CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7137 |
0.7126 |
-0.0011 |
-0.2% |
0.7102 |
| High |
0.7152 |
0.7168 |
0.0016 |
0.2% |
0.7229 |
| Low |
0.7080 |
0.7110 |
0.0030 |
0.4% |
0.7097 |
| Close |
0.7122 |
0.7158 |
0.0036 |
0.5% |
0.7148 |
| Range |
0.0072 |
0.0058 |
-0.0014 |
-19.4% |
0.0132 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
456 |
502 |
46 |
10.1% |
1,097 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7319 |
0.7297 |
0.7190 |
|
| R3 |
0.7261 |
0.7239 |
0.7174 |
|
| R2 |
0.7203 |
0.7203 |
0.7169 |
|
| R1 |
0.7181 |
0.7181 |
0.7163 |
0.7192 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7151 |
| S1 |
0.7123 |
0.7123 |
0.7153 |
0.7134 |
| S2 |
0.7087 |
0.7087 |
0.7147 |
|
| S3 |
0.7029 |
0.7065 |
0.7142 |
|
| S4 |
0.6971 |
0.7007 |
0.7126 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7483 |
0.7221 |
|
| R3 |
0.7422 |
0.7351 |
0.7184 |
|
| R2 |
0.7290 |
0.7290 |
0.7172 |
|
| R1 |
0.7219 |
0.7219 |
0.7160 |
0.7255 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7176 |
| S1 |
0.7087 |
0.7087 |
0.7136 |
0.7123 |
| S2 |
0.7026 |
0.7026 |
0.7124 |
|
| S3 |
0.6894 |
0.6955 |
0.7112 |
|
| S4 |
0.6762 |
0.6823 |
0.7075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7229 |
0.7080 |
0.0149 |
2.1% |
0.0069 |
1.0% |
52% |
False |
False |
382 |
| 10 |
0.7229 |
0.7067 |
0.0162 |
2.3% |
0.0066 |
0.9% |
56% |
False |
False |
238 |
| 20 |
0.7229 |
0.6924 |
0.0305 |
4.3% |
0.0061 |
0.8% |
77% |
False |
False |
158 |
| 40 |
0.7229 |
0.6796 |
0.0433 |
6.0% |
0.0075 |
1.0% |
84% |
False |
False |
119 |
| 60 |
0.7229 |
0.6405 |
0.0824 |
11.5% |
0.0079 |
1.1% |
91% |
False |
False |
89 |
| 80 |
0.7229 |
0.6258 |
0.0971 |
13.6% |
0.0071 |
1.0% |
93% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7415 |
|
2.618 |
0.7320 |
|
1.618 |
0.7262 |
|
1.000 |
0.7226 |
|
0.618 |
0.7204 |
|
HIGH |
0.7168 |
|
0.618 |
0.7146 |
|
0.500 |
0.7139 |
|
0.382 |
0.7132 |
|
LOW |
0.7110 |
|
0.618 |
0.7074 |
|
1.000 |
0.7052 |
|
1.618 |
0.7016 |
|
2.618 |
0.6958 |
|
4.250 |
0.6864 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7152 |
0.7157 |
| PP |
0.7145 |
0.7156 |
| S1 |
0.7139 |
0.7155 |
|