CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7261 |
0.7362 |
0.0101 |
1.4% |
0.7164 |
| High |
0.7368 |
0.7404 |
0.0036 |
0.5% |
0.7368 |
| Low |
0.7255 |
0.7341 |
0.0086 |
1.2% |
0.7150 |
| Close |
0.7357 |
0.7389 |
0.0032 |
0.4% |
0.7357 |
| Range |
0.0113 |
0.0063 |
-0.0050 |
-44.2% |
0.0218 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
99,011 |
95,778 |
-3,233 |
-3.3% |
377,888 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7567 |
0.7541 |
0.7424 |
|
| R3 |
0.7504 |
0.7478 |
0.7406 |
|
| R2 |
0.7441 |
0.7441 |
0.7401 |
|
| R1 |
0.7415 |
0.7415 |
0.7395 |
0.7428 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7385 |
| S1 |
0.7352 |
0.7352 |
0.7383 |
0.7365 |
| S2 |
0.7315 |
0.7315 |
0.7377 |
|
| S3 |
0.7252 |
0.7289 |
0.7372 |
|
| S4 |
0.7189 |
0.7226 |
0.7354 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7869 |
0.7477 |
|
| R3 |
0.7728 |
0.7651 |
0.7417 |
|
| R2 |
0.7510 |
0.7510 |
0.7397 |
|
| R1 |
0.7433 |
0.7433 |
0.7377 |
0.7472 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7311 |
| S1 |
0.7215 |
0.7215 |
0.7337 |
0.7254 |
| S2 |
0.7074 |
0.7074 |
0.7317 |
|
| S3 |
0.6856 |
0.6997 |
0.7297 |
|
| S4 |
0.6638 |
0.6779 |
0.7237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7404 |
0.7150 |
0.0254 |
3.4% |
0.0071 |
1.0% |
94% |
True |
False |
84,076 |
| 10 |
0.7404 |
0.7137 |
0.0267 |
3.6% |
0.0070 |
0.9% |
94% |
True |
False |
81,798 |
| 20 |
0.7404 |
0.7107 |
0.0297 |
4.0% |
0.0067 |
0.9% |
95% |
True |
False |
81,914 |
| 40 |
0.7404 |
0.6922 |
0.0482 |
6.5% |
0.0066 |
0.9% |
97% |
True |
False |
86,200 |
| 60 |
0.7404 |
0.6777 |
0.0627 |
8.5% |
0.0075 |
1.0% |
98% |
True |
False |
86,368 |
| 80 |
0.7404 |
0.6404 |
0.1000 |
13.5% |
0.0080 |
1.1% |
99% |
True |
False |
65,037 |
| 100 |
0.7404 |
0.6201 |
0.1203 |
16.3% |
0.0080 |
1.1% |
99% |
True |
False |
52,046 |
| 120 |
0.7404 |
0.5520 |
0.1884 |
25.5% |
0.0096 |
1.3% |
99% |
True |
False |
43,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7569 |
|
1.618 |
0.7506 |
|
1.000 |
0.7467 |
|
0.618 |
0.7443 |
|
HIGH |
0.7404 |
|
0.618 |
0.7380 |
|
0.500 |
0.7373 |
|
0.382 |
0.7365 |
|
LOW |
0.7341 |
|
0.618 |
0.7302 |
|
1.000 |
0.7278 |
|
1.618 |
0.7239 |
|
2.618 |
0.7176 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7363 |
| PP |
0.7378 |
0.7337 |
| S1 |
0.7373 |
0.7311 |
|