CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7241 |
0.7259 |
0.0018 |
0.2% |
0.7163 |
High |
0.7293 |
0.7369 |
0.0076 |
1.0% |
0.7369 |
Low |
0.7218 |
0.7257 |
0.0039 |
0.5% |
0.7153 |
Close |
0.7262 |
0.7358 |
0.0096 |
1.3% |
0.7358 |
Range |
0.0075 |
0.0112 |
0.0037 |
49.3% |
0.0216 |
ATR |
0.0064 |
0.0067 |
0.0003 |
5.4% |
0.0000 |
Volume |
434 |
1,071 |
637 |
146.8% |
2,299 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7664 |
0.7623 |
0.7420 |
|
R3 |
0.7552 |
0.7511 |
0.7389 |
|
R2 |
0.7440 |
0.7440 |
0.7379 |
|
R1 |
0.7399 |
0.7399 |
0.7368 |
0.7420 |
PP |
0.7328 |
0.7328 |
0.7328 |
0.7338 |
S1 |
0.7287 |
0.7287 |
0.7348 |
0.7308 |
S2 |
0.7216 |
0.7216 |
0.7337 |
|
S3 |
0.7104 |
0.7175 |
0.7327 |
|
S4 |
0.6992 |
0.7063 |
0.7296 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7941 |
0.7866 |
0.7477 |
|
R3 |
0.7725 |
0.7650 |
0.7417 |
|
R2 |
0.7509 |
0.7509 |
0.7398 |
|
R1 |
0.7434 |
0.7434 |
0.7378 |
0.7472 |
PP |
0.7293 |
0.7293 |
0.7293 |
0.7312 |
S1 |
0.7218 |
0.7218 |
0.7338 |
0.7256 |
S2 |
0.7077 |
0.7077 |
0.7318 |
|
S3 |
0.6861 |
0.7002 |
0.7299 |
|
S4 |
0.6645 |
0.6786 |
0.7239 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7369 |
0.7153 |
0.0216 |
2.9% |
0.0067 |
0.9% |
95% |
True |
False |
459 |
10 |
0.7369 |
0.7139 |
0.0230 |
3.1% |
0.0068 |
0.9% |
95% |
True |
False |
352 |
20 |
0.7369 |
0.7080 |
0.0289 |
3.9% |
0.0065 |
0.9% |
96% |
True |
False |
286 |
40 |
0.7369 |
0.6916 |
0.0453 |
6.2% |
0.0063 |
0.9% |
98% |
True |
False |
200 |
60 |
0.7369 |
0.6796 |
0.0573 |
7.8% |
0.0072 |
1.0% |
98% |
True |
False |
162 |
80 |
0.7369 |
0.6386 |
0.0983 |
13.4% |
0.0076 |
1.0% |
99% |
True |
False |
126 |
100 |
0.7369 |
0.6131 |
0.1238 |
16.8% |
0.0071 |
1.0% |
99% |
True |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7845 |
2.618 |
0.7662 |
1.618 |
0.7550 |
1.000 |
0.7481 |
0.618 |
0.7438 |
HIGH |
0.7369 |
0.618 |
0.7326 |
0.500 |
0.7313 |
0.382 |
0.7300 |
LOW |
0.7257 |
0.618 |
0.7188 |
1.000 |
0.7145 |
1.618 |
0.7076 |
2.618 |
0.6964 |
4.250 |
0.6781 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7343 |
0.7332 |
PP |
0.7328 |
0.7306 |
S1 |
0.7313 |
0.7280 |
|