CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7197 |
0.7241 |
0.0044 |
0.6% |
0.7178 |
| High |
0.7241 |
0.7293 |
0.0052 |
0.7% |
0.7277 |
| Low |
0.7190 |
0.7218 |
0.0028 |
0.4% |
0.7139 |
| Close |
0.7228 |
0.7262 |
0.0034 |
0.5% |
0.7163 |
| Range |
0.0051 |
0.0075 |
0.0024 |
47.1% |
0.0138 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
302 |
434 |
132 |
43.7% |
1,224 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7447 |
0.7303 |
|
| R3 |
0.7408 |
0.7372 |
0.7283 |
|
| R2 |
0.7333 |
0.7333 |
0.7276 |
|
| R1 |
0.7297 |
0.7297 |
0.7269 |
0.7315 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7267 |
| S1 |
0.7222 |
0.7222 |
0.7255 |
0.7240 |
| S2 |
0.7183 |
0.7183 |
0.7248 |
|
| S3 |
0.7108 |
0.7147 |
0.7241 |
|
| S4 |
0.7033 |
0.7072 |
0.7221 |
|
|
| 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 |
0.7293 |
0.7143 |
0.0150 |
2.1% |
0.0059 |
0.8% |
79% |
True |
False |
299 |
| 10 |
0.7293 |
0.7135 |
0.0158 |
2.2% |
0.0061 |
0.8% |
80% |
True |
False |
258 |
| 20 |
0.7293 |
0.7080 |
0.0213 |
2.9% |
0.0064 |
0.9% |
85% |
True |
False |
258 |
| 40 |
0.7293 |
0.6905 |
0.0388 |
5.3% |
0.0062 |
0.8% |
92% |
True |
False |
175 |
| 60 |
0.7293 |
0.6796 |
0.0497 |
6.8% |
0.0072 |
1.0% |
94% |
True |
False |
144 |
| 80 |
0.7293 |
0.6386 |
0.0907 |
12.5% |
0.0074 |
1.0% |
97% |
True |
False |
113 |
| 100 |
0.7293 |
0.6131 |
0.1162 |
16.0% |
0.0070 |
1.0% |
97% |
True |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7489 |
|
1.618 |
0.7414 |
|
1.000 |
0.7368 |
|
0.618 |
0.7339 |
|
HIGH |
0.7293 |
|
0.618 |
0.7264 |
|
0.500 |
0.7256 |
|
0.382 |
0.7247 |
|
LOW |
0.7218 |
|
0.618 |
0.7172 |
|
1.000 |
0.7143 |
|
1.618 |
0.7097 |
|
2.618 |
0.7022 |
|
4.250 |
0.6899 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7249 |
| PP |
0.7258 |
0.7236 |
| S1 |
0.7256 |
0.7223 |
|