CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7337 |
-0.0039 |
-0.5% |
0.7163 |
| High |
0.7383 |
0.7338 |
-0.0045 |
-0.6% |
0.7369 |
| Low |
0.7303 |
0.7267 |
-0.0036 |
-0.5% |
0.7153 |
| Close |
0.7318 |
0.7276 |
-0.0042 |
-0.6% |
0.7358 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0216 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,866 |
1,292 |
-574 |
-30.8% |
2,299 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7462 |
0.7315 |
|
| R3 |
0.7436 |
0.7391 |
0.7296 |
|
| R2 |
0.7365 |
0.7365 |
0.7289 |
|
| R1 |
0.7320 |
0.7320 |
0.7283 |
0.7307 |
| PP |
0.7294 |
0.7294 |
0.7294 |
0.7287 |
| S1 |
0.7249 |
0.7249 |
0.7269 |
0.7236 |
| S2 |
0.7223 |
0.7223 |
0.7263 |
|
| S3 |
0.7152 |
0.7178 |
0.7256 |
|
| S4 |
0.7081 |
0.7107 |
0.7237 |
|
|
| 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 |
0.7257 |
0.0159 |
2.2% |
0.0076 |
1.0% |
12% |
False |
False |
1,388 |
| 10 |
0.7416 |
0.7143 |
0.0273 |
3.8% |
0.0067 |
0.9% |
49% |
False |
False |
843 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.2% |
0.0064 |
0.9% |
54% |
False |
False |
519 |
| 40 |
0.7416 |
0.6924 |
0.0492 |
6.8% |
0.0064 |
0.9% |
72% |
False |
False |
343 |
| 60 |
0.7416 |
0.6796 |
0.0620 |
8.5% |
0.0070 |
1.0% |
77% |
False |
False |
252 |
| 80 |
0.7416 |
0.6405 |
0.1011 |
13.9% |
0.0075 |
1.0% |
86% |
False |
False |
200 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.9% |
0.0071 |
1.0% |
88% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7640 |
|
2.618 |
0.7524 |
|
1.618 |
0.7453 |
|
1.000 |
0.7409 |
|
0.618 |
0.7382 |
|
HIGH |
0.7338 |
|
0.618 |
0.7311 |
|
0.500 |
0.7303 |
|
0.382 |
0.7294 |
|
LOW |
0.7267 |
|
0.618 |
0.7223 |
|
1.000 |
0.7196 |
|
1.618 |
0.7152 |
|
2.618 |
0.7081 |
|
4.250 |
0.6965 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7303 |
0.7342 |
| PP |
0.7294 |
0.7320 |
| S1 |
0.7285 |
0.7298 |
|