CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7094 |
-0.0072 |
-1.0% |
0.7230 |
| High |
0.7169 |
0.7098 |
-0.0071 |
-1.0% |
0.7237 |
| Low |
0.7057 |
0.7072 |
0.0015 |
0.2% |
0.7057 |
| Close |
0.7093 |
0.7087 |
-0.0006 |
-0.1% |
0.7087 |
| Range |
0.0112 |
0.0026 |
-0.0086 |
-76.8% |
0.0180 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
120,254 |
77,471 |
-42,783 |
-35.6% |
421,055 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7164 |
0.7151 |
0.7101 |
|
| R3 |
0.7138 |
0.7125 |
0.7094 |
|
| R2 |
0.7112 |
0.7112 |
0.7092 |
|
| R1 |
0.7099 |
0.7099 |
0.7089 |
0.7093 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7082 |
| S1 |
0.7073 |
0.7073 |
0.7085 |
0.7067 |
| S2 |
0.7060 |
0.7060 |
0.7082 |
|
| S3 |
0.7034 |
0.7047 |
0.7080 |
|
| S4 |
0.7008 |
0.7021 |
0.7073 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7557 |
0.7186 |
|
| R3 |
0.7487 |
0.7377 |
0.7137 |
|
| R2 |
0.7307 |
0.7307 |
0.7120 |
|
| R1 |
0.7197 |
0.7197 |
0.7104 |
0.7162 |
| PP |
0.7127 |
0.7127 |
0.7127 |
0.7110 |
| S1 |
0.7017 |
0.7017 |
0.7071 |
0.6982 |
| S2 |
0.6947 |
0.6947 |
0.7054 |
|
| S3 |
0.6767 |
0.6837 |
0.7038 |
|
| S4 |
0.6587 |
0.6657 |
0.6988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7237 |
0.7057 |
0.0180 |
2.5% |
0.0054 |
0.8% |
17% |
False |
False |
84,211 |
| 10 |
0.7245 |
0.7057 |
0.0188 |
2.7% |
0.0060 |
0.8% |
16% |
False |
False |
78,593 |
| 20 |
0.7326 |
0.7008 |
0.0318 |
4.5% |
0.0068 |
1.0% |
25% |
False |
False |
89,826 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0068 |
1.0% |
19% |
False |
False |
62,210 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0067 |
0.9% |
19% |
False |
False |
41,548 |
| 80 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0065 |
0.9% |
43% |
False |
False |
31,178 |
| 100 |
0.7416 |
0.6586 |
0.0830 |
11.7% |
0.0073 |
1.0% |
60% |
False |
False |
24,957 |
| 120 |
0.7416 |
0.6379 |
0.1037 |
14.6% |
0.0072 |
1.0% |
68% |
False |
False |
20,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7209 |
|
2.618 |
0.7166 |
|
1.618 |
0.7140 |
|
1.000 |
0.7124 |
|
0.618 |
0.7114 |
|
HIGH |
0.7098 |
|
0.618 |
0.7088 |
|
0.500 |
0.7085 |
|
0.382 |
0.7082 |
|
LOW |
0.7072 |
|
0.618 |
0.7056 |
|
1.000 |
0.7046 |
|
1.618 |
0.7030 |
|
2.618 |
0.7004 |
|
4.250 |
0.6962 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7086 |
0.7125 |
| PP |
0.7086 |
0.7112 |
| S1 |
0.7085 |
0.7100 |
|