CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7287 |
0.7280 |
-0.0007 |
-0.1% |
0.7021 |
| High |
0.7320 |
0.7295 |
-0.0025 |
-0.3% |
0.7291 |
| Low |
0.7261 |
0.7225 |
-0.0036 |
-0.5% |
0.6992 |
| Close |
0.7277 |
0.7239 |
-0.0038 |
-0.5% |
0.7269 |
| Range |
0.0059 |
0.0070 |
0.0011 |
18.6% |
0.0299 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
75,966 |
80,309 |
4,343 |
5.7% |
635,953 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7421 |
0.7278 |
|
| R3 |
0.7393 |
0.7351 |
0.7258 |
|
| R2 |
0.7323 |
0.7323 |
0.7252 |
|
| R1 |
0.7281 |
0.7281 |
0.7245 |
0.7267 |
| PP |
0.7253 |
0.7253 |
0.7253 |
0.7246 |
| S1 |
0.7211 |
0.7211 |
0.7233 |
0.7197 |
| S2 |
0.7183 |
0.7183 |
0.7226 |
|
| S3 |
0.7113 |
0.7141 |
0.7220 |
|
| S4 |
0.7043 |
0.7071 |
0.7201 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.7974 |
0.7433 |
|
| R3 |
0.7782 |
0.7675 |
0.7351 |
|
| R2 |
0.7483 |
0.7483 |
0.7324 |
|
| R1 |
0.7376 |
0.7376 |
0.7296 |
0.7430 |
| PP |
0.7184 |
0.7184 |
0.7184 |
0.7211 |
| S1 |
0.7077 |
0.7077 |
0.7242 |
0.7131 |
| S2 |
0.6885 |
0.6885 |
0.7214 |
|
| S3 |
0.6586 |
0.6778 |
0.7187 |
|
| S4 |
0.6287 |
0.6479 |
0.7105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7342 |
0.7225 |
0.0117 |
1.6% |
0.0059 |
0.8% |
12% |
False |
True |
106,663 |
| 10 |
0.7342 |
0.6992 |
0.0350 |
4.8% |
0.0088 |
1.2% |
71% |
False |
False |
117,867 |
| 20 |
0.7342 |
0.6992 |
0.0350 |
4.8% |
0.0074 |
1.0% |
71% |
False |
False |
104,024 |
| 40 |
0.7342 |
0.6992 |
0.0350 |
4.8% |
0.0071 |
1.0% |
71% |
False |
False |
96,940 |
| 60 |
0.7416 |
0.6992 |
0.0424 |
5.9% |
0.0071 |
1.0% |
58% |
False |
False |
74,862 |
| 80 |
0.7416 |
0.6992 |
0.0424 |
5.9% |
0.0069 |
1.0% |
58% |
False |
False |
56,199 |
| 100 |
0.7416 |
0.6835 |
0.0581 |
8.0% |
0.0067 |
0.9% |
70% |
False |
False |
44,973 |
| 120 |
0.7416 |
0.6568 |
0.0848 |
11.7% |
0.0073 |
1.0% |
79% |
False |
False |
37,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7593 |
|
2.618 |
0.7478 |
|
1.618 |
0.7408 |
|
1.000 |
0.7365 |
|
0.618 |
0.7338 |
|
HIGH |
0.7295 |
|
0.618 |
0.7268 |
|
0.500 |
0.7260 |
|
0.382 |
0.7252 |
|
LOW |
0.7225 |
|
0.618 |
0.7182 |
|
1.000 |
0.7155 |
|
1.618 |
0.7112 |
|
2.618 |
0.7042 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7273 |
| PP |
0.7253 |
0.7261 |
| S1 |
0.7246 |
0.7250 |
|