CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7298 |
-0.0015 |
-0.2% |
0.7285 |
| High |
0.7336 |
0.7326 |
-0.0010 |
-0.1% |
0.7347 |
| Low |
0.7284 |
0.7200 |
-0.0084 |
-1.2% |
0.7256 |
| Close |
0.7301 |
0.7209 |
-0.0092 |
-1.3% |
0.7301 |
| Range |
0.0052 |
0.0126 |
0.0074 |
142.3% |
0.0091 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
6.3% |
0.0000 |
| Volume |
78,076 |
104,213 |
26,137 |
33.5% |
380,251 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7623 |
0.7542 |
0.7278 |
|
| R3 |
0.7497 |
0.7416 |
0.7244 |
|
| R2 |
0.7371 |
0.7371 |
0.7232 |
|
| R1 |
0.7290 |
0.7290 |
0.7221 |
0.7268 |
| PP |
0.7245 |
0.7245 |
0.7245 |
0.7234 |
| S1 |
0.7164 |
0.7164 |
0.7197 |
0.7142 |
| S2 |
0.7119 |
0.7119 |
0.7186 |
|
| S3 |
0.6993 |
0.7038 |
0.7174 |
|
| S4 |
0.6867 |
0.6912 |
0.7140 |
|
|
| 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 |
0.7200 |
0.0147 |
2.0% |
0.0076 |
1.1% |
6% |
False |
True |
86,320 |
| 10 |
0.7347 |
0.7194 |
0.0153 |
2.1% |
0.0074 |
1.0% |
10% |
False |
False |
77,724 |
| 20 |
0.7416 |
0.7153 |
0.0263 |
3.6% |
0.0071 |
1.0% |
21% |
False |
False |
39,791 |
| 40 |
0.7416 |
0.7080 |
0.0336 |
4.7% |
0.0068 |
0.9% |
38% |
False |
False |
20,008 |
| 60 |
0.7416 |
0.6835 |
0.0581 |
8.1% |
0.0065 |
0.9% |
64% |
False |
False |
13,363 |
| 80 |
0.7416 |
0.6619 |
0.0797 |
11.1% |
0.0074 |
1.0% |
74% |
False |
False |
10,043 |
| 100 |
0.7416 |
0.6379 |
0.1037 |
14.4% |
0.0073 |
1.0% |
80% |
False |
False |
8,037 |
| 120 |
0.7416 |
0.5990 |
0.1426 |
19.8% |
0.0071 |
1.0% |
85% |
False |
False |
6,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7656 |
|
1.618 |
0.7530 |
|
1.000 |
0.7452 |
|
0.618 |
0.7404 |
|
HIGH |
0.7326 |
|
0.618 |
0.7278 |
|
0.500 |
0.7263 |
|
0.382 |
0.7248 |
|
LOW |
0.7200 |
|
0.618 |
0.7122 |
|
1.000 |
0.7074 |
|
1.618 |
0.6996 |
|
2.618 |
0.6870 |
|
4.250 |
0.6665 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7263 |
0.7268 |
| PP |
0.7245 |
0.7248 |
| S1 |
0.7227 |
0.7229 |
|