CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7224 |
-0.0074 |
-1.0% |
0.7285 |
| High |
0.7326 |
0.7237 |
-0.0089 |
-1.2% |
0.7347 |
| Low |
0.7200 |
0.7156 |
-0.0044 |
-0.6% |
0.7256 |
| Close |
0.7209 |
0.7168 |
-0.0041 |
-0.6% |
0.7301 |
| Range |
0.0126 |
0.0081 |
-0.0045 |
-35.7% |
0.0091 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
104,213 |
118,387 |
14,174 |
13.6% |
380,251 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7430 |
0.7380 |
0.7213 |
|
| R3 |
0.7349 |
0.7299 |
0.7190 |
|
| R2 |
0.7268 |
0.7268 |
0.7183 |
|
| R1 |
0.7218 |
0.7218 |
0.7175 |
0.7203 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7179 |
| S1 |
0.7137 |
0.7137 |
0.7161 |
0.7122 |
| S2 |
0.7106 |
0.7106 |
0.7153 |
|
| S3 |
0.7025 |
0.7056 |
0.7146 |
|
| S4 |
0.6944 |
0.6975 |
0.7123 |
|
|
| 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 |
0.7156 |
0.0191 |
2.7% |
0.0077 |
1.1% |
6% |
False |
True |
95,923 |
| 10 |
0.7347 |
0.7156 |
0.0191 |
2.7% |
0.0073 |
1.0% |
6% |
False |
True |
85,581 |
| 20 |
0.7416 |
0.7153 |
0.0263 |
3.7% |
0.0072 |
1.0% |
6% |
False |
False |
45,697 |
| 40 |
0.7416 |
0.7080 |
0.0336 |
4.7% |
0.0069 |
1.0% |
26% |
False |
False |
22,967 |
| 60 |
0.7416 |
0.6835 |
0.0581 |
8.1% |
0.0065 |
0.9% |
57% |
False |
False |
15,336 |
| 80 |
0.7416 |
0.6654 |
0.0762 |
10.6% |
0.0075 |
1.0% |
67% |
False |
False |
11,521 |
| 100 |
0.7416 |
0.6379 |
0.1037 |
14.5% |
0.0073 |
1.0% |
76% |
False |
False |
9,221 |
| 120 |
0.7416 |
0.5990 |
0.1426 |
19.9% |
0.0071 |
1.0% |
83% |
False |
False |
7,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7449 |
|
1.618 |
0.7368 |
|
1.000 |
0.7318 |
|
0.618 |
0.7287 |
|
HIGH |
0.7237 |
|
0.618 |
0.7206 |
|
0.500 |
0.7197 |
|
0.382 |
0.7187 |
|
LOW |
0.7156 |
|
0.618 |
0.7106 |
|
1.000 |
0.7075 |
|
1.618 |
0.7025 |
|
2.618 |
0.6944 |
|
4.250 |
0.6812 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7197 |
0.7246 |
| PP |
0.7187 |
0.7220 |
| S1 |
0.7178 |
0.7194 |
|