CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7124 |
0.7049 |
-0.0075 |
-1.1% |
0.7080 |
| High |
0.7159 |
0.7077 |
-0.0082 |
-1.1% |
0.7160 |
| Low |
0.7039 |
0.7003 |
-0.0036 |
-0.5% |
0.7022 |
| Close |
0.7061 |
0.7027 |
-0.0034 |
-0.5% |
0.7135 |
| Range |
0.0120 |
0.0074 |
-0.0046 |
-38.3% |
0.0138 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
124,534 |
117,832 |
-6,702 |
-5.4% |
430,805 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7258 |
0.7216 |
0.7068 |
|
| R3 |
0.7184 |
0.7142 |
0.7047 |
|
| R2 |
0.7110 |
0.7110 |
0.7041 |
|
| R1 |
0.7068 |
0.7068 |
0.7034 |
0.7052 |
| PP |
0.7036 |
0.7036 |
0.7036 |
0.7028 |
| S1 |
0.6994 |
0.6994 |
0.7020 |
0.6978 |
| S2 |
0.6962 |
0.6962 |
0.7013 |
|
| S3 |
0.6888 |
0.6920 |
0.7007 |
|
| S4 |
0.6814 |
0.6846 |
0.6986 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7465 |
0.7211 |
|
| R3 |
0.7382 |
0.7327 |
0.7173 |
|
| R2 |
0.7244 |
0.7244 |
0.7160 |
|
| R1 |
0.7189 |
0.7189 |
0.7148 |
0.7217 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7119 |
| S1 |
0.7051 |
0.7051 |
0.7122 |
0.7079 |
| S2 |
0.6968 |
0.6968 |
0.7110 |
|
| S3 |
0.6830 |
0.6913 |
0.7097 |
|
| S4 |
0.6692 |
0.6775 |
0.7059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7160 |
0.7003 |
0.0157 |
2.2% |
0.0065 |
0.9% |
15% |
False |
True |
96,476 |
| 10 |
0.7160 |
0.7003 |
0.0157 |
2.2% |
0.0059 |
0.8% |
15% |
False |
True |
90,181 |
| 20 |
0.7245 |
0.7003 |
0.0242 |
3.4% |
0.0061 |
0.9% |
10% |
False |
True |
85,481 |
| 40 |
0.7347 |
0.7003 |
0.0344 |
4.9% |
0.0067 |
1.0% |
7% |
False |
True |
82,640 |
| 60 |
0.7416 |
0.7003 |
0.0413 |
5.9% |
0.0066 |
0.9% |
6% |
False |
True |
55,246 |
| 80 |
0.7416 |
0.6924 |
0.0492 |
7.0% |
0.0065 |
0.9% |
21% |
False |
False |
41,476 |
| 100 |
0.7416 |
0.6796 |
0.0620 |
8.8% |
0.0069 |
1.0% |
37% |
False |
False |
33,197 |
| 120 |
0.7416 |
0.6405 |
0.1011 |
14.4% |
0.0073 |
1.0% |
62% |
False |
False |
27,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7392 |
|
2.618 |
0.7271 |
|
1.618 |
0.7197 |
|
1.000 |
0.7151 |
|
0.618 |
0.7123 |
|
HIGH |
0.7077 |
|
0.618 |
0.7049 |
|
0.500 |
0.7040 |
|
0.382 |
0.7031 |
|
LOW |
0.7003 |
|
0.618 |
0.6957 |
|
1.000 |
0.6929 |
|
1.618 |
0.6883 |
|
2.618 |
0.6809 |
|
4.250 |
0.6689 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7040 |
0.7081 |
| PP |
0.7036 |
0.7063 |
| S1 |
0.7031 |
0.7045 |
|