CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7414 |
0.7439 |
0.0025 |
0.3% |
0.7389 |
| High |
0.7451 |
0.7445 |
-0.0006 |
-0.1% |
0.7451 |
| Low |
0.7399 |
0.7411 |
0.0013 |
0.2% |
0.7340 |
| Close |
0.7448 |
0.7440 |
-0.0008 |
-0.1% |
0.7440 |
| Range |
0.0052 |
0.0034 |
-0.0018 |
-34.6% |
0.0111 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
80,717 |
87,133 |
6,416 |
7.9% |
415,027 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7534 |
0.7521 |
0.7459 |
|
| R3 |
0.7500 |
0.7487 |
0.7449 |
|
| R2 |
0.7466 |
0.7466 |
0.7446 |
|
| R1 |
0.7453 |
0.7453 |
0.7443 |
0.7460 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7435 |
| S1 |
0.7419 |
0.7419 |
0.7437 |
0.7426 |
| S2 |
0.7398 |
0.7398 |
0.7434 |
|
| S3 |
0.7364 |
0.7385 |
0.7431 |
|
| S4 |
0.7330 |
0.7351 |
0.7421 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7701 |
0.7501 |
|
| R3 |
0.7631 |
0.7591 |
0.7470 |
|
| R2 |
0.7521 |
0.7521 |
0.7460 |
|
| R1 |
0.7480 |
0.7480 |
0.7450 |
0.7501 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7420 |
| S1 |
0.7370 |
0.7370 |
0.7430 |
0.7390 |
| S2 |
0.7300 |
0.7300 |
0.7420 |
|
| S3 |
0.7189 |
0.7259 |
0.7410 |
|
| S4 |
0.7079 |
0.7149 |
0.7379 |
|
|
| 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% |
0.0051 |
0.7% |
90% |
False |
False |
83,005 |
| 10 |
0.7451 |
0.7266 |
0.0185 |
2.5% |
0.0056 |
0.8% |
94% |
False |
False |
86,361 |
| 20 |
0.7451 |
0.7223 |
0.0228 |
3.1% |
0.0056 |
0.8% |
95% |
False |
False |
87,306 |
| 40 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0066 |
0.9% |
98% |
False |
False |
92,715 |
| 60 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0066 |
0.9% |
98% |
False |
False |
91,133 |
| 80 |
0.7451 |
0.6992 |
0.0459 |
6.2% |
0.0067 |
0.9% |
98% |
False |
False |
71,318 |
| 100 |
0.7451 |
0.6966 |
0.0485 |
6.5% |
0.0067 |
0.9% |
98% |
False |
False |
57,091 |
| 120 |
0.7451 |
0.6812 |
0.0639 |
8.6% |
0.0067 |
0.9% |
98% |
False |
False |
47,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7534 |
|
1.618 |
0.7500 |
|
1.000 |
0.7479 |
|
0.618 |
0.7466 |
|
HIGH |
0.7445 |
|
0.618 |
0.7432 |
|
0.500 |
0.7428 |
|
0.382 |
0.7424 |
|
LOW |
0.7411 |
|
0.618 |
0.7390 |
|
1.000 |
0.7377 |
|
1.618 |
0.7356 |
|
2.618 |
0.7322 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7427 |
| PP |
0.7432 |
0.7414 |
| S1 |
0.7428 |
0.7401 |
|