CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7168 |
0.0026 |
0.4% |
0.7164 |
| High |
0.7172 |
0.7245 |
0.0073 |
1.0% |
0.7245 |
| Low |
0.7124 |
0.7168 |
0.0044 |
0.6% |
0.7098 |
| Close |
0.7166 |
0.7234 |
0.0068 |
0.9% |
0.7234 |
| Range |
0.0048 |
0.0077 |
0.0029 |
60.4% |
0.0147 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63,285 |
71,746 |
8,461 |
13.4% |
364,884 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7417 |
0.7276 |
|
| R3 |
0.7370 |
0.7340 |
0.7255 |
|
| R2 |
0.7293 |
0.7293 |
0.7248 |
|
| R1 |
0.7263 |
0.7263 |
0.7241 |
0.7278 |
| PP |
0.7216 |
0.7216 |
0.7216 |
0.7223 |
| S1 |
0.7186 |
0.7186 |
0.7227 |
0.7201 |
| S2 |
0.7139 |
0.7139 |
0.7220 |
|
| S3 |
0.7062 |
0.7109 |
0.7213 |
|
| S4 |
0.6985 |
0.7032 |
0.7192 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7581 |
0.7315 |
|
| R3 |
0.7486 |
0.7434 |
0.7274 |
|
| R2 |
0.7339 |
0.7339 |
0.7261 |
|
| R1 |
0.7287 |
0.7287 |
0.7247 |
0.7313 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7206 |
| S1 |
0.7140 |
0.7140 |
0.7221 |
0.7166 |
| S2 |
0.7045 |
0.7045 |
0.7207 |
|
| S3 |
0.6898 |
0.6993 |
0.7194 |
|
| S4 |
0.6751 |
0.6846 |
0.7153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7245 |
0.7098 |
0.0147 |
2.0% |
0.0065 |
0.9% |
93% |
True |
False |
72,976 |
| 10 |
0.7245 |
0.7033 |
0.0212 |
2.9% |
0.0062 |
0.9% |
95% |
True |
False |
81,235 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.7% |
0.0069 |
1.0% |
67% |
False |
False |
87,786 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.6% |
0.0069 |
1.0% |
55% |
False |
False |
51,711 |
| 60 |
0.7416 |
0.6976 |
0.0440 |
6.1% |
0.0068 |
0.9% |
59% |
False |
False |
34,536 |
| 80 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0067 |
0.9% |
70% |
False |
False |
25,919 |
| 100 |
0.7416 |
0.6509 |
0.0907 |
12.5% |
0.0074 |
1.0% |
80% |
False |
False |
20,748 |
| 120 |
0.7416 |
0.6284 |
0.1132 |
15.6% |
0.0072 |
1.0% |
84% |
False |
False |
17,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7572 |
|
2.618 |
0.7447 |
|
1.618 |
0.7370 |
|
1.000 |
0.7322 |
|
0.618 |
0.7293 |
|
HIGH |
0.7245 |
|
0.618 |
0.7216 |
|
0.500 |
0.7207 |
|
0.382 |
0.7197 |
|
LOW |
0.7168 |
|
0.618 |
0.7120 |
|
1.000 |
0.7091 |
|
1.618 |
0.7043 |
|
2.618 |
0.6966 |
|
4.250 |
0.6841 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7225 |
0.7213 |
| PP |
0.7216 |
0.7192 |
| S1 |
0.7207 |
0.7172 |
|