CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7285 |
0.7205 |
-0.0080 |
-1.1% |
0.7367 |
| High |
0.7311 |
0.7291 |
-0.0020 |
-0.3% |
0.7416 |
| Low |
0.7214 |
0.7194 |
-0.0020 |
-0.3% |
0.7224 |
| Close |
0.7219 |
0.7273 |
0.0054 |
0.7% |
0.7299 |
| Range |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0192 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
| Volume |
39,813 |
128,422 |
88,609 |
222.6% |
16,292 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7544 |
0.7505 |
0.7326 |
|
| R3 |
0.7447 |
0.7408 |
0.7300 |
|
| R2 |
0.7350 |
0.7350 |
0.7291 |
|
| R1 |
0.7311 |
0.7311 |
0.7282 |
0.7331 |
| PP |
0.7253 |
0.7253 |
0.7253 |
0.7262 |
| S1 |
0.7214 |
0.7214 |
0.7264 |
0.7234 |
| S2 |
0.7156 |
0.7156 |
0.7255 |
|
| S3 |
0.7059 |
0.7117 |
0.7246 |
|
| S4 |
0.6962 |
0.7020 |
0.7220 |
|
|
| 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 |
0.7383 |
0.7194 |
0.0189 |
2.6% |
0.0084 |
1.2% |
42% |
False |
True |
36,363 |
| 10 |
0.7416 |
0.7190 |
0.0226 |
3.1% |
0.0077 |
1.1% |
37% |
False |
False |
18,633 |
| 20 |
0.7416 |
0.7111 |
0.0305 |
4.2% |
0.0068 |
0.9% |
53% |
False |
False |
9,430 |
| 40 |
0.7416 |
0.6966 |
0.0450 |
6.2% |
0.0067 |
0.9% |
68% |
False |
False |
4,802 |
| 60 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0068 |
0.9% |
76% |
False |
False |
3,224 |
| 80 |
0.7416 |
0.6439 |
0.0977 |
13.4% |
0.0076 |
1.0% |
85% |
False |
False |
2,432 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.9% |
0.0072 |
1.0% |
88% |
False |
False |
1,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7545 |
|
1.618 |
0.7448 |
|
1.000 |
0.7388 |
|
0.618 |
0.7351 |
|
HIGH |
0.7291 |
|
0.618 |
0.7254 |
|
0.500 |
0.7243 |
|
0.382 |
0.7231 |
|
LOW |
0.7194 |
|
0.618 |
0.7134 |
|
1.000 |
0.7097 |
|
1.618 |
0.7037 |
|
2.618 |
0.6940 |
|
4.250 |
0.6782 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7266 |
| PP |
0.7253 |
0.7259 |
| S1 |
0.7243 |
0.7253 |
|