CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7436 |
0.7535 |
0.0099 |
1.3% |
0.7431 |
| High |
0.7541 |
0.7572 |
0.0032 |
0.4% |
0.7572 |
| Low |
0.7432 |
0.7520 |
0.0089 |
1.2% |
0.7373 |
| Close |
0.7527 |
0.7537 |
0.0010 |
0.1% |
0.7537 |
| Range |
0.0109 |
0.0052 |
-0.0057 |
-52.3% |
0.0199 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
122,806 |
19,370 |
-103,436 |
-84.2% |
538,656 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7670 |
0.7565 |
|
| R3 |
0.7647 |
0.7618 |
0.7551 |
|
| R2 |
0.7595 |
0.7595 |
0.7546 |
|
| R1 |
0.7566 |
0.7566 |
0.7541 |
0.7580 |
| PP |
0.7543 |
0.7543 |
0.7543 |
0.7550 |
| S1 |
0.7514 |
0.7514 |
0.7532 |
0.7528 |
| S2 |
0.7491 |
0.7491 |
0.7527 |
|
| S3 |
0.7439 |
0.7462 |
0.7522 |
|
| S4 |
0.7387 |
0.7410 |
0.7508 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8013 |
0.7646 |
|
| R3 |
0.7892 |
0.7814 |
0.7591 |
|
| R2 |
0.7693 |
0.7693 |
0.7573 |
|
| R1 |
0.7615 |
0.7615 |
0.7555 |
0.7654 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7513 |
| S1 |
0.7416 |
0.7416 |
0.7518 |
0.7455 |
| S2 |
0.7295 |
0.7295 |
0.7500 |
|
| S3 |
0.7096 |
0.7217 |
0.7482 |
|
| S4 |
0.6897 |
0.7018 |
0.7427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7572 |
0.7373 |
0.0199 |
2.6% |
0.0072 |
1.0% |
82% |
True |
False |
107,731 |
| 10 |
0.7572 |
0.7340 |
0.0232 |
3.1% |
0.0061 |
0.8% |
85% |
True |
False |
95,368 |
| 20 |
0.7572 |
0.7223 |
0.0349 |
4.6% |
0.0060 |
0.8% |
90% |
True |
False |
87,573 |
| 40 |
0.7572 |
0.6992 |
0.0580 |
7.7% |
0.0067 |
0.9% |
94% |
True |
False |
95,798 |
| 60 |
0.7572 |
0.6992 |
0.0580 |
7.7% |
0.0068 |
0.9% |
94% |
True |
False |
93,818 |
| 80 |
0.7572 |
0.6992 |
0.0580 |
7.7% |
0.0068 |
0.9% |
94% |
True |
False |
78,039 |
| 100 |
0.7572 |
0.6992 |
0.0580 |
7.7% |
0.0067 |
0.9% |
94% |
True |
False |
62,474 |
| 120 |
0.7572 |
0.6835 |
0.0737 |
9.8% |
0.0066 |
0.9% |
95% |
True |
False |
52,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7708 |
|
1.618 |
0.7656 |
|
1.000 |
0.7624 |
|
0.618 |
0.7604 |
|
HIGH |
0.7572 |
|
0.618 |
0.7552 |
|
0.500 |
0.7546 |
|
0.382 |
0.7540 |
|
LOW |
0.7520 |
|
0.618 |
0.7488 |
|
1.000 |
0.7468 |
|
1.618 |
0.7436 |
|
2.618 |
0.7384 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7546 |
0.7521 |
| PP |
0.7543 |
0.7505 |
| S1 |
0.7540 |
0.7489 |
|