CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7445 |
0.7437 |
-0.0008 |
-0.1% |
0.7395 |
| High |
0.7450 |
0.7461 |
0.0011 |
0.1% |
0.7456 |
| Low |
0.7417 |
0.7379 |
-0.0038 |
-0.5% |
0.7345 |
| Close |
0.7446 |
0.7435 |
-0.0011 |
-0.1% |
0.7446 |
| Range |
0.0034 |
0.0082 |
0.0049 |
144.8% |
0.0111 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.5% |
0.0000 |
| Volume |
17,083 |
15,891 |
-1,192 |
-7.0% |
23,658 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7671 |
0.7635 |
0.7480 |
|
| R3 |
0.7589 |
0.7553 |
0.7458 |
|
| R2 |
0.7507 |
0.7507 |
0.7450 |
|
| R1 |
0.7471 |
0.7471 |
0.7443 |
0.7448 |
| PP |
0.7425 |
0.7425 |
0.7425 |
0.7413 |
| S1 |
0.7389 |
0.7389 |
0.7427 |
0.7366 |
| S2 |
0.7343 |
0.7343 |
0.7420 |
|
| S3 |
0.7261 |
0.7307 |
0.7412 |
|
| S4 |
0.7179 |
0.7225 |
0.7390 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7708 |
0.7507 |
|
| R3 |
0.7638 |
0.7597 |
0.7477 |
|
| R2 |
0.7527 |
0.7527 |
0.7466 |
|
| R1 |
0.7486 |
0.7486 |
0.7456 |
0.7507 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7426 |
| S1 |
0.7375 |
0.7375 |
0.7436 |
0.7396 |
| S2 |
0.7305 |
0.7305 |
0.7426 |
|
| S3 |
0.7194 |
0.7264 |
0.7415 |
|
| S4 |
0.7083 |
0.7153 |
0.7385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7461 |
0.7349 |
0.0112 |
1.5% |
0.0053 |
0.7% |
77% |
True |
False |
7,641 |
| 10 |
0.7461 |
0.7272 |
0.0189 |
2.5% |
0.0058 |
0.8% |
86% |
True |
False |
4,217 |
| 20 |
0.7461 |
0.7228 |
0.0233 |
3.1% |
0.0056 |
0.8% |
89% |
True |
False |
2,208 |
| 40 |
0.7461 |
0.6996 |
0.0465 |
6.2% |
0.0064 |
0.9% |
95% |
True |
False |
1,136 |
| 60 |
0.7461 |
0.6996 |
0.0465 |
6.2% |
0.0064 |
0.9% |
95% |
True |
False |
763 |
| 80 |
0.7461 |
0.6996 |
0.0465 |
6.2% |
0.0062 |
0.8% |
95% |
True |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7675 |
|
1.618 |
0.7593 |
|
1.000 |
0.7543 |
|
0.618 |
0.7511 |
|
HIGH |
0.7461 |
|
0.618 |
0.7429 |
|
0.500 |
0.7420 |
|
0.382 |
0.7410 |
|
LOW |
0.7379 |
|
0.618 |
0.7328 |
|
1.000 |
0.7297 |
|
1.618 |
0.7246 |
|
2.618 |
0.7164 |
|
4.250 |
0.7030 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7430 |
| PP |
0.7425 |
0.7425 |
| S1 |
0.7420 |
0.7420 |
|