CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7424 |
0.7420 |
-0.0004 |
-0.1% |
0.7395 |
| High |
0.7443 |
0.7494 |
0.0051 |
0.7% |
0.7456 |
| Low |
0.7408 |
0.7414 |
0.0007 |
0.1% |
0.7345 |
| Close |
0.7415 |
0.7445 |
0.0030 |
0.4% |
0.7446 |
| Range |
0.0036 |
0.0080 |
0.0044 |
123.9% |
0.0111 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
| Volume |
59,116 |
123,384 |
64,268 |
108.7% |
23,658 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7646 |
0.7488 |
|
| R3 |
0.7610 |
0.7567 |
0.7466 |
|
| R2 |
0.7530 |
0.7530 |
0.7459 |
|
| R1 |
0.7487 |
0.7487 |
0.7452 |
0.7509 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7461 |
| S1 |
0.7408 |
0.7408 |
0.7437 |
0.7429 |
| S2 |
0.7371 |
0.7371 |
0.7430 |
|
| S3 |
0.7292 |
0.7328 |
0.7423 |
|
| S4 |
0.7212 |
0.7249 |
0.7401 |
|
|
| 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 |
0.7494 |
0.7379 |
0.0115 |
1.5% |
0.0056 |
0.8% |
57% |
True |
False |
43,567 |
| 10 |
0.7494 |
0.7330 |
0.0164 |
2.2% |
0.0054 |
0.7% |
70% |
True |
False |
22,350 |
| 20 |
0.7494 |
0.7228 |
0.0266 |
3.6% |
0.0056 |
0.8% |
82% |
True |
False |
11,321 |
| 40 |
0.7494 |
0.6996 |
0.0498 |
6.7% |
0.0064 |
0.9% |
90% |
True |
False |
5,697 |
| 60 |
0.7494 |
0.6996 |
0.0498 |
6.7% |
0.0064 |
0.9% |
90% |
True |
False |
3,804 |
| 80 |
0.7494 |
0.6996 |
0.0498 |
6.7% |
0.0063 |
0.8% |
90% |
True |
False |
2,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7831 |
|
2.618 |
0.7702 |
|
1.618 |
0.7622 |
|
1.000 |
0.7573 |
|
0.618 |
0.7543 |
|
HIGH |
0.7494 |
|
0.618 |
0.7463 |
|
0.500 |
0.7454 |
|
0.382 |
0.7444 |
|
LOW |
0.7414 |
|
0.618 |
0.7365 |
|
1.000 |
0.7335 |
|
1.618 |
0.7285 |
|
2.618 |
0.7206 |
|
4.250 |
0.7076 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7442 |
| PP |
0.7451 |
0.7439 |
| S1 |
0.7448 |
0.7436 |
|