CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7168 |
0.7156 |
-0.0012 |
-0.2% |
0.7137 |
| High |
0.7184 |
0.7190 |
0.0006 |
0.1% |
0.7244 |
| Low |
0.7143 |
0.7138 |
-0.0005 |
-0.1% |
0.7080 |
| Close |
0.7153 |
0.7154 |
0.0001 |
0.0% |
0.7151 |
| Range |
0.0041 |
0.0052 |
0.0011 |
26.8% |
0.0164 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
45 |
89 |
44 |
97.8% |
1,516 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7317 |
0.7287 |
0.7183 |
|
| R3 |
0.7265 |
0.7235 |
0.7168 |
|
| R2 |
0.7213 |
0.7213 |
0.7164 |
|
| R1 |
0.7183 |
0.7183 |
0.7159 |
0.7172 |
| PP |
0.7161 |
0.7161 |
0.7161 |
0.7155 |
| S1 |
0.7131 |
0.7131 |
0.7149 |
0.7120 |
| S2 |
0.7109 |
0.7109 |
0.7144 |
|
| S3 |
0.7057 |
0.7079 |
0.7140 |
|
| S4 |
0.7005 |
0.7027 |
0.7125 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7650 |
0.7565 |
0.7241 |
|
| R3 |
0.7486 |
0.7401 |
0.7196 |
|
| R2 |
0.7322 |
0.7322 |
0.7181 |
|
| R1 |
0.7237 |
0.7237 |
0.7166 |
0.7280 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7180 |
| S1 |
0.7073 |
0.7073 |
0.7136 |
0.7116 |
| S2 |
0.6994 |
0.6994 |
0.7121 |
|
| S3 |
0.6830 |
0.6909 |
0.7106 |
|
| S4 |
0.6666 |
0.6745 |
0.7061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7244 |
0.7138 |
0.0106 |
1.5% |
0.0068 |
0.9% |
15% |
False |
True |
138 |
| 10 |
0.7244 |
0.7080 |
0.0164 |
2.3% |
0.0068 |
1.0% |
45% |
False |
False |
260 |
| 20 |
0.7244 |
0.6966 |
0.0278 |
3.9% |
0.0065 |
0.9% |
68% |
False |
False |
174 |
| 40 |
0.7244 |
0.6812 |
0.0432 |
6.0% |
0.0068 |
0.9% |
79% |
False |
False |
120 |
| 60 |
0.7244 |
0.6439 |
0.0805 |
11.3% |
0.0078 |
1.1% |
89% |
False |
False |
99 |
| 80 |
0.7244 |
0.6258 |
0.0986 |
13.8% |
0.0073 |
1.0% |
91% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7411 |
|
2.618 |
0.7326 |
|
1.618 |
0.7274 |
|
1.000 |
0.7242 |
|
0.618 |
0.7222 |
|
HIGH |
0.7190 |
|
0.618 |
0.7170 |
|
0.500 |
0.7164 |
|
0.382 |
0.7158 |
|
LOW |
0.7138 |
|
0.618 |
0.7106 |
|
1.000 |
0.7086 |
|
1.618 |
0.7054 |
|
2.618 |
0.7002 |
|
4.250 |
0.6917 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7164 |
0.7191 |
| PP |
0.7161 |
0.7179 |
| S1 |
0.7157 |
0.7166 |
|