CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7377 |
0.0015 |
0.2% |
0.7164 |
| High |
0.7404 |
0.7414 |
0.0010 |
0.1% |
0.7368 |
| Low |
0.7341 |
0.7359 |
0.0018 |
0.2% |
0.7150 |
| Close |
0.7389 |
0.7368 |
-0.0021 |
-0.3% |
0.7357 |
| Range |
0.0063 |
0.0055 |
-0.0008 |
-12.7% |
0.0218 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
95,778 |
113,624 |
17,846 |
18.6% |
377,888 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7512 |
0.7398 |
|
| R3 |
0.7490 |
0.7457 |
0.7383 |
|
| R2 |
0.7435 |
0.7435 |
0.7378 |
|
| R1 |
0.7402 |
0.7402 |
0.7373 |
0.7391 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7375 |
| S1 |
0.7347 |
0.7347 |
0.7363 |
0.7336 |
| S2 |
0.7325 |
0.7325 |
0.7358 |
|
| S3 |
0.7270 |
0.7292 |
0.7353 |
|
| S4 |
0.7215 |
0.7237 |
0.7338 |
|
|
| 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 |
0.7414 |
0.7188 |
0.0226 |
3.1% |
0.0072 |
1.0% |
80% |
True |
False |
93,600 |
| 10 |
0.7414 |
0.7137 |
0.0277 |
3.8% |
0.0070 |
1.0% |
83% |
True |
False |
84,859 |
| 20 |
0.7414 |
0.7109 |
0.0305 |
4.1% |
0.0066 |
0.9% |
85% |
True |
False |
83,781 |
| 40 |
0.7414 |
0.6922 |
0.0492 |
6.7% |
0.0065 |
0.9% |
91% |
True |
False |
86,806 |
| 60 |
0.7414 |
0.6777 |
0.0637 |
8.6% |
0.0075 |
1.0% |
93% |
True |
False |
88,046 |
| 80 |
0.7414 |
0.6404 |
0.1010 |
13.7% |
0.0080 |
1.1% |
95% |
True |
False |
66,456 |
| 100 |
0.7414 |
0.6255 |
0.1159 |
15.7% |
0.0079 |
1.1% |
96% |
True |
False |
53,181 |
| 120 |
0.7414 |
0.5520 |
0.1894 |
25.7% |
0.0094 |
1.3% |
98% |
True |
False |
44,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7558 |
|
1.618 |
0.7503 |
|
1.000 |
0.7469 |
|
0.618 |
0.7448 |
|
HIGH |
0.7414 |
|
0.618 |
0.7393 |
|
0.500 |
0.7387 |
|
0.382 |
0.7380 |
|
LOW |
0.7359 |
|
0.618 |
0.7325 |
|
1.000 |
0.7304 |
|
1.618 |
0.7270 |
|
2.618 |
0.7215 |
|
4.250 |
0.7125 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7357 |
| PP |
0.7380 |
0.7346 |
| S1 |
0.7374 |
0.7335 |
|