CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7187 |
0.7164 |
-0.0023 |
-0.3% |
0.7034 |
| High |
0.7191 |
0.7194 |
0.0003 |
0.0% |
0.7211 |
| Low |
0.7133 |
0.7160 |
0.0027 |
0.4% |
0.7033 |
| Close |
0.7161 |
0.7176 |
0.0015 |
0.2% |
0.7161 |
| Range |
0.0058 |
0.0034 |
-0.0024 |
-41.4% |
0.0178 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
99,354 |
56,114 |
-43,240 |
-43.5% |
447,467 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7279 |
0.7261 |
0.7195 |
|
| R3 |
0.7245 |
0.7227 |
0.7185 |
|
| R2 |
0.7211 |
0.7211 |
0.7182 |
|
| R1 |
0.7193 |
0.7193 |
0.7179 |
0.7202 |
| PP |
0.7177 |
0.7177 |
0.7177 |
0.7181 |
| S1 |
0.7159 |
0.7159 |
0.7173 |
0.7168 |
| S2 |
0.7143 |
0.7143 |
0.7170 |
|
| S3 |
0.7109 |
0.7125 |
0.7167 |
|
| S4 |
0.7075 |
0.7091 |
0.7157 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7593 |
0.7259 |
|
| R3 |
0.7491 |
0.7415 |
0.7210 |
|
| R2 |
0.7313 |
0.7313 |
0.7194 |
|
| R1 |
0.7237 |
0.7237 |
0.7177 |
0.7275 |
| PP |
0.7135 |
0.7135 |
0.7135 |
0.7154 |
| S1 |
0.7059 |
0.7059 |
0.7145 |
0.7097 |
| S2 |
0.6957 |
0.6957 |
0.7128 |
|
| S3 |
0.6779 |
0.6881 |
0.7112 |
|
| S4 |
0.6601 |
0.6703 |
0.7063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7211 |
0.7071 |
0.0140 |
2.0% |
0.0058 |
0.8% |
75% |
False |
False |
86,135 |
| 10 |
0.7237 |
0.7008 |
0.0229 |
3.2% |
0.0067 |
0.9% |
73% |
False |
False |
96,250 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.7% |
0.0071 |
1.0% |
50% |
False |
False |
86,987 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0067 |
0.9% |
41% |
False |
False |
44,006 |
| 60 |
0.7416 |
0.6924 |
0.0492 |
6.9% |
0.0066 |
0.9% |
51% |
False |
False |
29,397 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.6% |
0.0069 |
1.0% |
61% |
False |
False |
22,064 |
| 100 |
0.7416 |
0.6405 |
0.1011 |
14.1% |
0.0074 |
1.0% |
76% |
False |
False |
17,661 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.1% |
0.0071 |
1.0% |
79% |
False |
False |
14,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7339 |
|
2.618 |
0.7283 |
|
1.618 |
0.7249 |
|
1.000 |
0.7228 |
|
0.618 |
0.7215 |
|
HIGH |
0.7194 |
|
0.618 |
0.7181 |
|
0.500 |
0.7177 |
|
0.382 |
0.7173 |
|
LOW |
0.7160 |
|
0.618 |
0.7139 |
|
1.000 |
0.7126 |
|
1.618 |
0.7105 |
|
2.618 |
0.7071 |
|
4.250 |
0.7016 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7177 |
0.7175 |
| PP |
0.7177 |
0.7173 |
| S1 |
0.7176 |
0.7172 |
|