CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7376 |
-0.0004 |
-0.1% |
0.7163 |
| High |
0.7416 |
0.7383 |
-0.0033 |
-0.4% |
0.7369 |
| Low |
0.7362 |
0.7303 |
-0.0059 |
-0.8% |
0.7153 |
| Close |
0.7370 |
0.7318 |
-0.0052 |
-0.7% |
0.7358 |
| Range |
0.0054 |
0.0080 |
0.0026 |
48.1% |
0.0216 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,663 |
1,866 |
203 |
12.2% |
2,299 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7526 |
0.7362 |
|
| R3 |
0.7495 |
0.7446 |
0.7340 |
|
| R2 |
0.7415 |
0.7415 |
0.7333 |
|
| R1 |
0.7366 |
0.7366 |
0.7325 |
0.7351 |
| PP |
0.7335 |
0.7335 |
0.7335 |
0.7327 |
| S1 |
0.7286 |
0.7286 |
0.7311 |
0.7271 |
| S2 |
0.7255 |
0.7255 |
0.7303 |
|
| S3 |
0.7175 |
0.7206 |
0.7296 |
|
| S4 |
0.7095 |
0.7126 |
0.7274 |
|
|
| 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 |
0.7218 |
0.0198 |
2.7% |
0.0076 |
1.0% |
51% |
False |
False |
1,216 |
| 10 |
0.7416 |
0.7139 |
0.0277 |
3.8% |
0.0067 |
0.9% |
65% |
False |
False |
743 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.2% |
0.0064 |
0.9% |
68% |
False |
False |
459 |
| 40 |
0.7416 |
0.6924 |
0.0492 |
6.7% |
0.0063 |
0.9% |
80% |
False |
False |
312 |
| 60 |
0.7416 |
0.6796 |
0.0620 |
8.5% |
0.0071 |
1.0% |
84% |
False |
False |
235 |
| 80 |
0.7416 |
0.6405 |
0.1011 |
13.8% |
0.0075 |
1.0% |
90% |
False |
False |
183 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.8% |
0.0071 |
1.0% |
92% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7723 |
|
2.618 |
0.7592 |
|
1.618 |
0.7512 |
|
1.000 |
0.7463 |
|
0.618 |
0.7432 |
|
HIGH |
0.7383 |
|
0.618 |
0.7352 |
|
0.500 |
0.7343 |
|
0.382 |
0.7334 |
|
LOW |
0.7303 |
|
0.618 |
0.7254 |
|
1.000 |
0.7223 |
|
1.618 |
0.7174 |
|
2.618 |
0.7094 |
|
4.250 |
0.6963 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7360 |
| PP |
0.7335 |
0.7346 |
| S1 |
0.7326 |
0.7332 |
|