CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6871 |
0.6888 |
0.0017 |
0.2% |
0.6823 |
| High |
0.6894 |
0.6897 |
0.0003 |
0.0% |
0.6976 |
| Low |
0.6849 |
0.6842 |
-0.0007 |
-0.1% |
0.6812 |
| Close |
0.6874 |
0.6866 |
-0.0008 |
-0.1% |
0.6866 |
| Range |
0.0045 |
0.0055 |
0.0010 |
22.2% |
0.0164 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
80,097 |
69,208 |
-10,889 |
-13.6% |
424,570 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7033 |
0.7005 |
0.6896 |
|
| R3 |
0.6978 |
0.6950 |
0.6881 |
|
| R2 |
0.6923 |
0.6923 |
0.6876 |
|
| R1 |
0.6895 |
0.6895 |
0.6871 |
0.6882 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6862 |
| S1 |
0.6840 |
0.6840 |
0.6861 |
0.6827 |
| S2 |
0.6813 |
0.6813 |
0.6856 |
|
| S3 |
0.6758 |
0.6785 |
0.6851 |
|
| S4 |
0.6703 |
0.6730 |
0.6836 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7377 |
0.7285 |
0.6956 |
|
| R3 |
0.7213 |
0.7121 |
0.6911 |
|
| R2 |
0.7049 |
0.7049 |
0.6896 |
|
| R1 |
0.6957 |
0.6957 |
0.6881 |
0.7003 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6908 |
| S1 |
0.6793 |
0.6793 |
0.6851 |
0.6839 |
| S2 |
0.6721 |
0.6721 |
0.6836 |
|
| S3 |
0.6557 |
0.6629 |
0.6821 |
|
| S4 |
0.6393 |
0.6465 |
0.6776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0085 |
1.2% |
33% |
False |
False |
84,914 |
| 10 |
0.6979 |
0.6777 |
0.0202 |
2.9% |
0.0095 |
1.4% |
44% |
False |
False |
95,561 |
| 20 |
0.7064 |
0.6648 |
0.0416 |
6.1% |
0.0108 |
1.6% |
52% |
False |
False |
65,189 |
| 40 |
0.7064 |
0.6374 |
0.0690 |
10.0% |
0.0095 |
1.4% |
71% |
False |
False |
32,764 |
| 60 |
0.7064 |
0.5985 |
0.1079 |
15.7% |
0.0094 |
1.4% |
82% |
False |
False |
21,872 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.5% |
0.0114 |
1.7% |
87% |
False |
False |
16,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7131 |
|
2.618 |
0.7041 |
|
1.618 |
0.6986 |
|
1.000 |
0.6952 |
|
0.618 |
0.6931 |
|
HIGH |
0.6897 |
|
0.618 |
0.6876 |
|
0.500 |
0.6870 |
|
0.382 |
0.6863 |
|
LOW |
0.6842 |
|
0.618 |
0.6808 |
|
1.000 |
0.6787 |
|
1.618 |
0.6753 |
|
2.618 |
0.6698 |
|
4.250 |
0.6608 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6870 |
0.6903 |
| PP |
0.6868 |
0.6890 |
| S1 |
0.6867 |
0.6878 |
|