CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7100 |
0.7067 |
-0.0033 |
-0.5% |
0.7235 |
High |
0.7118 |
0.7076 |
-0.0042 |
-0.6% |
0.7238 |
Low |
0.7063 |
0.7026 |
-0.0037 |
-0.5% |
0.7062 |
Close |
0.7067 |
0.7069 |
0.0002 |
0.0% |
0.7089 |
Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0176 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
47 |
52 |
5 |
10.6% |
130 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7207 |
0.7188 |
0.7097 |
|
R3 |
0.7157 |
0.7138 |
0.7083 |
|
R2 |
0.7107 |
0.7107 |
0.7078 |
|
R1 |
0.7088 |
0.7088 |
0.7074 |
0.7098 |
PP |
0.7057 |
0.7057 |
0.7057 |
0.7062 |
S1 |
0.7038 |
0.7038 |
0.7064 |
0.7048 |
S2 |
0.7007 |
0.7007 |
0.7060 |
|
S3 |
0.6957 |
0.6988 |
0.7055 |
|
S4 |
0.6907 |
0.6938 |
0.7042 |
|
|
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 |
0.7289 |
2.618 |
0.7207 |
1.618 |
0.7157 |
1.000 |
0.7126 |
0.618 |
0.7107 |
HIGH |
0.7076 |
0.618 |
0.7057 |
0.500 |
0.7051 |
0.382 |
0.7045 |
LOW |
0.7026 |
0.618 |
0.6995 |
1.000 |
0.6976 |
1.618 |
0.6945 |
2.618 |
0.6895 |
4.250 |
0.6814 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7063 |
0.7072 |
PP |
0.7057 |
0.7071 |
S1 |
0.7051 |
0.7070 |
|