CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7374 |
0.7414 |
0.0041 |
0.5% |
0.7304 |
| High |
0.7421 |
0.7451 |
0.0030 |
0.4% |
0.7401 |
| Low |
0.7352 |
0.7399 |
0.0047 |
0.6% |
0.7266 |
| Close |
0.7402 |
0.7448 |
0.0046 |
0.6% |
0.7392 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.1% |
0.0135 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
83,686 |
80,717 |
-2,969 |
-3.5% |
376,436 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7570 |
0.7476 |
|
| R3 |
0.7536 |
0.7518 |
0.7462 |
|
| R2 |
0.7484 |
0.7484 |
0.7457 |
|
| R1 |
0.7466 |
0.7466 |
0.7452 |
0.7475 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7437 |
| S1 |
0.7414 |
0.7414 |
0.7443 |
0.7423 |
| S2 |
0.7380 |
0.7380 |
0.7438 |
|
| S3 |
0.7328 |
0.7362 |
0.7433 |
|
| S4 |
0.7276 |
0.7310 |
0.7419 |
|
|
| 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 |
0.7451 |
0.7340 |
0.0111 |
1.5% |
0.0054 |
0.7% |
97% |
True |
False |
82,048 |
| 10 |
0.7451 |
0.7256 |
0.0195 |
2.6% |
0.0058 |
0.8% |
98% |
True |
False |
85,738 |
| 20 |
0.7451 |
0.7147 |
0.0304 |
4.1% |
0.0062 |
0.8% |
99% |
True |
False |
88,765 |
| 40 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0066 |
0.9% |
99% |
True |
False |
92,119 |
| 60 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0067 |
0.9% |
99% |
True |
False |
90,500 |
| 80 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0067 |
0.9% |
99% |
True |
False |
70,232 |
| 100 |
0.7451 |
0.6966 |
0.0485 |
6.5% |
0.0067 |
0.9% |
99% |
True |
False |
56,221 |
| 120 |
0.7451 |
0.6812 |
0.0639 |
8.6% |
0.0068 |
0.9% |
100% |
True |
False |
46,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7587 |
|
1.618 |
0.7535 |
|
1.000 |
0.7503 |
|
0.618 |
0.7483 |
|
HIGH |
0.7451 |
|
0.618 |
0.7431 |
|
0.500 |
0.7425 |
|
0.382 |
0.7418 |
|
LOW |
0.7399 |
|
0.618 |
0.7366 |
|
1.000 |
0.7347 |
|
1.618 |
0.7314 |
|
2.618 |
0.7262 |
|
4.250 |
0.7178 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7431 |
| PP |
0.7432 |
0.7414 |
| S1 |
0.7425 |
0.7397 |
|