CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7418 |
-0.0013 |
-0.2% |
0.7389 |
| High |
0.7454 |
0.7436 |
-0.0018 |
-0.2% |
0.7451 |
| Low |
0.7373 |
0.7400 |
0.0027 |
0.4% |
0.7340 |
| Close |
0.7429 |
0.7407 |
-0.0022 |
-0.3% |
0.7440 |
| Range |
0.0081 |
0.0036 |
-0.0045 |
-55.6% |
0.0111 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
85,212 |
122,684 |
37,472 |
44.0% |
415,027 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7501 |
0.7427 |
|
| R3 |
0.7486 |
0.7465 |
0.7417 |
|
| R2 |
0.7450 |
0.7450 |
0.7414 |
|
| R1 |
0.7429 |
0.7429 |
0.7410 |
0.7422 |
| PP |
0.7414 |
0.7414 |
0.7414 |
0.7411 |
| S1 |
0.7393 |
0.7393 |
0.7404 |
0.7386 |
| S2 |
0.7378 |
0.7378 |
0.7400 |
|
| S3 |
0.7342 |
0.7357 |
0.7397 |
|
| S4 |
0.7306 |
0.7321 |
0.7387 |
|
|
| 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 |
0.7352 |
0.0102 |
1.4% |
0.0054 |
0.7% |
54% |
False |
False |
91,886 |
| 10 |
0.7454 |
0.7287 |
0.0168 |
2.3% |
0.0055 |
0.7% |
72% |
False |
False |
90,319 |
| 20 |
0.7454 |
0.7223 |
0.0231 |
3.1% |
0.0056 |
0.8% |
80% |
False |
False |
84,101 |
| 40 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0066 |
0.9% |
90% |
False |
False |
94,368 |
| 60 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0067 |
0.9% |
90% |
False |
False |
92,460 |
| 80 |
0.7454 |
0.6992 |
0.0462 |
6.2% |
0.0067 |
0.9% |
90% |
False |
False |
73,913 |
| 100 |
0.7454 |
0.6976 |
0.0478 |
6.5% |
0.0067 |
0.9% |
90% |
False |
False |
59,169 |
| 120 |
0.7454 |
0.6812 |
0.0642 |
8.7% |
0.0066 |
0.9% |
93% |
False |
False |
49,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7589 |
|
2.618 |
0.7530 |
|
1.618 |
0.7494 |
|
1.000 |
0.7472 |
|
0.618 |
0.7458 |
|
HIGH |
0.7436 |
|
0.618 |
0.7422 |
|
0.500 |
0.7418 |
|
0.382 |
0.7414 |
|
LOW |
0.7400 |
|
0.618 |
0.7378 |
|
1.000 |
0.7364 |
|
1.618 |
0.7342 |
|
2.618 |
0.7306 |
|
4.250 |
0.7247 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7418 |
0.7414 |
| PP |
0.7414 |
0.7411 |
| S1 |
0.7411 |
0.7409 |
|