CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7248 |
0.0033 |
0.5% |
0.7168 |
| High |
0.7266 |
0.7277 |
0.0011 |
0.2% |
0.7190 |
| Low |
0.7212 |
0.7182 |
-0.0030 |
-0.4% |
0.7111 |
| Close |
0.7247 |
0.7207 |
-0.0040 |
-0.6% |
0.7176 |
| Range |
0.0054 |
0.0095 |
0.0041 |
75.9% |
0.0079 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.6% |
0.0000 |
| Volume |
232 |
277 |
45 |
19.4% |
690 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7452 |
0.7259 |
|
| R3 |
0.7412 |
0.7357 |
0.7233 |
|
| R2 |
0.7317 |
0.7317 |
0.7224 |
|
| R1 |
0.7262 |
0.7262 |
0.7216 |
0.7242 |
| PP |
0.7222 |
0.7222 |
0.7222 |
0.7212 |
| S1 |
0.7167 |
0.7167 |
0.7198 |
0.7147 |
| S2 |
0.7127 |
0.7127 |
0.7190 |
|
| S3 |
0.7032 |
0.7072 |
0.7181 |
|
| S4 |
0.6937 |
0.6977 |
0.7155 |
|
|
| 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 |
0.7277 |
0.7135 |
0.0142 |
2.0% |
0.0059 |
0.8% |
51% |
True |
False |
184 |
| 10 |
0.7277 |
0.7111 |
0.0166 |
2.3% |
0.0061 |
0.9% |
58% |
True |
False |
176 |
| 20 |
0.7277 |
0.7067 |
0.0210 |
2.9% |
0.0064 |
0.9% |
67% |
True |
False |
211 |
| 40 |
0.7277 |
0.6835 |
0.0442 |
6.1% |
0.0062 |
0.9% |
84% |
True |
False |
140 |
| 60 |
0.7277 |
0.6568 |
0.0709 |
9.8% |
0.0076 |
1.1% |
90% |
True |
False |
118 |
| 80 |
0.7277 |
0.6379 |
0.0898 |
12.5% |
0.0074 |
1.0% |
92% |
True |
False |
91 |
| 100 |
0.7277 |
0.5990 |
0.1287 |
17.9% |
0.0071 |
1.0% |
95% |
True |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7526 |
|
1.618 |
0.7431 |
|
1.000 |
0.7372 |
|
0.618 |
0.7336 |
|
HIGH |
0.7277 |
|
0.618 |
0.7241 |
|
0.500 |
0.7230 |
|
0.382 |
0.7218 |
|
LOW |
0.7182 |
|
0.618 |
0.7123 |
|
1.000 |
0.7087 |
|
1.618 |
0.7028 |
|
2.618 |
0.6933 |
|
4.250 |
0.6778 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7230 |
0.7226 |
| PP |
0.7222 |
0.7219 |
| S1 |
0.7215 |
0.7213 |
|