CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7380 |
0.0013 |
0.2% |
0.7163 |
| High |
0.7404 |
0.7416 |
0.0012 |
0.2% |
0.7369 |
| Low |
0.7343 |
0.7362 |
0.0019 |
0.3% |
0.7153 |
| Close |
0.7390 |
0.7370 |
-0.0020 |
-0.3% |
0.7358 |
| Range |
0.0061 |
0.0054 |
-0.0007 |
-11.5% |
0.0216 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,048 |
1,663 |
615 |
58.7% |
2,299 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7511 |
0.7400 |
|
| R3 |
0.7491 |
0.7457 |
0.7385 |
|
| R2 |
0.7437 |
0.7437 |
0.7380 |
|
| R1 |
0.7403 |
0.7403 |
0.7375 |
0.7393 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7378 |
| S1 |
0.7349 |
0.7349 |
0.7365 |
0.7339 |
| S2 |
0.7329 |
0.7329 |
0.7360 |
|
| S3 |
0.7275 |
0.7295 |
0.7355 |
|
| S4 |
0.7221 |
0.7241 |
0.7340 |
|
|
| 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 |
0.7416 |
0.7190 |
0.0226 |
3.1% |
0.0071 |
1.0% |
80% |
True |
False |
903 |
| 10 |
0.7416 |
0.7139 |
0.0277 |
3.8% |
0.0068 |
0.9% |
83% |
True |
False |
584 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.1% |
0.0064 |
0.9% |
85% |
True |
False |
374 |
| 40 |
0.7416 |
0.6924 |
0.0492 |
6.7% |
0.0063 |
0.8% |
91% |
True |
False |
266 |
| 60 |
0.7416 |
0.6796 |
0.0620 |
8.4% |
0.0072 |
1.0% |
93% |
True |
False |
204 |
| 80 |
0.7416 |
0.6405 |
0.1011 |
13.7% |
0.0075 |
1.0% |
95% |
True |
False |
160 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.7% |
0.0070 |
1.0% |
96% |
True |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7646 |
|
2.618 |
0.7557 |
|
1.618 |
0.7503 |
|
1.000 |
0.7470 |
|
0.618 |
0.7449 |
|
HIGH |
0.7416 |
|
0.618 |
0.7395 |
|
0.500 |
0.7389 |
|
0.382 |
0.7383 |
|
LOW |
0.7362 |
|
0.618 |
0.7329 |
|
1.000 |
0.7308 |
|
1.618 |
0.7275 |
|
2.618 |
0.7221 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7359 |
| PP |
0.7383 |
0.7348 |
| S1 |
0.7376 |
0.7337 |
|