CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7286 |
0.7258 |
-0.0028 |
-0.4% |
0.7285 |
| High |
0.7326 |
0.7308 |
-0.0018 |
-0.2% |
0.7326 |
| Low |
0.7249 |
0.7258 |
0.0009 |
0.1% |
0.7194 |
| Close |
0.7269 |
0.7276 |
0.0007 |
0.1% |
0.7276 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-35.1% |
0.0132 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
49,133 |
75,409 |
26,276 |
53.5% |
292,777 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7431 |
0.7403 |
0.7304 |
|
| R3 |
0.7381 |
0.7353 |
0.7290 |
|
| R2 |
0.7331 |
0.7331 |
0.7285 |
|
| R1 |
0.7303 |
0.7303 |
0.7281 |
0.7317 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7288 |
| S1 |
0.7253 |
0.7253 |
0.7271 |
0.7267 |
| S2 |
0.7231 |
0.7231 |
0.7267 |
|
| S3 |
0.7181 |
0.7203 |
0.7262 |
|
| S4 |
0.7131 |
0.7153 |
0.7249 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7601 |
0.7349 |
|
| R3 |
0.7529 |
0.7469 |
0.7312 |
|
| R2 |
0.7397 |
0.7397 |
0.7300 |
|
| R1 |
0.7337 |
0.7337 |
0.7288 |
0.7301 |
| PP |
0.7265 |
0.7265 |
0.7265 |
0.7248 |
| S1 |
0.7205 |
0.7205 |
0.7264 |
0.7169 |
| S2 |
0.7133 |
0.7133 |
0.7252 |
|
| S3 |
0.7001 |
0.7073 |
0.7240 |
|
| S4 |
0.6869 |
0.6941 |
0.7203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7326 |
0.7194 |
0.0132 |
1.8% |
0.0079 |
1.1% |
62% |
False |
False |
60,640 |
| 10 |
0.7416 |
0.7194 |
0.0222 |
3.1% |
0.0078 |
1.1% |
37% |
False |
False |
31,014 |
| 20 |
0.7416 |
0.7135 |
0.0281 |
3.9% |
0.0069 |
0.9% |
50% |
False |
False |
15,636 |
| 40 |
0.7416 |
0.6976 |
0.0440 |
6.0% |
0.0067 |
0.9% |
68% |
False |
False |
7,911 |
| 60 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0066 |
0.9% |
77% |
False |
False |
5,297 |
| 80 |
0.7416 |
0.6509 |
0.0907 |
12.5% |
0.0076 |
1.0% |
85% |
False |
False |
3,988 |
| 100 |
0.7416 |
0.6284 |
0.1132 |
15.6% |
0.0073 |
1.0% |
88% |
False |
False |
3,192 |
| 120 |
0.7416 |
0.5894 |
0.1522 |
20.9% |
0.0073 |
1.0% |
91% |
False |
False |
2,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7439 |
|
1.618 |
0.7389 |
|
1.000 |
0.7358 |
|
0.618 |
0.7339 |
|
HIGH |
0.7308 |
|
0.618 |
0.7289 |
|
0.500 |
0.7283 |
|
0.382 |
0.7277 |
|
LOW |
0.7258 |
|
0.618 |
0.7227 |
|
1.000 |
0.7208 |
|
1.618 |
0.7177 |
|
2.618 |
0.7127 |
|
4.250 |
0.7046 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7271 |
| PP |
0.7281 |
0.7265 |
| S1 |
0.7278 |
0.7260 |
|