CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7304 |
0.7313 |
0.0009 |
0.1% |
0.7285 |
| High |
0.7317 |
0.7336 |
0.0019 |
0.3% |
0.7347 |
| Low |
0.7256 |
0.7284 |
0.0028 |
0.4% |
0.7256 |
| Close |
0.7306 |
0.7301 |
-0.0005 |
-0.1% |
0.7301 |
| Range |
0.0061 |
0.0052 |
-0.0009 |
-14.8% |
0.0091 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
92,180 |
78,076 |
-14,104 |
-15.3% |
380,251 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7434 |
0.7330 |
|
| R3 |
0.7411 |
0.7382 |
0.7315 |
|
| R2 |
0.7359 |
0.7359 |
0.7311 |
|
| R1 |
0.7330 |
0.7330 |
0.7306 |
0.7319 |
| PP |
0.7307 |
0.7307 |
0.7307 |
0.7301 |
| S1 |
0.7278 |
0.7278 |
0.7296 |
0.7267 |
| S2 |
0.7255 |
0.7255 |
0.7291 |
|
| S3 |
0.7203 |
0.7226 |
0.7287 |
|
| S4 |
0.7151 |
0.7174 |
0.7272 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7529 |
0.7351 |
|
| R3 |
0.7483 |
0.7438 |
0.7326 |
|
| R2 |
0.7392 |
0.7392 |
0.7318 |
|
| R1 |
0.7347 |
0.7347 |
0.7309 |
0.7370 |
| PP |
0.7301 |
0.7301 |
0.7301 |
0.7313 |
| S1 |
0.7256 |
0.7256 |
0.7293 |
0.7279 |
| S2 |
0.7210 |
0.7210 |
0.7284 |
|
| S3 |
0.7119 |
0.7165 |
0.7276 |
|
| S4 |
0.7028 |
0.7074 |
0.7251 |
|
|
| 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% |
0.0059 |
0.8% |
49% |
False |
False |
76,050 |
| 10 |
0.7347 |
0.7194 |
0.0153 |
2.1% |
0.0069 |
0.9% |
70% |
False |
False |
68,345 |
| 20 |
0.7416 |
0.7143 |
0.0273 |
3.7% |
0.0068 |
0.9% |
58% |
False |
False |
34,594 |
| 40 |
0.7416 |
0.7067 |
0.0349 |
4.8% |
0.0066 |
0.9% |
67% |
False |
False |
17,409 |
| 60 |
0.7416 |
0.6835 |
0.0581 |
8.0% |
0.0064 |
0.9% |
80% |
False |
False |
11,628 |
| 80 |
0.7416 |
0.6586 |
0.0830 |
11.4% |
0.0074 |
1.0% |
86% |
False |
False |
8,740 |
| 100 |
0.7416 |
0.6379 |
0.1037 |
14.2% |
0.0073 |
1.0% |
89% |
False |
False |
6,995 |
| 120 |
0.7416 |
0.5990 |
0.1426 |
19.5% |
0.0071 |
1.0% |
92% |
False |
False |
5,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7472 |
|
1.618 |
0.7420 |
|
1.000 |
0.7388 |
|
0.618 |
0.7368 |
|
HIGH |
0.7336 |
|
0.618 |
0.7316 |
|
0.500 |
0.7310 |
|
0.382 |
0.7304 |
|
LOW |
0.7284 |
|
0.618 |
0.7252 |
|
1.000 |
0.7232 |
|
1.618 |
0.7200 |
|
2.618 |
0.7148 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7310 |
0.7302 |
| PP |
0.7307 |
0.7301 |
| S1 |
0.7304 |
0.7301 |
|