CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7224 |
0.7170 |
-0.0054 |
-0.7% |
0.7285 |
| High |
0.7237 |
0.7179 |
-0.0058 |
-0.8% |
0.7347 |
| Low |
0.7156 |
0.7070 |
-0.0086 |
-1.2% |
0.7256 |
| Close |
0.7168 |
0.7078 |
-0.0090 |
-1.3% |
0.7301 |
| Range |
0.0081 |
0.0109 |
0.0028 |
34.6% |
0.0091 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
118,387 |
108,881 |
-9,506 |
-8.0% |
380,251 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7436 |
0.7366 |
0.7138 |
|
| R3 |
0.7327 |
0.7257 |
0.7108 |
|
| R2 |
0.7218 |
0.7218 |
0.7098 |
|
| R1 |
0.7148 |
0.7148 |
0.7088 |
0.7129 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7099 |
| S1 |
0.7039 |
0.7039 |
0.7068 |
0.7020 |
| S2 |
0.7000 |
0.7000 |
0.7058 |
|
| S3 |
0.6891 |
0.6930 |
0.7048 |
|
| S4 |
0.6782 |
0.6821 |
0.7018 |
|
|
| 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 |
0.7336 |
0.7070 |
0.0266 |
3.8% |
0.0086 |
1.2% |
3% |
False |
True |
100,347 |
| 10 |
0.7347 |
0.7070 |
0.0277 |
3.9% |
0.0074 |
1.0% |
3% |
False |
True |
83,627 |
| 20 |
0.7416 |
0.7070 |
0.0346 |
4.9% |
0.0076 |
1.1% |
2% |
False |
True |
51,130 |
| 40 |
0.7416 |
0.7070 |
0.0346 |
4.9% |
0.0070 |
1.0% |
2% |
False |
True |
25,687 |
| 60 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0067 |
0.9% |
42% |
False |
False |
17,150 |
| 80 |
0.7416 |
0.6777 |
0.0639 |
9.0% |
0.0074 |
1.0% |
47% |
False |
False |
12,882 |
| 100 |
0.7416 |
0.6379 |
0.1037 |
14.7% |
0.0074 |
1.1% |
67% |
False |
False |
10,309 |
| 120 |
0.7416 |
0.5990 |
0.1426 |
20.1% |
0.0071 |
1.0% |
76% |
False |
False |
8,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7642 |
|
2.618 |
0.7464 |
|
1.618 |
0.7355 |
|
1.000 |
0.7288 |
|
0.618 |
0.7246 |
|
HIGH |
0.7179 |
|
0.618 |
0.7137 |
|
0.500 |
0.7125 |
|
0.382 |
0.7112 |
|
LOW |
0.7070 |
|
0.618 |
0.7003 |
|
1.000 |
0.6961 |
|
1.618 |
0.6894 |
|
2.618 |
0.6785 |
|
4.250 |
0.6607 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7125 |
0.7198 |
| PP |
0.7109 |
0.7158 |
| S1 |
0.7094 |
0.7118 |
|