CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7337 |
0.7273 |
-0.0064 |
-0.9% |
0.7367 |
| High |
0.7338 |
0.7300 |
-0.0038 |
-0.5% |
0.7416 |
| Low |
0.7267 |
0.7224 |
-0.0043 |
-0.6% |
0.7224 |
| Close |
0.7276 |
0.7299 |
0.0023 |
0.3% |
0.7299 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0192 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,292 |
10,423 |
9,131 |
706.7% |
16,292 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7502 |
0.7477 |
0.7341 |
|
| R3 |
0.7426 |
0.7401 |
0.7320 |
|
| R2 |
0.7350 |
0.7350 |
0.7313 |
|
| R1 |
0.7325 |
0.7325 |
0.7306 |
0.7338 |
| PP |
0.7274 |
0.7274 |
0.7274 |
0.7281 |
| S1 |
0.7249 |
0.7249 |
0.7292 |
0.7262 |
| S2 |
0.7198 |
0.7198 |
0.7285 |
|
| S3 |
0.7122 |
0.7173 |
0.7278 |
|
| S4 |
0.7046 |
0.7097 |
0.7257 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7786 |
0.7405 |
|
| R3 |
0.7697 |
0.7594 |
0.7352 |
|
| R2 |
0.7505 |
0.7505 |
0.7334 |
|
| R1 |
0.7402 |
0.7402 |
0.7317 |
0.7358 |
| PP |
0.7313 |
0.7313 |
0.7313 |
0.7291 |
| S1 |
0.7210 |
0.7210 |
0.7281 |
0.7166 |
| S2 |
0.7121 |
0.7121 |
0.7264 |
|
| S3 |
0.6929 |
0.7018 |
0.7246 |
|
| S4 |
0.6737 |
0.6826 |
0.7193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7224 |
0.0192 |
2.6% |
0.0068 |
0.9% |
39% |
False |
True |
3,258 |
| 10 |
0.7416 |
0.7153 |
0.0263 |
3.6% |
0.0068 |
0.9% |
56% |
False |
False |
1,859 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.2% |
0.0063 |
0.9% |
62% |
False |
False |
1,025 |
| 40 |
0.7416 |
0.6924 |
0.0492 |
6.7% |
0.0064 |
0.9% |
76% |
False |
False |
601 |
| 60 |
0.7416 |
0.6796 |
0.0620 |
8.5% |
0.0069 |
0.9% |
81% |
False |
False |
423 |
| 80 |
0.7416 |
0.6405 |
0.1011 |
13.9% |
0.0075 |
1.0% |
88% |
False |
False |
330 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.9% |
0.0071 |
1.0% |
90% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7499 |
|
1.618 |
0.7423 |
|
1.000 |
0.7376 |
|
0.618 |
0.7347 |
|
HIGH |
0.7300 |
|
0.618 |
0.7271 |
|
0.500 |
0.7262 |
|
0.382 |
0.7253 |
|
LOW |
0.7224 |
|
0.618 |
0.7177 |
|
1.000 |
0.7148 |
|
1.618 |
0.7101 |
|
2.618 |
0.7025 |
|
4.250 |
0.6901 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7287 |
0.7304 |
| PP |
0.7274 |
0.7302 |
| S1 |
0.7262 |
0.7301 |
|