CME Australian Dollar Future December 2020
Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7436 |
0.0025 |
0.3% |
0.7389 |
High |
0.7486 |
0.7541 |
0.0055 |
0.7% |
0.7451 |
Low |
0.7405 |
0.7432 |
0.0027 |
0.4% |
0.7340 |
Close |
0.7438 |
0.7527 |
0.0090 |
1.2% |
0.7440 |
Range |
0.0081 |
0.0109 |
0.0029 |
35.4% |
0.0111 |
ATR |
0.0063 |
0.0066 |
0.0003 |
5.2% |
0.0000 |
Volume |
188,584 |
122,806 |
-65,778 |
-34.9% |
415,027 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7827 |
0.7786 |
0.7587 |
|
R3 |
0.7718 |
0.7677 |
0.7557 |
|
R2 |
0.7609 |
0.7609 |
0.7547 |
|
R1 |
0.7568 |
0.7568 |
0.7537 |
0.7588 |
PP |
0.7500 |
0.7500 |
0.7500 |
0.7510 |
S1 |
0.7459 |
0.7459 |
0.7517 |
0.7479 |
S2 |
0.7391 |
0.7391 |
0.7507 |
|
S3 |
0.7282 |
0.7350 |
0.7497 |
|
S4 |
0.7173 |
0.7241 |
0.7467 |
|
|
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 |
0.7541 |
0.7373 |
0.0168 |
2.2% |
0.0068 |
0.9% |
92% |
True |
False |
121,283 |
10 |
0.7541 |
0.7340 |
0.0201 |
2.7% |
0.0061 |
0.8% |
93% |
True |
False |
101,666 |
20 |
0.7541 |
0.7223 |
0.0318 |
4.2% |
0.0061 |
0.8% |
96% |
True |
False |
90,620 |
40 |
0.7541 |
0.6992 |
0.0549 |
7.3% |
0.0068 |
0.9% |
98% |
True |
False |
98,320 |
60 |
0.7541 |
0.6992 |
0.0549 |
7.3% |
0.0068 |
0.9% |
98% |
True |
False |
95,031 |
80 |
0.7541 |
0.6992 |
0.0549 |
7.3% |
0.0068 |
0.9% |
98% |
True |
False |
77,801 |
100 |
0.7541 |
0.6992 |
0.0549 |
7.3% |
0.0067 |
0.9% |
98% |
True |
False |
62,281 |
120 |
0.7541 |
0.6835 |
0.0706 |
9.4% |
0.0066 |
0.9% |
98% |
True |
False |
51,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8004 |
2.618 |
0.7826 |
1.618 |
0.7717 |
1.000 |
0.7650 |
0.618 |
0.7608 |
HIGH |
0.7541 |
0.618 |
0.7499 |
0.500 |
0.7486 |
0.382 |
0.7473 |
LOW |
0.7432 |
0.618 |
0.7364 |
1.000 |
0.7323 |
1.618 |
0.7255 |
2.618 |
0.7146 |
4.250 |
0.6968 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7513 |
0.7508 |
PP |
0.7500 |
0.7489 |
S1 |
0.7486 |
0.7470 |
|