CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7072 |
0.7129 |
0.0057 |
0.8% |
0.7298 |
| High |
0.7140 |
0.7177 |
0.0037 |
0.5% |
0.7326 |
| Low |
0.7071 |
0.7101 |
0.0030 |
0.4% |
0.7008 |
| Close |
0.7130 |
0.7163 |
0.0033 |
0.5% |
0.7026 |
| Range |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0318 |
| ATR |
0.0072 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
83,335 |
99,764 |
16,429 |
19.7% |
563,133 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7345 |
0.7205 |
|
| R3 |
0.7299 |
0.7269 |
0.7184 |
|
| R2 |
0.7223 |
0.7223 |
0.7177 |
|
| R1 |
0.7193 |
0.7193 |
0.7170 |
0.7208 |
| PP |
0.7147 |
0.7147 |
0.7147 |
0.7155 |
| S1 |
0.7117 |
0.7117 |
0.7156 |
0.7132 |
| S2 |
0.7071 |
0.7071 |
0.7149 |
|
| S3 |
0.6995 |
0.7041 |
0.7142 |
|
| S4 |
0.6919 |
0.6965 |
0.7121 |
|
|
| 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 |
0.7177 |
0.7008 |
0.0169 |
2.4% |
0.0067 |
0.9% |
92% |
True |
False |
97,531 |
| 10 |
0.7336 |
0.7008 |
0.0328 |
4.6% |
0.0076 |
1.1% |
47% |
False |
False |
98,939 |
| 20 |
0.7383 |
0.7008 |
0.0375 |
5.2% |
0.0075 |
1.0% |
41% |
False |
False |
75,287 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
38% |
False |
False |
37,830 |
| 60 |
0.7416 |
0.6924 |
0.0492 |
6.9% |
0.0067 |
0.9% |
49% |
False |
False |
25,273 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.7% |
0.0072 |
1.0% |
59% |
False |
False |
18,975 |
| 100 |
0.7416 |
0.6405 |
0.1011 |
14.1% |
0.0075 |
1.1% |
75% |
False |
False |
15,186 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.2% |
0.0071 |
1.0% |
78% |
False |
False |
12,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7500 |
|
2.618 |
0.7376 |
|
1.618 |
0.7300 |
|
1.000 |
0.7253 |
|
0.618 |
0.7224 |
|
HIGH |
0.7177 |
|
0.618 |
0.7148 |
|
0.500 |
0.7139 |
|
0.382 |
0.7130 |
|
LOW |
0.7101 |
|
0.618 |
0.7054 |
|
1.000 |
0.7025 |
|
1.618 |
0.6978 |
|
2.618 |
0.6902 |
|
4.250 |
0.6778 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7155 |
0.7144 |
| PP |
0.7147 |
0.7124 |
| S1 |
0.7139 |
0.7105 |
|