CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6861 |
0.6821 |
-0.0040 |
-0.6% |
0.6810 |
| High |
0.6910 |
0.6921 |
0.0011 |
0.2% |
0.6976 |
| Low |
0.6831 |
0.6812 |
-0.0019 |
-0.3% |
0.6796 |
| Close |
0.6850 |
0.6918 |
0.0068 |
1.0% |
0.6850 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.0% |
0.0180 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.7% |
0.0000 |
| Volume |
36 |
99 |
63 |
175.0% |
222 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7211 |
0.7173 |
0.6978 |
|
| R3 |
0.7102 |
0.7064 |
0.6948 |
|
| R2 |
0.6993 |
0.6993 |
0.6938 |
|
| R1 |
0.6955 |
0.6955 |
0.6928 |
0.6974 |
| PP |
0.6884 |
0.6884 |
0.6884 |
0.6893 |
| S1 |
0.6846 |
0.6846 |
0.6908 |
0.6865 |
| S2 |
0.6775 |
0.6775 |
0.6898 |
|
| S3 |
0.6666 |
0.6737 |
0.6888 |
|
| S4 |
0.6557 |
0.6628 |
0.6858 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7312 |
0.6949 |
|
| R3 |
0.7234 |
0.7132 |
0.6900 |
|
| R2 |
0.7054 |
0.7054 |
0.6883 |
|
| R1 |
0.6952 |
0.6952 |
0.6867 |
0.7003 |
| PP |
0.6874 |
0.6874 |
0.6874 |
0.6900 |
| S1 |
0.6772 |
0.6772 |
0.6834 |
0.6823 |
| S2 |
0.6694 |
0.6694 |
0.6817 |
|
| S3 |
0.6514 |
0.6592 |
0.6801 |
|
| S4 |
0.6334 |
0.6412 |
0.6751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6976 |
0.6812 |
0.0164 |
2.4% |
0.0093 |
1.3% |
65% |
False |
True |
59 |
| 10 |
0.7049 |
0.6796 |
0.0253 |
3.7% |
0.0111 |
1.6% |
48% |
False |
False |
93 |
| 20 |
0.7049 |
0.6520 |
0.0529 |
7.6% |
0.0107 |
1.5% |
75% |
False |
False |
66 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.7% |
0.0083 |
1.2% |
80% |
False |
False |
39 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.3% |
0.0078 |
1.1% |
88% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7384 |
|
2.618 |
0.7206 |
|
1.618 |
0.7097 |
|
1.000 |
0.7030 |
|
0.618 |
0.6988 |
|
HIGH |
0.6921 |
|
0.618 |
0.6879 |
|
0.500 |
0.6867 |
|
0.382 |
0.6854 |
|
LOW |
0.6812 |
|
0.618 |
0.6745 |
|
1.000 |
0.6703 |
|
1.618 |
0.6636 |
|
2.618 |
0.6527 |
|
4.250 |
0.6349 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6901 |
0.6901 |
| PP |
0.6884 |
0.6884 |
| S1 |
0.6867 |
0.6867 |
|