CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7285 |
0.0012 |
0.2% |
0.7367 |
| High |
0.7300 |
0.7311 |
0.0011 |
0.2% |
0.7416 |
| Low |
0.7224 |
0.7214 |
-0.0010 |
-0.1% |
0.7224 |
| Close |
0.7299 |
0.7219 |
-0.0080 |
-1.1% |
0.7299 |
| Range |
0.0076 |
0.0097 |
0.0021 |
27.6% |
0.0192 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
10,423 |
39,813 |
29,390 |
282.0% |
16,292 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7476 |
0.7272 |
|
| R3 |
0.7442 |
0.7379 |
0.7246 |
|
| R2 |
0.7345 |
0.7345 |
0.7237 |
|
| R1 |
0.7282 |
0.7282 |
0.7228 |
0.7265 |
| PP |
0.7248 |
0.7248 |
0.7248 |
0.7240 |
| S1 |
0.7185 |
0.7185 |
0.7210 |
0.7168 |
| S2 |
0.7151 |
0.7151 |
0.7201 |
|
| S3 |
0.7054 |
0.7088 |
0.7192 |
|
| S4 |
0.6957 |
0.6991 |
0.7166 |
|
|
| 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 |
0.7214 |
0.0202 |
2.8% |
0.0076 |
1.0% |
2% |
False |
True |
11,011 |
| 10 |
0.7416 |
0.7153 |
0.0263 |
3.6% |
0.0072 |
1.0% |
25% |
False |
False |
5,813 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.2% |
0.0066 |
0.9% |
35% |
False |
False |
3,013 |
| 40 |
0.7416 |
0.6924 |
0.0492 |
6.8% |
0.0066 |
0.9% |
60% |
False |
False |
1,595 |
| 60 |
0.7416 |
0.6796 |
0.0620 |
8.6% |
0.0068 |
0.9% |
68% |
False |
False |
1,084 |
| 80 |
0.7416 |
0.6405 |
0.1011 |
14.0% |
0.0075 |
1.0% |
81% |
False |
False |
827 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
16.0% |
0.0072 |
1.0% |
83% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7723 |
|
2.618 |
0.7565 |
|
1.618 |
0.7468 |
|
1.000 |
0.7408 |
|
0.618 |
0.7371 |
|
HIGH |
0.7311 |
|
0.618 |
0.7274 |
|
0.500 |
0.7263 |
|
0.382 |
0.7251 |
|
LOW |
0.7214 |
|
0.618 |
0.7154 |
|
1.000 |
0.7117 |
|
1.618 |
0.7057 |
|
2.618 |
0.6960 |
|
4.250 |
0.6802 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7276 |
| PP |
0.7248 |
0.7257 |
| S1 |
0.7234 |
0.7238 |
|