CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7437 |
0.7424 |
-0.0013 |
-0.2% |
0.7395 |
| High |
0.7461 |
0.7443 |
-0.0018 |
-0.2% |
0.7456 |
| Low |
0.7379 |
0.7408 |
0.0029 |
0.4% |
0.7345 |
| Close |
0.7435 |
0.7415 |
-0.0020 |
-0.3% |
0.7446 |
| Range |
0.0082 |
0.0036 |
-0.0047 |
-56.7% |
0.0111 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
15,891 |
59,116 |
43,225 |
272.0% |
23,658 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7507 |
0.7435 |
|
| R3 |
0.7493 |
0.7472 |
0.7425 |
|
| R2 |
0.7457 |
0.7457 |
0.7422 |
|
| R1 |
0.7436 |
0.7436 |
0.7418 |
0.7429 |
| PP |
0.7422 |
0.7422 |
0.7422 |
0.7418 |
| S1 |
0.7401 |
0.7401 |
0.7412 |
0.7394 |
| S2 |
0.7386 |
0.7386 |
0.7408 |
|
| S3 |
0.7351 |
0.7365 |
0.7405 |
|
| S4 |
0.7315 |
0.7330 |
0.7395 |
|
|
| 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 |
0.7358 |
0.0103 |
1.4% |
0.0054 |
0.7% |
56% |
False |
False |
19,277 |
| 10 |
0.7461 |
0.7292 |
0.0169 |
2.3% |
0.0054 |
0.7% |
73% |
False |
False |
10,089 |
| 20 |
0.7461 |
0.7228 |
0.0233 |
3.1% |
0.0054 |
0.7% |
80% |
False |
False |
5,154 |
| 40 |
0.7461 |
0.6996 |
0.0465 |
6.3% |
0.0064 |
0.9% |
90% |
False |
False |
2,613 |
| 60 |
0.7461 |
0.6996 |
0.0465 |
6.3% |
0.0064 |
0.9% |
90% |
False |
False |
1,748 |
| 80 |
0.7461 |
0.6996 |
0.0465 |
6.3% |
0.0062 |
0.8% |
90% |
False |
False |
1,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7536 |
|
1.618 |
0.7500 |
|
1.000 |
0.7479 |
|
0.618 |
0.7465 |
|
HIGH |
0.7443 |
|
0.618 |
0.7429 |
|
0.500 |
0.7425 |
|
0.382 |
0.7421 |
|
LOW |
0.7408 |
|
0.618 |
0.7386 |
|
1.000 |
0.7372 |
|
1.618 |
0.7350 |
|
2.618 |
0.7315 |
|
4.250 |
0.7257 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7425 |
0.7420 |
| PP |
0.7422 |
0.7418 |
| S1 |
0.7418 |
0.7417 |
|