CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7076 |
0.7047 |
-0.0029 |
-0.4% |
0.7298 |
| High |
0.7083 |
0.7088 |
0.0005 |
0.1% |
0.7326 |
| Low |
0.7017 |
0.7008 |
-0.0009 |
-0.1% |
0.7008 |
| Close |
0.7052 |
0.7026 |
-0.0026 |
-0.4% |
0.7026 |
| Range |
0.0066 |
0.0080 |
0.0014 |
21.2% |
0.0318 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
| Volume |
130,396 |
101,256 |
-29,140 |
-22.3% |
563,133 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7281 |
0.7233 |
0.7070 |
|
| R3 |
0.7201 |
0.7153 |
0.7048 |
|
| R2 |
0.7121 |
0.7121 |
0.7041 |
|
| R1 |
0.7073 |
0.7073 |
0.7033 |
0.7057 |
| PP |
0.7041 |
0.7041 |
0.7041 |
0.7033 |
| S1 |
0.6993 |
0.6993 |
0.7019 |
0.6977 |
| S2 |
0.6961 |
0.6961 |
0.7011 |
|
| S3 |
0.6881 |
0.6913 |
0.7004 |
|
| S4 |
0.6801 |
0.6833 |
0.6982 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8074 |
0.7868 |
0.7201 |
|
| R3 |
0.7756 |
0.7550 |
0.7113 |
|
| R2 |
0.7438 |
0.7438 |
0.7084 |
|
| R1 |
0.7232 |
0.7232 |
0.7055 |
0.7176 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7092 |
| S1 |
0.6914 |
0.6914 |
0.6997 |
0.6858 |
| S2 |
0.6802 |
0.6802 |
0.6968 |
|
| S3 |
0.6484 |
0.6596 |
0.6939 |
|
| S4 |
0.6166 |
0.6278 |
0.6851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7326 |
0.7008 |
0.0318 |
4.5% |
0.0092 |
1.3% |
6% |
False |
True |
112,626 |
| 10 |
0.7347 |
0.7008 |
0.0339 |
4.8% |
0.0076 |
1.1% |
5% |
False |
True |
94,338 |
| 20 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0077 |
1.1% |
4% |
False |
True |
62,676 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0070 |
1.0% |
4% |
False |
True |
31,467 |
| 60 |
0.7416 |
0.6905 |
0.0511 |
7.3% |
0.0067 |
0.9% |
24% |
False |
False |
21,009 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.8% |
0.0073 |
1.0% |
37% |
False |
False |
15,777 |
| 100 |
0.7416 |
0.6386 |
0.1030 |
14.7% |
0.0075 |
1.1% |
62% |
False |
False |
12,626 |
| 120 |
0.7416 |
0.6131 |
0.1285 |
18.3% |
0.0071 |
1.0% |
70% |
False |
False |
10,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7428 |
|
2.618 |
0.7297 |
|
1.618 |
0.7217 |
|
1.000 |
0.7168 |
|
0.618 |
0.7137 |
|
HIGH |
0.7088 |
|
0.618 |
0.7057 |
|
0.500 |
0.7048 |
|
0.382 |
0.7039 |
|
LOW |
0.7008 |
|
0.618 |
0.6959 |
|
1.000 |
0.6928 |
|
1.618 |
0.6879 |
|
2.618 |
0.6799 |
|
4.250 |
0.6668 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7048 |
0.7094 |
| PP |
0.7041 |
0.7071 |
| S1 |
0.7033 |
0.7049 |
|