CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7248 |
0.7192 |
-0.0056 |
-0.8% |
0.7168 |
| High |
0.7277 |
0.7203 |
-0.0074 |
-1.0% |
0.7190 |
| Low |
0.7182 |
0.7139 |
-0.0043 |
-0.6% |
0.7111 |
| Close |
0.7207 |
0.7196 |
-0.0011 |
-0.2% |
0.7176 |
| Range |
0.0095 |
0.0064 |
-0.0031 |
-32.6% |
0.0079 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
277 |
286 |
9 |
3.2% |
690 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7371 |
0.7348 |
0.7231 |
|
| R3 |
0.7307 |
0.7284 |
0.7214 |
|
| R2 |
0.7243 |
0.7243 |
0.7208 |
|
| R1 |
0.7220 |
0.7220 |
0.7202 |
0.7232 |
| PP |
0.7179 |
0.7179 |
0.7179 |
0.7185 |
| S1 |
0.7156 |
0.7156 |
0.7190 |
0.7168 |
| S2 |
0.7115 |
0.7115 |
0.7184 |
|
| S3 |
0.7051 |
0.7092 |
0.7178 |
|
| S4 |
0.6987 |
0.7028 |
0.7161 |
|
|
| 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% |
0.0062 |
0.9% |
43% |
False |
False |
217 |
| 10 |
0.7277 |
0.7111 |
0.0166 |
2.3% |
0.0062 |
0.9% |
51% |
False |
False |
195 |
| 20 |
0.7277 |
0.7067 |
0.0210 |
2.9% |
0.0064 |
0.9% |
61% |
False |
False |
223 |
| 40 |
0.7277 |
0.6835 |
0.0442 |
6.1% |
0.0061 |
0.9% |
82% |
False |
False |
145 |
| 60 |
0.7277 |
0.6586 |
0.0691 |
9.6% |
0.0076 |
1.1% |
88% |
False |
False |
122 |
| 80 |
0.7277 |
0.6379 |
0.0898 |
12.5% |
0.0074 |
1.0% |
91% |
False |
False |
95 |
| 100 |
0.7277 |
0.5990 |
0.1287 |
17.9% |
0.0072 |
1.0% |
94% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7371 |
|
1.618 |
0.7307 |
|
1.000 |
0.7267 |
|
0.618 |
0.7243 |
|
HIGH |
0.7203 |
|
0.618 |
0.7179 |
|
0.500 |
0.7171 |
|
0.382 |
0.7163 |
|
LOW |
0.7139 |
|
0.618 |
0.7099 |
|
1.000 |
0.7075 |
|
1.618 |
0.7035 |
|
2.618 |
0.6971 |
|
4.250 |
0.6867 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7188 |
0.7208 |
| PP |
0.7179 |
0.7204 |
| S1 |
0.7171 |
0.7200 |
|