CME Australian Dollar Future March 2021
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7069 |
0.7107 |
0.0038 |
0.5% |
0.7235 |
High |
0.7140 |
0.7122 |
-0.0018 |
-0.3% |
0.7238 |
Low |
0.7053 |
0.7091 |
0.0038 |
0.5% |
0.7062 |
Close |
0.7131 |
0.7118 |
-0.0013 |
-0.2% |
0.7089 |
Range |
0.0087 |
0.0031 |
-0.0056 |
-64.4% |
0.0176 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
16 |
33 |
17 |
106.3% |
130 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7203 |
0.7192 |
0.7135 |
|
R3 |
0.7172 |
0.7161 |
0.7127 |
|
R2 |
0.7141 |
0.7141 |
0.7124 |
|
R1 |
0.7130 |
0.7130 |
0.7121 |
0.7136 |
PP |
0.7110 |
0.7110 |
0.7110 |
0.7113 |
S1 |
0.7099 |
0.7099 |
0.7115 |
0.7105 |
S2 |
0.7079 |
0.7079 |
0.7112 |
|
S3 |
0.7048 |
0.7068 |
0.7109 |
|
S4 |
0.7017 |
0.7037 |
0.7101 |
|
|
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 |
0.7254 |
2.618 |
0.7203 |
1.618 |
0.7172 |
1.000 |
0.7153 |
0.618 |
0.7141 |
HIGH |
0.7122 |
0.618 |
0.7110 |
0.500 |
0.7107 |
0.382 |
0.7103 |
LOW |
0.7091 |
0.618 |
0.7072 |
1.000 |
0.7060 |
1.618 |
0.7041 |
2.618 |
0.7010 |
4.250 |
0.6959 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7114 |
0.7106 |
PP |
0.7110 |
0.7095 |
S1 |
0.7107 |
0.7083 |
|