CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7443 |
0.0023 |
0.3% |
0.7395 |
| High |
0.7494 |
0.7547 |
0.0054 |
0.7% |
0.7456 |
| Low |
0.7414 |
0.7439 |
0.0025 |
0.3% |
0.7345 |
| Close |
0.7445 |
0.7534 |
0.0090 |
1.2% |
0.7446 |
| Range |
0.0080 |
0.0108 |
0.0029 |
35.8% |
0.0111 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.4% |
0.0000 |
| Volume |
123,384 |
58,800 |
-64,584 |
-52.3% |
23,658 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7790 |
0.7593 |
|
| R3 |
0.7723 |
0.7682 |
0.7564 |
|
| R2 |
0.7615 |
0.7615 |
0.7554 |
|
| R1 |
0.7574 |
0.7574 |
0.7544 |
0.7595 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7517 |
| S1 |
0.7466 |
0.7466 |
0.7524 |
0.7487 |
| S2 |
0.7399 |
0.7399 |
0.7514 |
|
| S3 |
0.7291 |
0.7358 |
0.7504 |
|
| S4 |
0.7183 |
0.7250 |
0.7475 |
|
|
| 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 |
0.7547 |
0.7379 |
0.0169 |
2.2% |
0.0068 |
0.9% |
92% |
True |
False |
54,854 |
| 10 |
0.7547 |
0.7345 |
0.0202 |
2.7% |
0.0060 |
0.8% |
94% |
True |
False |
28,171 |
| 20 |
0.7547 |
0.7228 |
0.0319 |
4.2% |
0.0059 |
0.8% |
96% |
True |
False |
14,258 |
| 40 |
0.7547 |
0.6996 |
0.0551 |
7.3% |
0.0066 |
0.9% |
98% |
True |
False |
7,167 |
| 60 |
0.7547 |
0.6996 |
0.0551 |
7.3% |
0.0065 |
0.9% |
98% |
True |
False |
4,784 |
| 80 |
0.7547 |
0.6996 |
0.0551 |
7.3% |
0.0064 |
0.8% |
98% |
True |
False |
3,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7830 |
|
1.618 |
0.7722 |
|
1.000 |
0.7655 |
|
0.618 |
0.7614 |
|
HIGH |
0.7547 |
|
0.618 |
0.7506 |
|
0.500 |
0.7493 |
|
0.382 |
0.7480 |
|
LOW |
0.7439 |
|
0.618 |
0.7372 |
|
1.000 |
0.7331 |
|
1.618 |
0.7264 |
|
2.618 |
0.7156 |
|
4.250 |
0.6980 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7515 |
| PP |
0.7507 |
0.7496 |
| S1 |
0.7493 |
0.7477 |
|