CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7094 |
0.7080 |
-0.0014 |
-0.2% |
0.7230 |
| High |
0.7098 |
0.7116 |
0.0018 |
0.3% |
0.7237 |
| Low |
0.7072 |
0.7059 |
-0.0013 |
-0.2% |
0.7057 |
| Close |
0.7087 |
0.7065 |
-0.0022 |
-0.3% |
0.7087 |
| Range |
0.0026 |
0.0057 |
0.0031 |
119.2% |
0.0180 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
77,471 |
80,296 |
2,825 |
3.6% |
421,055 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7251 |
0.7215 |
0.7096 |
|
| R3 |
0.7194 |
0.7158 |
0.7081 |
|
| R2 |
0.7137 |
0.7137 |
0.7075 |
|
| R1 |
0.7101 |
0.7101 |
0.7070 |
0.7091 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7075 |
| S1 |
0.7044 |
0.7044 |
0.7060 |
0.7034 |
| S2 |
0.7023 |
0.7023 |
0.7055 |
|
| S3 |
0.6966 |
0.6987 |
0.7049 |
|
| S4 |
0.6909 |
0.6930 |
0.7034 |
|
|
| 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 |
0.7212 |
0.7057 |
0.0155 |
2.2% |
0.0059 |
0.8% |
5% |
False |
False |
86,264 |
| 10 |
0.7245 |
0.7057 |
0.0188 |
2.7% |
0.0062 |
0.9% |
4% |
False |
False |
81,012 |
| 20 |
0.7245 |
0.7008 |
0.0237 |
3.4% |
0.0064 |
0.9% |
24% |
False |
False |
88,631 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0068 |
1.0% |
14% |
False |
False |
64,211 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0067 |
0.9% |
14% |
False |
False |
42,883 |
| 80 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0065 |
0.9% |
40% |
False |
False |
32,180 |
| 100 |
0.7416 |
0.6619 |
0.0797 |
11.3% |
0.0072 |
1.0% |
56% |
False |
False |
25,760 |
| 120 |
0.7416 |
0.6379 |
0.1037 |
14.7% |
0.0072 |
1.0% |
66% |
False |
False |
21,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7358 |
|
2.618 |
0.7265 |
|
1.618 |
0.7208 |
|
1.000 |
0.7173 |
|
0.618 |
0.7151 |
|
HIGH |
0.7116 |
|
0.618 |
0.7094 |
|
0.500 |
0.7088 |
|
0.382 |
0.7081 |
|
LOW |
0.7059 |
|
0.618 |
0.7024 |
|
1.000 |
0.7002 |
|
1.618 |
0.6967 |
|
2.618 |
0.6910 |
|
4.250 |
0.6817 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7088 |
0.7113 |
| PP |
0.7080 |
0.7097 |
| S1 |
0.7073 |
0.7081 |
|