CME Australian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7271 |
0.7285 |
0.0014 |
0.2% |
0.7362 |
| High |
0.7299 |
0.7310 |
0.0011 |
0.2% |
0.7414 |
| Low |
0.7222 |
0.7210 |
-0.0012 |
-0.2% |
0.7222 |
| Close |
0.7298 |
0.7216 |
-0.0082 |
-1.1% |
0.7298 |
| Range |
0.0077 |
0.0100 |
0.0023 |
29.9% |
0.0192 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
114,043 |
160,591 |
46,548 |
40.8% |
503,813 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7481 |
0.7271 |
|
| R3 |
0.7445 |
0.7381 |
0.7244 |
|
| R2 |
0.7345 |
0.7345 |
0.7234 |
|
| R1 |
0.7281 |
0.7281 |
0.7225 |
0.7263 |
| PP |
0.7245 |
0.7245 |
0.7245 |
0.7237 |
| S1 |
0.7181 |
0.7181 |
0.7207 |
0.7163 |
| S2 |
0.7145 |
0.7145 |
0.7198 |
|
| S3 |
0.7045 |
0.7081 |
0.7189 |
|
| S4 |
0.6945 |
0.6981 |
0.7161 |
|
|
| 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 |
0.7210 |
0.0204 |
2.8% |
0.0077 |
1.1% |
3% |
False |
True |
113,725 |
| 10 |
0.7414 |
0.7150 |
0.0264 |
3.7% |
0.0074 |
1.0% |
25% |
False |
False |
98,900 |
| 20 |
0.7414 |
0.7109 |
0.0305 |
4.2% |
0.0068 |
0.9% |
35% |
False |
False |
88,614 |
| 40 |
0.7414 |
0.6922 |
0.0492 |
6.8% |
0.0068 |
0.9% |
60% |
False |
False |
89,740 |
| 60 |
0.7414 |
0.6777 |
0.0637 |
8.8% |
0.0071 |
1.0% |
69% |
False |
False |
90,284 |
| 80 |
0.7414 |
0.6404 |
0.1010 |
14.0% |
0.0079 |
1.1% |
80% |
False |
False |
72,127 |
| 100 |
0.7414 |
0.6255 |
0.1159 |
16.1% |
0.0079 |
1.1% |
83% |
False |
False |
57,728 |
| 120 |
0.7414 |
0.5520 |
0.1894 |
26.2% |
0.0090 |
1.2% |
90% |
False |
False |
48,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7572 |
|
1.618 |
0.7472 |
|
1.000 |
0.7410 |
|
0.618 |
0.7372 |
|
HIGH |
0.7310 |
|
0.618 |
0.7272 |
|
0.500 |
0.7260 |
|
0.382 |
0.7248 |
|
LOW |
0.7210 |
|
0.618 |
0.7148 |
|
1.000 |
0.7110 |
|
1.618 |
0.7048 |
|
2.618 |
0.6948 |
|
4.250 |
0.6785 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7274 |
| PP |
0.7245 |
0.7255 |
| S1 |
0.7231 |
0.7235 |
|