CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.6865 |
0.6888 |
0.0023 |
0.3% |
0.6821 |
| High |
0.6892 |
0.6896 |
0.0004 |
0.1% |
0.6974 |
| Low |
0.6849 |
0.6843 |
-0.0006 |
-0.1% |
0.6812 |
| Close |
0.6874 |
0.6866 |
-0.0008 |
-0.1% |
0.6866 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.3% |
0.0162 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
105 |
24 |
-81 |
-77.1% |
464 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7027 |
0.7000 |
0.6895 |
|
| R3 |
0.6974 |
0.6947 |
0.6881 |
|
| R2 |
0.6921 |
0.6921 |
0.6876 |
|
| R1 |
0.6894 |
0.6894 |
0.6871 |
0.6881 |
| PP |
0.6868 |
0.6868 |
0.6868 |
0.6862 |
| S1 |
0.6841 |
0.6841 |
0.6861 |
0.6828 |
| S2 |
0.6815 |
0.6815 |
0.6856 |
|
| S3 |
0.6762 |
0.6788 |
0.6851 |
|
| S4 |
0.6709 |
0.6735 |
0.6837 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7370 |
0.7280 |
0.6955 |
|
| R3 |
0.7208 |
0.7118 |
0.6911 |
|
| R2 |
0.7046 |
0.7046 |
0.6896 |
|
| R1 |
0.6956 |
0.6956 |
0.6881 |
0.7001 |
| PP |
0.6884 |
0.6884 |
0.6884 |
0.6907 |
| S1 |
0.6794 |
0.6794 |
0.6851 |
0.6839 |
| S2 |
0.6722 |
0.6722 |
0.6836 |
|
| S3 |
0.6560 |
0.6632 |
0.6821 |
|
| S4 |
0.6398 |
0.6470 |
0.6777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6974 |
0.6812 |
0.0162 |
2.4% |
0.0083 |
1.2% |
33% |
False |
False |
92 |
| 10 |
0.6976 |
0.6796 |
0.0180 |
2.6% |
0.0090 |
1.3% |
39% |
False |
False |
68 |
| 20 |
0.7049 |
0.6654 |
0.0395 |
5.8% |
0.0102 |
1.5% |
54% |
False |
False |
78 |
| 40 |
0.7049 |
0.6379 |
0.0670 |
9.8% |
0.0085 |
1.2% |
73% |
False |
False |
48 |
| 60 |
0.7049 |
0.5990 |
0.1059 |
15.4% |
0.0076 |
1.1% |
83% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7121 |
|
2.618 |
0.7035 |
|
1.618 |
0.6982 |
|
1.000 |
0.6949 |
|
0.618 |
0.6929 |
|
HIGH |
0.6896 |
|
0.618 |
0.6876 |
|
0.500 |
0.6870 |
|
0.382 |
0.6863 |
|
LOW |
0.6843 |
|
0.618 |
0.6810 |
|
1.000 |
0.6790 |
|
1.618 |
0.6757 |
|
2.618 |
0.6704 |
|
4.250 |
0.6618 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.6870 |
0.6903 |
| PP |
0.6868 |
0.6890 |
| S1 |
0.6867 |
0.6878 |
|