CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7559 |
0.0017 |
0.2% |
0.7437 |
| High |
0.7579 |
0.7586 |
0.0007 |
0.1% |
0.7579 |
| Low |
0.7528 |
0.7533 |
0.0005 |
0.1% |
0.7379 |
| Close |
0.7545 |
0.7551 |
0.0006 |
0.1% |
0.7545 |
| Range |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0200 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
97,643 |
86,676 |
-10,967 |
-11.2% |
354,834 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7686 |
0.7580 |
|
| R3 |
0.7662 |
0.7633 |
0.7565 |
|
| R2 |
0.7609 |
0.7609 |
0.7560 |
|
| R1 |
0.7580 |
0.7580 |
0.7555 |
0.7568 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7550 |
| S1 |
0.7527 |
0.7527 |
0.7546 |
0.7515 |
| S2 |
0.7503 |
0.7503 |
0.7541 |
|
| S3 |
0.7450 |
0.7474 |
0.7536 |
|
| S4 |
0.7397 |
0.7421 |
0.7521 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8023 |
0.7655 |
|
| R3 |
0.7901 |
0.7823 |
0.7600 |
|
| R2 |
0.7701 |
0.7701 |
0.7581 |
|
| R1 |
0.7623 |
0.7623 |
0.7563 |
0.7662 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7520 |
| S1 |
0.7423 |
0.7423 |
0.7526 |
0.7462 |
| S2 |
0.7301 |
0.7301 |
0.7508 |
|
| S3 |
0.7101 |
0.7223 |
0.7490 |
|
| S4 |
0.6901 |
0.7023 |
0.7435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7586 |
0.7408 |
0.0178 |
2.4% |
0.0065 |
0.9% |
80% |
True |
False |
85,123 |
| 10 |
0.7586 |
0.7349 |
0.0237 |
3.1% |
0.0059 |
0.8% |
85% |
True |
False |
46,382 |
| 20 |
0.7586 |
0.7261 |
0.0325 |
4.3% |
0.0058 |
0.8% |
89% |
True |
False |
23,457 |
| 40 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0065 |
0.9% |
94% |
True |
False |
11,773 |
| 60 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0065 |
0.9% |
94% |
True |
False |
7,855 |
| 80 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0063 |
0.8% |
94% |
True |
False |
5,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7811 |
|
2.618 |
0.7724 |
|
1.618 |
0.7671 |
|
1.000 |
0.7639 |
|
0.618 |
0.7618 |
|
HIGH |
0.7586 |
|
0.618 |
0.7565 |
|
0.500 |
0.7559 |
|
0.382 |
0.7553 |
|
LOW |
0.7533 |
|
0.618 |
0.7500 |
|
1.000 |
0.7480 |
|
1.618 |
0.7447 |
|
2.618 |
0.7394 |
|
4.250 |
0.7307 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7538 |
| PP |
0.7556 |
0.7525 |
| S1 |
0.7553 |
0.7512 |
|