CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7345 |
0.7374 |
0.0029 |
0.4% |
0.7304 |
High |
0.7375 |
0.7421 |
0.0046 |
0.6% |
0.7401 |
Low |
0.7343 |
0.7352 |
0.0010 |
0.1% |
0.7266 |
Close |
0.7365 |
0.7402 |
0.0038 |
0.5% |
0.7392 |
Range |
0.0032 |
0.0069 |
0.0037 |
114.1% |
0.0135 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
Volume |
75,469 |
83,686 |
8,217 |
10.9% |
376,436 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7568 |
0.7440 |
|
R3 |
0.7529 |
0.7500 |
0.7421 |
|
R2 |
0.7460 |
0.7460 |
0.7415 |
|
R1 |
0.7431 |
0.7431 |
0.7408 |
0.7446 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7399 |
S1 |
0.7363 |
0.7363 |
0.7396 |
0.7377 |
S2 |
0.7323 |
0.7323 |
0.7389 |
|
S3 |
0.7255 |
0.7294 |
0.7383 |
|
S4 |
0.7186 |
0.7226 |
0.7364 |
|
|
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 |
0.7421 |
0.7327 |
0.0094 |
1.3% |
0.0053 |
0.7% |
80% |
True |
False |
82,661 |
10 |
0.7421 |
0.7256 |
0.0165 |
2.2% |
0.0059 |
0.8% |
89% |
True |
False |
84,629 |
20 |
0.7421 |
0.7051 |
0.0370 |
5.0% |
0.0068 |
0.9% |
95% |
True |
False |
94,832 |
40 |
0.7421 |
0.6992 |
0.0429 |
5.8% |
0.0066 |
0.9% |
96% |
True |
False |
91,887 |
60 |
0.7421 |
0.6992 |
0.0429 |
5.8% |
0.0068 |
0.9% |
96% |
True |
False |
91,295 |
80 |
0.7421 |
0.6992 |
0.0429 |
5.8% |
0.0067 |
0.9% |
96% |
True |
False |
69,224 |
100 |
0.7421 |
0.6924 |
0.0497 |
6.7% |
0.0067 |
0.9% |
96% |
True |
False |
55,415 |
120 |
0.7421 |
0.6796 |
0.0625 |
8.4% |
0.0068 |
0.9% |
97% |
True |
False |
46,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7712 |
2.618 |
0.7600 |
1.618 |
0.7531 |
1.000 |
0.7489 |
0.618 |
0.7463 |
HIGH |
0.7421 |
0.618 |
0.7394 |
0.500 |
0.7386 |
0.382 |
0.7378 |
LOW |
0.7352 |
0.618 |
0.7310 |
1.000 |
0.7284 |
1.618 |
0.7241 |
2.618 |
0.7173 |
4.250 |
0.7061 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7397 |
0.7395 |
PP |
0.7392 |
0.7388 |
S1 |
0.7386 |
0.7380 |
|