CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7065 |
-0.0015 |
-0.2% |
0.7230 |
| High |
0.7116 |
0.7074 |
-0.0042 |
-0.6% |
0.7237 |
| Low |
0.7059 |
0.7022 |
-0.0037 |
-0.5% |
0.7057 |
| Close |
0.7065 |
0.7066 |
0.0001 |
0.0% |
0.7087 |
| Range |
0.0057 |
0.0052 |
-0.0005 |
-8.8% |
0.0180 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,296 |
84,504 |
4,208 |
5.2% |
421,055 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7210 |
0.7190 |
0.7095 |
|
| R3 |
0.7158 |
0.7138 |
0.7080 |
|
| R2 |
0.7106 |
0.7106 |
0.7076 |
|
| R1 |
0.7086 |
0.7086 |
0.7071 |
0.7096 |
| PP |
0.7054 |
0.7054 |
0.7054 |
0.7059 |
| S1 |
0.7034 |
0.7034 |
0.7061 |
0.7044 |
| S2 |
0.7002 |
0.7002 |
0.7056 |
|
| S3 |
0.6950 |
0.6982 |
0.7052 |
|
| S4 |
0.6898 |
0.6930 |
0.7037 |
|
|
| 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 |
0.7193 |
0.7022 |
0.0171 |
2.4% |
0.0057 |
0.8% |
26% |
False |
True |
86,815 |
| 10 |
0.7245 |
0.7022 |
0.0223 |
3.2% |
0.0056 |
0.8% |
20% |
False |
True |
79,233 |
| 20 |
0.7245 |
0.7008 |
0.0237 |
3.4% |
0.0063 |
0.9% |
24% |
False |
False |
86,936 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0068 |
1.0% |
14% |
False |
False |
66,317 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.8% |
0.0067 |
0.9% |
14% |
False |
False |
44,290 |
| 80 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0065 |
0.9% |
40% |
False |
False |
33,236 |
| 100 |
0.7416 |
0.6654 |
0.0762 |
10.8% |
0.0072 |
1.0% |
54% |
False |
False |
26,604 |
| 120 |
0.7416 |
0.6379 |
0.1037 |
14.7% |
0.0072 |
1.0% |
66% |
False |
False |
22,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7295 |
|
2.618 |
0.7210 |
|
1.618 |
0.7158 |
|
1.000 |
0.7126 |
|
0.618 |
0.7106 |
|
HIGH |
0.7074 |
|
0.618 |
0.7054 |
|
0.500 |
0.7048 |
|
0.382 |
0.7042 |
|
LOW |
0.7022 |
|
0.618 |
0.6990 |
|
1.000 |
0.6970 |
|
1.618 |
0.6938 |
|
2.618 |
0.6886 |
|
4.250 |
0.6801 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7069 |
| PP |
0.7054 |
0.7068 |
| S1 |
0.7048 |
0.7067 |
|