CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7156 |
0.7145 |
-0.0011 |
-0.2% |
0.7137 |
| High |
0.7190 |
0.7177 |
-0.0013 |
-0.2% |
0.7244 |
| Low |
0.7138 |
0.7111 |
-0.0027 |
-0.4% |
0.7080 |
| Close |
0.7154 |
0.7164 |
0.0010 |
0.1% |
0.7151 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0164 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
89 |
303 |
214 |
240.4% |
1,516 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7349 |
0.7322 |
0.7200 |
|
| R3 |
0.7283 |
0.7256 |
0.7182 |
|
| R2 |
0.7217 |
0.7217 |
0.7176 |
|
| R1 |
0.7190 |
0.7190 |
0.7170 |
0.7204 |
| PP |
0.7151 |
0.7151 |
0.7151 |
0.7157 |
| S1 |
0.7124 |
0.7124 |
0.7158 |
0.7138 |
| S2 |
0.7085 |
0.7085 |
0.7152 |
|
| S3 |
0.7019 |
0.7058 |
0.7146 |
|
| S4 |
0.6953 |
0.6992 |
0.7128 |
|
|
| 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 |
0.7111 |
0.0133 |
1.9% |
0.0064 |
0.9% |
40% |
False |
True |
168 |
| 10 |
0.7244 |
0.7080 |
0.0164 |
2.3% |
0.0070 |
1.0% |
51% |
False |
False |
279 |
| 20 |
0.7244 |
0.6966 |
0.0278 |
3.9% |
0.0065 |
0.9% |
71% |
False |
False |
185 |
| 40 |
0.7244 |
0.6812 |
0.0432 |
6.0% |
0.0066 |
0.9% |
81% |
False |
False |
126 |
| 60 |
0.7244 |
0.6509 |
0.0735 |
10.3% |
0.0078 |
1.1% |
89% |
False |
False |
104 |
| 80 |
0.7244 |
0.6258 |
0.0986 |
13.8% |
0.0073 |
1.0% |
92% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7458 |
|
2.618 |
0.7350 |
|
1.618 |
0.7284 |
|
1.000 |
0.7243 |
|
0.618 |
0.7218 |
|
HIGH |
0.7177 |
|
0.618 |
0.7152 |
|
0.500 |
0.7144 |
|
0.382 |
0.7136 |
|
LOW |
0.7111 |
|
0.618 |
0.7070 |
|
1.000 |
0.7045 |
|
1.618 |
0.7004 |
|
2.618 |
0.6938 |
|
4.250 |
0.6831 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7157 |
0.7160 |
| PP |
0.7151 |
0.7155 |
| S1 |
0.7144 |
0.7151 |
|