
0.5880 |
0.1184 |
17.3% |
0.0099 |
1.4% |
82% |
False |
False |
13,449 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0113 |
1.6% |
86% |
False |
False |
10,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7189 |
|
2.618 |
0.7079 |
|
1.618 |
0.7012 |
|
1.000 |
0.6971 |
|
0.618 |
0.6945 |
|
HIGH |
0.6904 |
|
0.618 |
0.6878 |
|
0.500 |
0.6871 |
|
0.382 |
0.6863 |
|
LOW |
0.6837 |
|
0.618 |
0.6796 |
|
1.000 |
0.6770 |
|
1.618 |
0.6729 |
|
2.618 |
0.6662 |
|
4.250 |
0.6552 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6871 |
0.6906 |
| PP |
0.6863 |
0.6886 |
| S1 |
0.6856 |
0.6867 |
|