CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7104 |
0.7142 |
0.0038 |
0.5% |
0.7034 |
| High |
0.7153 |
0.7172 |
0.0019 |
0.3% |
0.7211 |
| Low |
0.7098 |
0.7124 |
0.0026 |
0.4% |
0.7033 |
| Close |
0.7142 |
0.7166 |
0.0024 |
0.3% |
0.7161 |
| Range |
0.0055 |
0.0048 |
-0.0007 |
-12.7% |
0.0178 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
71,444 |
63,285 |
-8,159 |
-11.4% |
447,467 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7298 |
0.7280 |
0.7192 |
|
| R3 |
0.7250 |
0.7232 |
0.7179 |
|
| R2 |
0.7202 |
0.7202 |
0.7175 |
|
| R1 |
0.7184 |
0.7184 |
0.7170 |
0.7193 |
| PP |
0.7154 |
0.7154 |
0.7154 |
0.7159 |
| S1 |
0.7136 |
0.7136 |
0.7162 |
0.7145 |
| S2 |
0.7106 |
0.7106 |
0.7157 |
|
| S3 |
0.7058 |
0.7088 |
0.7153 |
|
| S4 |
0.7010 |
0.7040 |
0.7140 |
|
|
| 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 |
0.7098 |
0.0113 |
1.6% |
0.0061 |
0.9% |
60% |
False |
False |
78,498 |
| 10 |
0.7211 |
0.7008 |
0.0203 |
2.8% |
0.0063 |
0.9% |
78% |
False |
False |
84,186 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.7% |
0.0068 |
0.9% |
47% |
False |
False |
87,969 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0068 |
1.0% |
39% |
False |
False |
49,920 |
| 60 |
0.7416 |
0.6966 |
0.0450 |
6.3% |
0.0067 |
0.9% |
44% |
False |
False |
33,342 |
| 80 |
0.7416 |
0.6812 |
0.0604 |
8.4% |
0.0067 |
0.9% |
59% |
False |
False |
25,023 |
| 100 |
0.7416 |
0.6509 |
0.0907 |
12.7% |
0.0074 |
1.0% |
72% |
False |
False |
20,031 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.2% |
0.0072 |
1.0% |
78% |
False |
False |
16,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7376 |
|
2.618 |
0.7298 |
|
1.618 |
0.7250 |
|
1.000 |
0.7220 |
|
0.618 |
0.7202 |
|
HIGH |
0.7172 |
|
0.618 |
0.7154 |
|
0.500 |
0.7148 |
|
0.382 |
0.7142 |
|
LOW |
0.7124 |
|
0.618 |
0.7094 |
|
1.000 |
0.7076 |
|
1.618 |
0.7046 |
|
2.618 |
0.6998 |
|
4.250 |
0.6920 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7160 |
0.7162 |
| PP |
0.7154 |
0.7158 |
| S1 |
0.7148 |
0.7155 |
|