CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7418 |
0.7411 |
-0.0007 |
-0.1% |
0.7389 |
| High |
0.7436 |
0.7486 |
0.0050 |
0.7% |
0.7451 |
| Low |
0.7400 |
0.7405 |
0.0005 |
0.1% |
0.7340 |
| Close |
0.7407 |
0.7438 |
0.0031 |
0.4% |
0.7440 |
| Range |
0.0036 |
0.0081 |
0.0045 |
123.6% |
0.0111 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
| Volume |
122,684 |
188,584 |
65,900 |
53.7% |
415,027 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7641 |
0.7482 |
|
| R3 |
0.7604 |
0.7561 |
0.7460 |
|
| R2 |
0.7523 |
0.7523 |
0.7452 |
|
| R1 |
0.7480 |
0.7480 |
0.7445 |
0.7502 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7453 |
| S1 |
0.7400 |
0.7400 |
0.7430 |
0.7421 |
| S2 |
0.7362 |
0.7362 |
0.7423 |
|
| S3 |
0.7282 |
0.7319 |
0.7415 |
|
| S4 |
0.7201 |
0.7239 |
0.7393 |
|
|
| 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 |
0.7486 |
0.7373 |
0.0113 |
1.5% |
0.0057 |
0.8% |
57% |
True |
False |
112,866 |
| 10 |
0.7486 |
0.7327 |
0.0159 |
2.1% |
0.0055 |
0.7% |
70% |
True |
False |
97,763 |
| 20 |
0.7486 |
0.7223 |
0.0263 |
3.5% |
0.0058 |
0.8% |
82% |
True |
False |
88,278 |
| 40 |
0.7486 |
0.6992 |
0.0494 |
6.6% |
0.0067 |
0.9% |
90% |
True |
False |
97,039 |
| 60 |
0.7486 |
0.6992 |
0.0494 |
6.6% |
0.0067 |
0.9% |
90% |
True |
False |
94,430 |
| 80 |
0.7486 |
0.6992 |
0.0494 |
6.6% |
0.0068 |
0.9% |
90% |
True |
False |
76,269 |
| 100 |
0.7486 |
0.6992 |
0.0494 |
6.6% |
0.0068 |
0.9% |
90% |
True |
False |
61,054 |
| 120 |
0.7486 |
0.6812 |
0.0674 |
9.1% |
0.0066 |
0.9% |
93% |
True |
False |
50,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7696 |
|
1.618 |
0.7616 |
|
1.000 |
0.7566 |
|
0.618 |
0.7535 |
|
HIGH |
0.7486 |
|
0.618 |
0.7455 |
|
0.500 |
0.7445 |
|
0.382 |
0.7436 |
|
LOW |
0.7405 |
|
0.618 |
0.7355 |
|
1.000 |
0.7325 |
|
1.618 |
0.7275 |
|
2.618 |
0.7194 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7445 |
0.7435 |
| PP |
0.7443 |
0.7432 |
| S1 |
0.7440 |
0.7429 |
|