CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7048 |
-0.0017 |
-0.2% |
0.7230 |
| High |
0.7074 |
0.7138 |
0.0064 |
0.9% |
0.7237 |
| Low |
0.7022 |
0.7048 |
0.0026 |
0.4% |
0.7057 |
| Close |
0.7066 |
0.7128 |
0.0062 |
0.9% |
0.7087 |
| Range |
0.0052 |
0.0090 |
0.0038 |
73.1% |
0.0180 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.0% |
0.0000 |
| Volume |
84,504 |
97,962 |
13,458 |
15.9% |
421,055 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7341 |
0.7178 |
|
| R3 |
0.7285 |
0.7251 |
0.7153 |
|
| R2 |
0.7195 |
0.7195 |
0.7145 |
|
| R1 |
0.7161 |
0.7161 |
0.7136 |
0.7178 |
| PP |
0.7105 |
0.7105 |
0.7105 |
0.7113 |
| S1 |
0.7071 |
0.7071 |
0.7120 |
0.7088 |
| S2 |
0.7015 |
0.7015 |
0.7112 |
|
| S3 |
0.6925 |
0.6981 |
0.7103 |
|
| S4 |
0.6835 |
0.6891 |
0.7079 |
|
|
| 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 |
0.7169 |
0.7022 |
0.0147 |
2.1% |
0.0067 |
0.9% |
72% |
False |
False |
92,097 |
| 10 |
0.7245 |
0.7022 |
0.0223 |
3.1% |
0.0060 |
0.8% |
48% |
False |
False |
81,884 |
| 20 |
0.7245 |
0.7008 |
0.0237 |
3.3% |
0.0062 |
0.9% |
51% |
False |
False |
86,391 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
29% |
False |
False |
68,760 |
| 60 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0067 |
0.9% |
29% |
False |
False |
45,921 |
| 80 |
0.7416 |
0.6835 |
0.0581 |
8.2% |
0.0065 |
0.9% |
50% |
False |
False |
34,460 |
| 100 |
0.7416 |
0.6777 |
0.0639 |
9.0% |
0.0072 |
1.0% |
55% |
False |
False |
27,584 |
| 120 |
0.7416 |
0.6379 |
0.1037 |
14.5% |
0.0072 |
1.0% |
72% |
False |
False |
22,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7374 |
|
1.618 |
0.7284 |
|
1.000 |
0.7228 |
|
0.618 |
0.7194 |
|
HIGH |
0.7138 |
|
0.618 |
0.7104 |
|
0.500 |
0.7093 |
|
0.382 |
0.7082 |
|
LOW |
0.7048 |
|
0.618 |
0.6992 |
|
1.000 |
0.6958 |
|
1.618 |
0.6902 |
|
2.618 |
0.6812 |
|
4.250 |
0.6666 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7116 |
0.7112 |
| PP |
0.7105 |
0.7096 |
| S1 |
0.7093 |
0.7080 |
|