CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7259 |
0.7367 |
0.0108 |
1.5% |
0.7163 |
| High |
0.7369 |
0.7404 |
0.0035 |
0.5% |
0.7369 |
| Low |
0.7257 |
0.7343 |
0.0086 |
1.2% |
0.7153 |
| Close |
0.7358 |
0.7390 |
0.0032 |
0.4% |
0.7358 |
| Range |
0.0112 |
0.0061 |
-0.0051 |
-45.5% |
0.0216 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,071 |
1,048 |
-23 |
-2.1% |
2,299 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7537 |
0.7424 |
|
| R3 |
0.7501 |
0.7476 |
0.7407 |
|
| R2 |
0.7440 |
0.7440 |
0.7401 |
|
| R1 |
0.7415 |
0.7415 |
0.7396 |
0.7428 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7385 |
| S1 |
0.7354 |
0.7354 |
0.7384 |
0.7367 |
| S2 |
0.7318 |
0.7318 |
0.7379 |
|
| S3 |
0.7257 |
0.7293 |
0.7373 |
|
| S4 |
0.7196 |
0.7232 |
0.7356 |
|
|
| 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 |
0.7404 |
0.7153 |
0.0251 |
3.4% |
0.0069 |
0.9% |
94% |
True |
False |
615 |
| 10 |
0.7404 |
0.7139 |
0.0265 |
3.6% |
0.0068 |
0.9% |
95% |
True |
False |
441 |
| 20 |
0.7404 |
0.7110 |
0.0294 |
4.0% |
0.0065 |
0.9% |
95% |
True |
False |
316 |
| 40 |
0.7404 |
0.6924 |
0.0480 |
6.5% |
0.0063 |
0.9% |
97% |
True |
False |
225 |
| 60 |
0.7404 |
0.6796 |
0.0608 |
8.2% |
0.0072 |
1.0% |
98% |
True |
False |
178 |
| 80 |
0.7404 |
0.6405 |
0.0999 |
13.5% |
0.0075 |
1.0% |
99% |
True |
False |
140 |
| 100 |
0.7404 |
0.6199 |
0.1205 |
16.3% |
0.0071 |
1.0% |
99% |
True |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7564 |
|
1.618 |
0.7503 |
|
1.000 |
0.7465 |
|
0.618 |
0.7442 |
|
HIGH |
0.7404 |
|
0.618 |
0.7381 |
|
0.500 |
0.7374 |
|
0.382 |
0.7366 |
|
LOW |
0.7343 |
|
0.618 |
0.7305 |
|
1.000 |
0.7282 |
|
1.618 |
0.7244 |
|
2.618 |
0.7183 |
|
4.250 |
0.7084 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7364 |
| PP |
0.7379 |
0.7337 |
| S1 |
0.7374 |
0.7311 |
|