CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7197 |
0.0031 |
0.4% |
0.7178 |
| High |
0.7199 |
0.7241 |
0.0042 |
0.6% |
0.7277 |
| Low |
0.7153 |
0.7190 |
0.0037 |
0.5% |
0.7139 |
| Close |
0.7197 |
0.7228 |
0.0031 |
0.4% |
0.7163 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0138 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
224 |
302 |
78 |
34.8% |
1,224 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7373 |
0.7351 |
0.7256 |
|
| R3 |
0.7322 |
0.7300 |
0.7242 |
|
| R2 |
0.7271 |
0.7271 |
0.7237 |
|
| R1 |
0.7249 |
0.7249 |
0.7233 |
0.7260 |
| PP |
0.7220 |
0.7220 |
0.7220 |
0.7225 |
| S1 |
0.7198 |
0.7198 |
0.7223 |
0.7209 |
| S2 |
0.7169 |
0.7169 |
0.7219 |
|
| S3 |
0.7118 |
0.7147 |
0.7214 |
|
| S4 |
0.7067 |
0.7096 |
0.7200 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7523 |
0.7239 |
|
| R3 |
0.7469 |
0.7385 |
0.7201 |
|
| R2 |
0.7331 |
0.7331 |
0.7188 |
|
| R1 |
0.7247 |
0.7247 |
0.7176 |
0.7220 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7180 |
| S1 |
0.7109 |
0.7109 |
0.7150 |
0.7082 |
| S2 |
0.7055 |
0.7055 |
0.7138 |
|
| S3 |
0.6917 |
0.6971 |
0.7125 |
|
| S4 |
0.6779 |
0.6833 |
0.7087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7241 |
0.7139 |
0.0102 |
1.4% |
0.0057 |
0.8% |
87% |
True |
False |
270 |
| 10 |
0.7277 |
0.7135 |
0.0142 |
2.0% |
0.0058 |
0.8% |
65% |
False |
False |
227 |
| 20 |
0.7277 |
0.7080 |
0.0197 |
2.7% |
0.0064 |
0.9% |
75% |
False |
False |
253 |
| 40 |
0.7277 |
0.6880 |
0.0397 |
5.5% |
0.0061 |
0.8% |
88% |
False |
False |
166 |
| 60 |
0.7277 |
0.6796 |
0.0481 |
6.7% |
0.0073 |
1.0% |
90% |
False |
False |
138 |
| 80 |
0.7277 |
0.6386 |
0.0891 |
12.3% |
0.0074 |
1.0% |
95% |
False |
False |
108 |
| 100 |
0.7277 |
0.6092 |
0.1185 |
16.4% |
0.0070 |
1.0% |
96% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7458 |
|
2.618 |
0.7375 |
|
1.618 |
0.7324 |
|
1.000 |
0.7292 |
|
0.618 |
0.7273 |
|
HIGH |
0.7241 |
|
0.618 |
0.7222 |
|
0.500 |
0.7216 |
|
0.382 |
0.7209 |
|
LOW |
0.7190 |
|
0.618 |
0.7158 |
|
1.000 |
0.7139 |
|
1.618 |
0.7107 |
|
2.618 |
0.7056 |
|
4.250 |
0.6973 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7218 |
| PP |
0.7220 |
0.7207 |
| S1 |
0.7216 |
0.7197 |
|