CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7334 |
0.7271 |
-0.0063 |
-0.9% |
0.7362 |
| High |
0.7338 |
0.7299 |
-0.0039 |
-0.5% |
0.7414 |
| Low |
0.7266 |
0.7222 |
-0.0044 |
-0.6% |
0.7222 |
| Close |
0.7275 |
0.7298 |
0.0023 |
0.3% |
0.7298 |
| Range |
0.0072 |
0.0077 |
0.0005 |
6.9% |
0.0192 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
91,042 |
114,043 |
23,001 |
25.3% |
503,813 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7478 |
0.7340 |
|
| R3 |
0.7427 |
0.7401 |
0.7319 |
|
| R2 |
0.7350 |
0.7350 |
0.7312 |
|
| R1 |
0.7324 |
0.7324 |
0.7305 |
0.7337 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7280 |
| S1 |
0.7247 |
0.7247 |
0.7291 |
0.7260 |
| S2 |
0.7196 |
0.7196 |
0.7284 |
|
| S3 |
0.7119 |
0.7170 |
0.7277 |
|
| S4 |
0.7042 |
0.7093 |
0.7256 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7785 |
0.7404 |
|
| R3 |
0.7695 |
0.7593 |
0.7351 |
|
| R2 |
0.7503 |
0.7503 |
0.7333 |
|
| R1 |
0.7401 |
0.7401 |
0.7316 |
0.7356 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7289 |
| S1 |
0.7209 |
0.7209 |
0.7280 |
0.7164 |
| S2 |
0.7119 |
0.7119 |
0.7263 |
|
| S3 |
0.6927 |
0.7017 |
0.7245 |
|
| S4 |
0.6735 |
0.6825 |
0.7192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7414 |
0.7222 |
0.0192 |
2.6% |
0.0070 |
1.0% |
40% |
False |
True |
100,762 |
| 10 |
0.7414 |
0.7150 |
0.0264 |
3.6% |
0.0069 |
0.9% |
56% |
False |
False |
88,170 |
| 20 |
0.7414 |
0.7109 |
0.0305 |
4.2% |
0.0065 |
0.9% |
62% |
False |
False |
83,653 |
| 40 |
0.7414 |
0.6922 |
0.0492 |
6.7% |
0.0067 |
0.9% |
76% |
False |
False |
88,024 |
| 60 |
0.7414 |
0.6777 |
0.0637 |
8.7% |
0.0072 |
1.0% |
82% |
False |
False |
90,193 |
| 80 |
0.7414 |
0.6404 |
0.1010 |
13.8% |
0.0079 |
1.1% |
89% |
False |
False |
70,125 |
| 100 |
0.7414 |
0.6255 |
0.1159 |
15.9% |
0.0079 |
1.1% |
90% |
False |
False |
56,122 |
| 120 |
0.7414 |
0.5520 |
0.1894 |
26.0% |
0.0091 |
1.3% |
94% |
False |
False |
46,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7626 |
|
2.618 |
0.7501 |
|
1.618 |
0.7424 |
|
1.000 |
0.7376 |
|
0.618 |
0.7347 |
|
HIGH |
0.7299 |
|
0.618 |
0.7270 |
|
0.500 |
0.7261 |
|
0.382 |
0.7251 |
|
LOW |
0.7222 |
|
0.618 |
0.7174 |
|
1.000 |
0.7145 |
|
1.618 |
0.7097 |
|
2.618 |
0.7020 |
|
4.250 |
0.6895 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7286 |
0.7303 |
| PP |
0.7273 |
0.7301 |
| S1 |
0.7261 |
0.7300 |
|