CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7439 |
0.7431 |
-0.0008 |
-0.1% |
0.7389 |
High |
0.7445 |
0.7454 |
0.0009 |
0.1% |
0.7451 |
Low |
0.7411 |
0.7373 |
-0.0038 |
-0.5% |
0.7340 |
Close |
0.7440 |
0.7429 |
-0.0011 |
-0.1% |
0.7440 |
Range |
0.0034 |
0.0081 |
0.0047 |
138.2% |
0.0111 |
ATR |
0.0062 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
Volume |
87,133 |
85,212 |
-1,921 |
-2.2% |
415,027 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7662 |
0.7626 |
0.7474 |
|
R3 |
0.7581 |
0.7545 |
0.7451 |
|
R2 |
0.7500 |
0.7500 |
0.7444 |
|
R1 |
0.7464 |
0.7464 |
0.7436 |
0.7442 |
PP |
0.7419 |
0.7419 |
0.7419 |
0.7407 |
S1 |
0.7383 |
0.7383 |
0.7422 |
0.7361 |
S2 |
0.7338 |
0.7338 |
0.7414 |
|
S3 |
0.7257 |
0.7302 |
0.7407 |
|
S4 |
0.7176 |
0.7221 |
0.7384 |
|
|
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 |
0.7454 |
0.7343 |
0.0112 |
1.5% |
0.0054 |
0.7% |
78% |
True |
False |
82,443 |
10 |
0.7454 |
0.7266 |
0.0188 |
2.5% |
0.0059 |
0.8% |
87% |
True |
False |
87,667 |
20 |
0.7454 |
0.7223 |
0.0231 |
3.1% |
0.0058 |
0.8% |
89% |
True |
False |
86,041 |
40 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0066 |
0.9% |
95% |
True |
False |
93,052 |
60 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0067 |
0.9% |
95% |
True |
False |
91,297 |
80 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0067 |
0.9% |
95% |
True |
False |
72,381 |
100 |
0.7454 |
0.6976 |
0.0478 |
6.4% |
0.0067 |
0.9% |
95% |
True |
False |
57,942 |
120 |
0.7454 |
0.6812 |
0.0642 |
8.6% |
0.0067 |
0.9% |
96% |
True |
False |
48,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7798 |
2.618 |
0.7666 |
1.618 |
0.7585 |
1.000 |
0.7535 |
0.618 |
0.7504 |
HIGH |
0.7454 |
0.618 |
0.7423 |
0.500 |
0.7414 |
0.382 |
0.7404 |
LOW |
0.7373 |
0.618 |
0.7323 |
1.000 |
0.7292 |
1.618 |
0.7242 |
2.618 |
0.7161 |
4.250 |
0.7029 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7424 |
0.7424 |
PP |
0.7419 |
0.7419 |
S1 |
0.7414 |
0.7414 |
|