CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7034 |
0.7072 |
0.0038 |
0.5% |
0.7298 |
| High |
0.7076 |
0.7140 |
0.0064 |
0.9% |
0.7326 |
| Low |
0.7033 |
0.7071 |
0.0038 |
0.5% |
0.7008 |
| Close |
0.7070 |
0.7130 |
0.0060 |
0.8% |
0.7026 |
| Range |
0.0043 |
0.0069 |
0.0026 |
60.5% |
0.0318 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
72,905 |
83,335 |
10,430 |
14.3% |
563,133 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7321 |
0.7294 |
0.7168 |
|
| R3 |
0.7252 |
0.7225 |
0.7149 |
|
| R2 |
0.7183 |
0.7183 |
0.7143 |
|
| R1 |
0.7156 |
0.7156 |
0.7136 |
0.7170 |
| PP |
0.7114 |
0.7114 |
0.7114 |
0.7120 |
| S1 |
0.7087 |
0.7087 |
0.7124 |
0.7101 |
| S2 |
0.7045 |
0.7045 |
0.7117 |
|
| S3 |
0.6976 |
0.7018 |
0.7111 |
|
| S4 |
0.6907 |
0.6949 |
0.7092 |
|
|
| 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 |
0.7179 |
0.7008 |
0.0171 |
2.4% |
0.0073 |
1.0% |
71% |
False |
False |
99,354 |
| 10 |
0.7347 |
0.7008 |
0.0339 |
4.8% |
0.0075 |
1.1% |
36% |
False |
False |
97,638 |
| 20 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0074 |
1.0% |
30% |
False |
False |
70,382 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
30% |
False |
False |
35,349 |
| 60 |
0.7416 |
0.6924 |
0.0492 |
6.9% |
0.0067 |
0.9% |
42% |
False |
False |
23,611 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.7% |
0.0072 |
1.0% |
54% |
False |
False |
17,729 |
| 100 |
0.7416 |
0.6405 |
0.1011 |
14.2% |
0.0075 |
1.0% |
72% |
False |
False |
14,188 |
| 120 |
0.7416 |
0.6199 |
0.1217 |
17.1% |
0.0071 |
1.0% |
76% |
False |
False |
11,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7321 |
|
1.618 |
0.7252 |
|
1.000 |
0.7209 |
|
0.618 |
0.7183 |
|
HIGH |
0.7140 |
|
0.618 |
0.7114 |
|
0.500 |
0.7106 |
|
0.382 |
0.7097 |
|
LOW |
0.7071 |
|
0.618 |
0.7028 |
|
1.000 |
0.7002 |
|
1.618 |
0.6959 |
|
2.618 |
0.6890 |
|
4.250 |
0.6778 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7122 |
0.7111 |
| PP |
0.7114 |
0.7093 |
| S1 |
0.7106 |
0.7074 |
|