CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7098 |
0.7148 |
0.0050 |
0.7% |
0.6992 |
| High |
0.7151 |
0.7178 |
0.0027 |
0.4% |
0.7185 |
| Low |
0.7089 |
0.7115 |
0.0026 |
0.4% |
0.6973 |
| Close |
0.7143 |
0.7163 |
0.0020 |
0.3% |
0.7098 |
| Range |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0212 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
67,471 |
81,173 |
13,702 |
20.3% |
487,813 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7341 |
0.7315 |
0.7198 |
|
| R3 |
0.7278 |
0.7252 |
0.7180 |
|
| R2 |
0.7215 |
0.7215 |
0.7175 |
|
| R1 |
0.7189 |
0.7189 |
0.7169 |
0.7202 |
| PP |
0.7152 |
0.7152 |
0.7152 |
0.7159 |
| S1 |
0.7126 |
0.7126 |
0.7157 |
0.7139 |
| S2 |
0.7089 |
0.7089 |
0.7151 |
|
| S3 |
0.7026 |
0.7063 |
0.7146 |
|
| S4 |
0.6963 |
0.7000 |
0.7128 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7622 |
0.7215 |
|
| R3 |
0.7509 |
0.7410 |
0.7156 |
|
| R2 |
0.7297 |
0.7297 |
0.7137 |
|
| R1 |
0.7198 |
0.7198 |
0.7117 |
0.7248 |
| PP |
0.7085 |
0.7085 |
0.7085 |
0.7110 |
| S1 |
0.6986 |
0.6986 |
0.7079 |
0.7036 |
| S2 |
0.6873 |
0.6873 |
0.7059 |
|
| S3 |
0.6661 |
0.6774 |
0.7040 |
|
| S4 |
0.6449 |
0.6562 |
0.6981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7185 |
0.7065 |
0.0120 |
1.7% |
0.0066 |
0.9% |
82% |
False |
False |
91,746 |
| 10 |
0.7185 |
0.6964 |
0.0221 |
3.1% |
0.0065 |
0.9% |
90% |
False |
False |
88,634 |
| 20 |
0.7185 |
0.6835 |
0.0350 |
4.9% |
0.0064 |
0.9% |
94% |
False |
False |
90,311 |
| 40 |
0.7185 |
0.6776 |
0.0409 |
5.7% |
0.0083 |
1.2% |
95% |
False |
False |
79,492 |
| 60 |
0.7185 |
0.6374 |
0.0811 |
11.3% |
0.0084 |
1.2% |
97% |
False |
False |
53,132 |
| 80 |
0.7185 |
0.5985 |
0.1200 |
16.8% |
0.0085 |
1.2% |
98% |
False |
False |
39,870 |
| 100 |
0.7185 |
0.5520 |
0.1665 |
23.2% |
0.0104 |
1.4% |
99% |
False |
False |
31,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7446 |
|
2.618 |
0.7343 |
|
1.618 |
0.7280 |
|
1.000 |
0.7241 |
|
0.618 |
0.7217 |
|
HIGH |
0.7178 |
|
0.618 |
0.7154 |
|
0.500 |
0.7147 |
|
0.382 |
0.7139 |
|
LOW |
0.7115 |
|
0.618 |
0.7076 |
|
1.000 |
0.7052 |
|
1.618 |
0.7013 |
|
2.618 |
0.6950 |
|
4.250 |
0.6847 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7158 |
0.7149 |
| PP |
0.7152 |
0.7135 |
| S1 |
0.7147 |
0.7122 |
|