CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7303 |
0.7304 |
0.0001 |
0.0% |
0.7285 |
| High |
0.7347 |
0.7317 |
-0.0030 |
-0.4% |
0.7326 |
| Low |
0.7280 |
0.7256 |
-0.0024 |
-0.3% |
0.7194 |
| Close |
0.7298 |
0.7306 |
0.0008 |
0.1% |
0.7276 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0132 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
86,760 |
92,180 |
5,420 |
6.2% |
292,777 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7476 |
0.7452 |
0.7340 |
|
| R3 |
0.7415 |
0.7391 |
0.7323 |
|
| R2 |
0.7354 |
0.7354 |
0.7317 |
|
| R1 |
0.7330 |
0.7330 |
0.7312 |
0.7342 |
| PP |
0.7293 |
0.7293 |
0.7293 |
0.7299 |
| S1 |
0.7269 |
0.7269 |
0.7300 |
0.7281 |
| S2 |
0.7232 |
0.7232 |
0.7295 |
|
| S3 |
0.7171 |
0.7208 |
0.7289 |
|
| S4 |
0.7110 |
0.7147 |
0.7272 |
|
|
| 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 |
0.7347 |
0.7256 |
0.0091 |
1.2% |
0.0058 |
0.8% |
55% |
False |
True |
75,516 |
| 10 |
0.7347 |
0.7194 |
0.0153 |
2.1% |
0.0071 |
1.0% |
73% |
False |
False |
60,666 |
| 20 |
0.7416 |
0.7139 |
0.0277 |
3.8% |
0.0069 |
0.9% |
60% |
False |
False |
30,704 |
| 40 |
0.7416 |
0.7067 |
0.0349 |
4.8% |
0.0067 |
0.9% |
68% |
False |
False |
15,458 |
| 60 |
0.7416 |
0.6835 |
0.0581 |
8.0% |
0.0064 |
0.9% |
81% |
False |
False |
10,328 |
| 80 |
0.7416 |
0.6568 |
0.0848 |
11.6% |
0.0074 |
1.0% |
87% |
False |
False |
7,764 |
| 100 |
0.7416 |
0.6379 |
0.1037 |
14.2% |
0.0073 |
1.0% |
89% |
False |
False |
6,214 |
| 120 |
0.7416 |
0.5990 |
0.1426 |
19.5% |
0.0071 |
1.0% |
92% |
False |
False |
5,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7477 |
|
1.618 |
0.7416 |
|
1.000 |
0.7378 |
|
0.618 |
0.7355 |
|
HIGH |
0.7317 |
|
0.618 |
0.7294 |
|
0.500 |
0.7287 |
|
0.382 |
0.7279 |
|
LOW |
0.7256 |
|
0.618 |
0.7218 |
|
1.000 |
0.7195 |
|
1.618 |
0.7157 |
|
2.618 |
0.7096 |
|
4.250 |
0.6997 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7305 |
| PP |
0.7293 |
0.7303 |
| S1 |
0.7287 |
0.7302 |
|