CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7167 |
0.7089 |
-0.0078 |
-1.1% |
0.7235 |
High |
0.7170 |
0.7099 |
-0.0071 |
-1.0% |
0.7238 |
Low |
0.7062 |
0.7075 |
0.0013 |
0.2% |
0.7062 |
Close |
0.7095 |
0.7089 |
-0.0006 |
-0.1% |
0.7089 |
Range |
0.0108 |
0.0024 |
-0.0084 |
-77.8% |
0.0176 |
ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.5% |
0.0000 |
Volume |
47 |
49 |
2 |
4.3% |
130 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7160 |
0.7148 |
0.7102 |
|
R3 |
0.7136 |
0.7124 |
0.7096 |
|
R2 |
0.7112 |
0.7112 |
0.7093 |
|
R1 |
0.7100 |
0.7100 |
0.7091 |
0.7101 |
PP |
0.7088 |
0.7088 |
0.7088 |
0.7088 |
S1 |
0.7076 |
0.7076 |
0.7087 |
0.7077 |
S2 |
0.7064 |
0.7064 |
0.7085 |
|
S3 |
0.7040 |
0.7052 |
0.7082 |
|
S4 |
0.7016 |
0.7028 |
0.7076 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7658 |
0.7549 |
0.7186 |
|
R3 |
0.7482 |
0.7373 |
0.7137 |
|
R2 |
0.7306 |
0.7306 |
0.7121 |
|
R1 |
0.7197 |
0.7197 |
0.7105 |
0.7164 |
PP |
0.7130 |
0.7130 |
0.7130 |
0.7113 |
S1 |
0.7021 |
0.7021 |
0.7073 |
0.6988 |
S2 |
0.6954 |
0.6954 |
0.7057 |
|
S3 |
0.6778 |
0.6845 |
0.7041 |
|
S4 |
0.6602 |
0.6669 |
0.6992 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7201 |
2.618 |
0.7162 |
1.618 |
0.7138 |
1.000 |
0.7123 |
0.618 |
0.7114 |
HIGH |
0.7099 |
0.618 |
0.7090 |
0.500 |
0.7087 |
0.382 |
0.7084 |
LOW |
0.7075 |
0.618 |
0.7060 |
1.000 |
0.7051 |
1.618 |
0.7036 |
2.618 |
0.7012 |
4.250 |
0.6973 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7088 |
0.7128 |
PP |
0.7088 |
0.7115 |
S1 |
0.7087 |
0.7102 |
|