CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7389 |
0.0025 |
0.3% |
0.7304 |
| High |
0.7401 |
0.7409 |
0.0008 |
0.1% |
0.7401 |
| Low |
0.7354 |
0.7340 |
-0.0014 |
-0.2% |
0.7266 |
| Close |
0.7392 |
0.7355 |
-0.0037 |
-0.5% |
0.7392 |
| Range |
0.0047 |
0.0069 |
0.0022 |
45.7% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
82,350 |
88,022 |
5,672 |
6.9% |
376,436 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7573 |
0.7532 |
0.7392 |
|
| R3 |
0.7505 |
0.7464 |
0.7373 |
|
| R2 |
0.7436 |
0.7436 |
0.7367 |
|
| R1 |
0.7395 |
0.7395 |
0.7361 |
0.7382 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7361 |
| S1 |
0.7327 |
0.7327 |
0.7348 |
0.7313 |
| S2 |
0.7299 |
0.7299 |
0.7342 |
|
| S3 |
0.7231 |
0.7258 |
0.7336 |
|
| S4 |
0.7162 |
0.7190 |
0.7317 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7708 |
0.7465 |
|
| R3 |
0.7622 |
0.7574 |
0.7428 |
|
| R2 |
0.7487 |
0.7487 |
0.7416 |
|
| R1 |
0.7439 |
0.7439 |
0.7404 |
0.7463 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7365 |
| S1 |
0.7305 |
0.7305 |
0.7379 |
0.7329 |
| S2 |
0.7218 |
0.7218 |
0.7367 |
|
| S3 |
0.7084 |
0.7170 |
0.7355 |
|
| S4 |
0.6949 |
0.7036 |
0.7318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7409 |
0.7266 |
0.0143 |
1.9% |
0.0064 |
0.9% |
62% |
True |
False |
92,891 |
| 10 |
0.7409 |
0.7256 |
0.0153 |
2.1% |
0.0060 |
0.8% |
65% |
True |
False |
82,823 |
| 20 |
0.7409 |
0.6992 |
0.0417 |
5.7% |
0.0074 |
1.0% |
87% |
True |
False |
97,227 |
| 40 |
0.7409 |
0.6992 |
0.0417 |
5.7% |
0.0067 |
0.9% |
87% |
True |
False |
91,868 |
| 60 |
0.7409 |
0.6992 |
0.0417 |
5.7% |
0.0069 |
0.9% |
87% |
True |
False |
89,480 |
| 80 |
0.7416 |
0.6992 |
0.0424 |
5.8% |
0.0068 |
0.9% |
85% |
False |
False |
67,239 |
| 100 |
0.7416 |
0.6924 |
0.0492 |
6.7% |
0.0067 |
0.9% |
88% |
False |
False |
53,825 |
| 120 |
0.7416 |
0.6796 |
0.0620 |
8.4% |
0.0069 |
0.9% |
90% |
False |
False |
44,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7588 |
|
1.618 |
0.7519 |
|
1.000 |
0.7477 |
|
0.618 |
0.7451 |
|
HIGH |
0.7409 |
|
0.618 |
0.7382 |
|
0.500 |
0.7374 |
|
0.382 |
0.7366 |
|
LOW |
0.7340 |
|
0.618 |
0.7298 |
|
1.000 |
0.7272 |
|
1.618 |
0.7229 |
|
2.618 |
0.7161 |
|
4.250 |
0.7049 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7368 |
| PP |
0.7368 |
0.7363 |
| S1 |
0.7361 |
0.7359 |
|