CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7205 |
0.7286 |
0.0081 |
1.1% |
0.7367 |
| High |
0.7291 |
0.7326 |
0.0035 |
0.5% |
0.7416 |
| Low |
0.7194 |
0.7249 |
0.0055 |
0.8% |
0.7224 |
| Close |
0.7273 |
0.7269 |
-0.0004 |
-0.1% |
0.7299 |
| Range |
0.0097 |
0.0077 |
-0.0020 |
-20.6% |
0.0192 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
128,422 |
49,133 |
-79,289 |
-61.7% |
16,292 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7512 |
0.7468 |
0.7311 |
|
| R3 |
0.7435 |
0.7391 |
0.7290 |
|
| R2 |
0.7358 |
0.7358 |
0.7283 |
|
| R1 |
0.7314 |
0.7314 |
0.7276 |
0.7298 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7273 |
| S1 |
0.7237 |
0.7237 |
0.7262 |
0.7221 |
| S2 |
0.7204 |
0.7204 |
0.7255 |
|
| S3 |
0.7127 |
0.7160 |
0.7248 |
|
| S4 |
0.7050 |
0.7083 |
0.7227 |
|
|
| 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 |
0.7338 |
0.7194 |
0.0144 |
2.0% |
0.0084 |
1.2% |
52% |
False |
False |
45,816 |
| 10 |
0.7416 |
0.7194 |
0.0222 |
3.1% |
0.0080 |
1.1% |
34% |
False |
False |
23,516 |
| 20 |
0.7416 |
0.7135 |
0.0281 |
3.9% |
0.0069 |
0.9% |
48% |
False |
False |
11,871 |
| 40 |
0.7416 |
0.6966 |
0.0450 |
6.2% |
0.0067 |
0.9% |
67% |
False |
False |
6,028 |
| 60 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0067 |
0.9% |
76% |
False |
False |
4,041 |
| 80 |
0.7416 |
0.6509 |
0.0907 |
12.5% |
0.0076 |
1.0% |
84% |
False |
False |
3,046 |
| 100 |
0.7416 |
0.6258 |
0.1158 |
15.9% |
0.0072 |
1.0% |
87% |
False |
False |
2,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7528 |
|
1.618 |
0.7451 |
|
1.000 |
0.7403 |
|
0.618 |
0.7374 |
|
HIGH |
0.7326 |
|
0.618 |
0.7297 |
|
0.500 |
0.7288 |
|
0.382 |
0.7278 |
|
LOW |
0.7249 |
|
0.618 |
0.7201 |
|
1.000 |
0.7172 |
|
1.618 |
0.7124 |
|
2.618 |
0.7047 |
|
4.250 |
0.6922 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7266 |
| PP |
0.7281 |
0.7263 |
| S1 |
0.7275 |
0.7260 |
|