CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6905 |
0.6915 |
0.0010 |
0.1% |
0.6823 |
| High |
0.6946 |
0.6953 |
0.0007 |
0.1% |
0.6976 |
| Low |
0.6879 |
0.6904 |
0.0025 |
0.4% |
0.6812 |
| Close |
0.6917 |
0.6920 |
0.0003 |
0.0% |
0.6866 |
| Range |
0.0067 |
0.0049 |
-0.0018 |
-26.9% |
0.0164 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
99,345 |
81,183 |
-18,162 |
-18.3% |
424,570 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7073 |
0.7045 |
0.6947 |
|
| R3 |
0.7024 |
0.6996 |
0.6933 |
|
| R2 |
0.6975 |
0.6975 |
0.6929 |
|
| R1 |
0.6947 |
0.6947 |
0.6924 |
0.6961 |
| PP |
0.6926 |
0.6926 |
0.6926 |
0.6933 |
| S1 |
0.6898 |
0.6898 |
0.6916 |
0.6912 |
| S2 |
0.6877 |
0.6877 |
0.6911 |
|
| S3 |
0.6828 |
0.6849 |
0.6907 |
|
| S4 |
0.6779 |
0.6800 |
0.6893 |
|
|
| 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 |
0.6953 |
0.6835 |
0.0118 |
1.7% |
0.0060 |
0.9% |
72% |
True |
False |
83,589 |
| 10 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0076 |
1.1% |
66% |
False |
False |
85,523 |
| 20 |
0.7064 |
0.6777 |
0.0287 |
4.1% |
0.0095 |
1.4% |
50% |
False |
False |
82,187 |
| 40 |
0.7064 |
0.6380 |
0.0684 |
9.9% |
0.0095 |
1.4% |
79% |
False |
False |
41,476 |
| 60 |
0.7064 |
0.6124 |
0.0940 |
13.6% |
0.0091 |
1.3% |
85% |
False |
False |
27,676 |
| 80 |
0.7064 |
0.5520 |
0.1544 |
22.3% |
0.0110 |
1.6% |
91% |
False |
False |
20,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7161 |
|
2.618 |
0.7081 |
|
1.618 |
0.7032 |
|
1.000 |
0.7002 |
|
0.618 |
0.6983 |
|
HIGH |
0.6953 |
|
0.618 |
0.6934 |
|
0.500 |
0.6929 |
|
0.382 |
0.6923 |
|
LOW |
0.6904 |
|
0.618 |
0.6874 |
|
1.000 |
0.6855 |
|
1.618 |
0.6825 |
|
2.618 |
0.6776 |
|
4.250 |
0.6696 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6929 |
0.6911 |
| PP |
0.6926 |
0.6903 |
| S1 |
0.6923 |
0.6894 |
|