CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7049 |
0.7031 |
-0.0018 |
-0.3% |
0.7141 |
| High |
0.7077 |
0.7073 |
-0.0004 |
-0.1% |
0.7159 |
| Low |
0.7003 |
0.7013 |
0.0010 |
0.1% |
0.7003 |
| Close |
0.7027 |
0.7030 |
0.0003 |
0.0% |
0.7030 |
| Range |
0.0074 |
0.0060 |
-0.0014 |
-18.9% |
0.0156 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
117,832 |
119,918 |
2,086 |
1.8% |
513,453 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7219 |
0.7184 |
0.7063 |
|
| R3 |
0.7159 |
0.7124 |
0.7047 |
|
| R2 |
0.7099 |
0.7099 |
0.7041 |
|
| R1 |
0.7064 |
0.7064 |
0.7036 |
0.7052 |
| PP |
0.7039 |
0.7039 |
0.7039 |
0.7032 |
| S1 |
0.7004 |
0.7004 |
0.7025 |
0.6992 |
| S2 |
0.6979 |
0.6979 |
0.7019 |
|
| S3 |
0.6919 |
0.6944 |
0.7014 |
|
| S4 |
0.6859 |
0.6884 |
0.6997 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7532 |
0.7437 |
0.7116 |
|
| R3 |
0.7376 |
0.7281 |
0.7073 |
|
| R2 |
0.7220 |
0.7220 |
0.7059 |
|
| R1 |
0.7125 |
0.7125 |
0.7044 |
0.7095 |
| PP |
0.7064 |
0.7064 |
0.7064 |
0.7049 |
| S1 |
0.6969 |
0.6969 |
0.7016 |
0.6939 |
| S2 |
0.6908 |
0.6908 |
0.7001 |
|
| S3 |
0.6752 |
0.6813 |
0.6987 |
|
| S4 |
0.6596 |
0.6657 |
0.6944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7159 |
0.7003 |
0.0156 |
2.2% |
0.0066 |
0.9% |
17% |
False |
False |
102,690 |
| 10 |
0.7160 |
0.7003 |
0.0157 |
2.2% |
0.0063 |
0.9% |
17% |
False |
False |
94,425 |
| 20 |
0.7245 |
0.7003 |
0.0242 |
3.4% |
0.0061 |
0.9% |
11% |
False |
False |
86,509 |
| 40 |
0.7347 |
0.7003 |
0.0344 |
4.9% |
0.0067 |
1.0% |
8% |
False |
False |
85,606 |
| 60 |
0.7416 |
0.7003 |
0.0413 |
5.9% |
0.0066 |
0.9% |
7% |
False |
False |
57,243 |
| 80 |
0.7416 |
0.6924 |
0.0492 |
7.0% |
0.0065 |
0.9% |
22% |
False |
False |
42,974 |
| 100 |
0.7416 |
0.6796 |
0.0620 |
8.8% |
0.0069 |
1.0% |
38% |
False |
False |
34,394 |
| 120 |
0.7416 |
0.6405 |
0.1011 |
14.4% |
0.0072 |
1.0% |
62% |
False |
False |
28,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7328 |
|
2.618 |
0.7230 |
|
1.618 |
0.7170 |
|
1.000 |
0.7133 |
|
0.618 |
0.7110 |
|
HIGH |
0.7073 |
|
0.618 |
0.7050 |
|
0.500 |
0.7043 |
|
0.382 |
0.7036 |
|
LOW |
0.7013 |
|
0.618 |
0.6976 |
|
1.000 |
0.6953 |
|
1.618 |
0.6916 |
|
2.618 |
0.6856 |
|
4.250 |
0.6758 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7043 |
0.7081 |
| PP |
0.7039 |
0.7064 |
| S1 |
0.7034 |
0.7047 |
|