CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7170 |
0.0004 |
0.1% |
0.7141 |
| High |
0.7224 |
0.7291 |
0.0067 |
0.9% |
0.7159 |
| Low |
0.7051 |
0.7147 |
0.0096 |
1.4% |
0.7003 |
| Close |
0.7191 |
0.7287 |
0.0096 |
1.3% |
0.7030 |
| Range |
0.0173 |
0.0144 |
-0.0029 |
-16.8% |
0.0156 |
| ATR |
0.0078 |
0.0082 |
0.0005 |
6.1% |
0.0000 |
| Volume |
202,059 |
116,321 |
-85,738 |
-42.4% |
513,453 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7624 |
0.7366 |
|
| R3 |
0.7530 |
0.7480 |
0.7327 |
|
| R2 |
0.7386 |
0.7386 |
0.7313 |
|
| R1 |
0.7336 |
0.7336 |
0.7300 |
0.7361 |
| PP |
0.7242 |
0.7242 |
0.7242 |
0.7254 |
| S1 |
0.7192 |
0.7192 |
0.7274 |
0.7217 |
| S2 |
0.7098 |
0.7098 |
0.7261 |
|
| S3 |
0.6954 |
0.7048 |
0.7247 |
|
| S4 |
0.6810 |
0.6904 |
0.7208 |
|
|
| 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 |
0.7291 |
0.6992 |
0.0299 |
4.1% |
0.0118 |
1.6% |
99% |
True |
False |
129,070 |
| 10 |
0.7291 |
0.6992 |
0.0299 |
4.1% |
0.0092 |
1.3% |
99% |
True |
False |
112,773 |
| 20 |
0.7291 |
0.6992 |
0.0299 |
4.1% |
0.0075 |
1.0% |
99% |
True |
False |
98,124 |
| 40 |
0.7347 |
0.6992 |
0.0355 |
4.9% |
0.0071 |
1.0% |
83% |
False |
False |
93,047 |
| 60 |
0.7416 |
0.6992 |
0.0424 |
5.8% |
0.0071 |
1.0% |
70% |
False |
False |
65,988 |
| 80 |
0.7416 |
0.6966 |
0.0450 |
6.2% |
0.0069 |
1.0% |
71% |
False |
False |
49,537 |
| 100 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0069 |
0.9% |
79% |
False |
False |
39,644 |
| 120 |
0.7416 |
0.6509 |
0.0907 |
12.4% |
0.0074 |
1.0% |
86% |
False |
False |
33,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7903 |
|
2.618 |
0.7668 |
|
1.618 |
0.7524 |
|
1.000 |
0.7435 |
|
0.618 |
0.7380 |
|
HIGH |
0.7291 |
|
0.618 |
0.7236 |
|
0.500 |
0.7219 |
|
0.382 |
0.7202 |
|
LOW |
0.7147 |
|
0.618 |
0.7058 |
|
1.000 |
0.7003 |
|
1.618 |
0.6914 |
|
2.618 |
0.6770 |
|
4.250 |
0.6535 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7264 |
0.7245 |
| PP |
0.7242 |
0.7203 |
| S1 |
0.7219 |
0.7161 |
|