CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7178 |
0.7215 |
0.0037 |
0.5% |
0.7168 |
| High |
0.7229 |
0.7266 |
0.0037 |
0.5% |
0.7190 |
| Low |
0.7174 |
0.7212 |
0.0038 |
0.5% |
0.7111 |
| Close |
0.7211 |
0.7247 |
0.0036 |
0.5% |
0.7176 |
| Range |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0079 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
159 |
232 |
73 |
45.9% |
690 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7404 |
0.7379 |
0.7277 |
|
| R3 |
0.7350 |
0.7325 |
0.7262 |
|
| R2 |
0.7296 |
0.7296 |
0.7257 |
|
| R1 |
0.7271 |
0.7271 |
0.7252 |
0.7284 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7248 |
| S1 |
0.7217 |
0.7217 |
0.7242 |
0.7230 |
| S2 |
0.7188 |
0.7188 |
0.7237 |
|
| S3 |
0.7134 |
0.7163 |
0.7232 |
|
| S4 |
0.7080 |
0.7109 |
0.7217 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7365 |
0.7219 |
|
| R3 |
0.7317 |
0.7286 |
0.7198 |
|
| R2 |
0.7238 |
0.7238 |
0.7190 |
|
| R1 |
0.7207 |
0.7207 |
0.7183 |
0.7223 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7167 |
| S1 |
0.7128 |
0.7128 |
0.7169 |
0.7144 |
| S2 |
0.7080 |
0.7080 |
0.7162 |
|
| S3 |
0.7001 |
0.7049 |
0.7154 |
|
| S4 |
0.6922 |
0.6970 |
0.7133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7266 |
0.7111 |
0.0155 |
2.1% |
0.0053 |
0.7% |
88% |
True |
False |
189 |
| 10 |
0.7266 |
0.7111 |
0.0155 |
2.1% |
0.0061 |
0.8% |
88% |
True |
False |
163 |
| 20 |
0.7266 |
0.7067 |
0.0199 |
2.7% |
0.0063 |
0.9% |
90% |
True |
False |
201 |
| 40 |
0.7266 |
0.6835 |
0.0431 |
5.9% |
0.0063 |
0.9% |
96% |
True |
False |
137 |
| 60 |
0.7266 |
0.6520 |
0.0746 |
10.3% |
0.0077 |
1.1% |
97% |
True |
False |
113 |
| 80 |
0.7266 |
0.6379 |
0.0887 |
12.2% |
0.0073 |
1.0% |
98% |
True |
False |
88 |
| 100 |
0.7266 |
0.5990 |
0.1276 |
17.6% |
0.0072 |
1.0% |
99% |
True |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7407 |
|
1.618 |
0.7353 |
|
1.000 |
0.7320 |
|
0.618 |
0.7299 |
|
HIGH |
0.7266 |
|
0.618 |
0.7245 |
|
0.500 |
0.7239 |
|
0.382 |
0.7233 |
|
LOW |
0.7212 |
|
0.618 |
0.7179 |
|
1.000 |
0.7158 |
|
1.618 |
0.7125 |
|
2.618 |
0.7071 |
|
4.250 |
0.6983 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7244 |
0.7232 |
| PP |
0.7242 |
0.7216 |
| S1 |
0.7239 |
0.7201 |
|