CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7031 |
0.7021 |
-0.0010 |
-0.1% |
0.7141 |
| High |
0.7073 |
0.7059 |
-0.0014 |
-0.2% |
0.7159 |
| Low |
0.7013 |
0.6992 |
-0.0021 |
-0.3% |
0.7003 |
| Close |
0.7030 |
0.7050 |
0.0020 |
0.3% |
0.7030 |
| Range |
0.0060 |
0.0067 |
0.0007 |
11.7% |
0.0156 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
119,918 |
88,084 |
-31,834 |
-26.5% |
513,453 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7235 |
0.7209 |
0.7087 |
|
| R3 |
0.7168 |
0.7142 |
0.7068 |
|
| R2 |
0.7101 |
0.7101 |
0.7062 |
|
| R1 |
0.7075 |
0.7075 |
0.7056 |
0.7088 |
| PP |
0.7034 |
0.7034 |
0.7034 |
0.7040 |
| S1 |
0.7008 |
0.7008 |
0.7044 |
0.7021 |
| S2 |
0.6967 |
0.6967 |
0.7038 |
|
| S3 |
0.6900 |
0.6941 |
0.7032 |
|
| S4 |
0.6833 |
0.6874 |
0.7013 |
|
|
| 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 |
0.6992 |
0.0167 |
2.4% |
0.0071 |
1.0% |
35% |
False |
True |
103,216 |
| 10 |
0.7160 |
0.6992 |
0.0168 |
2.4% |
0.0064 |
0.9% |
35% |
False |
True |
95,204 |
| 20 |
0.7245 |
0.6992 |
0.0253 |
3.6% |
0.0063 |
0.9% |
23% |
False |
True |
88,108 |
| 40 |
0.7347 |
0.6992 |
0.0355 |
5.0% |
0.0067 |
0.9% |
16% |
False |
True |
87,547 |
| 60 |
0.7416 |
0.6992 |
0.0424 |
6.0% |
0.0066 |
0.9% |
14% |
False |
True |
58,706 |
| 80 |
0.7416 |
0.6924 |
0.0492 |
7.0% |
0.0066 |
0.9% |
26% |
False |
False |
44,074 |
| 100 |
0.7416 |
0.6796 |
0.0620 |
8.8% |
0.0068 |
1.0% |
41% |
False |
False |
35,273 |
| 120 |
0.7416 |
0.6405 |
0.1011 |
14.3% |
0.0072 |
1.0% |
64% |
False |
False |
29,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7344 |
|
2.618 |
0.7234 |
|
1.618 |
0.7167 |
|
1.000 |
0.7126 |
|
0.618 |
0.7100 |
|
HIGH |
0.7059 |
|
0.618 |
0.7033 |
|
0.500 |
0.7026 |
|
0.382 |
0.7018 |
|
LOW |
0.6992 |
|
0.618 |
0.6951 |
|
1.000 |
0.6925 |
|
1.618 |
0.6884 |
|
2.618 |
0.6817 |
|
4.250 |
0.6707 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7042 |
0.7045 |
| PP |
0.7034 |
0.7040 |
| S1 |
0.7026 |
0.7035 |
|