CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7559 |
0.7539 |
-0.0020 |
-0.3% |
0.7437 |
| High |
0.7586 |
0.7579 |
-0.0007 |
-0.1% |
0.7579 |
| Low |
0.7533 |
0.7514 |
-0.0019 |
-0.2% |
0.7379 |
| Close |
0.7551 |
0.7563 |
0.0013 |
0.2% |
0.7545 |
| Range |
0.0053 |
0.0065 |
0.0012 |
21.7% |
0.0200 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
86,676 |
72,914 |
-13,762 |
-15.9% |
354,834 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7719 |
0.7598 |
|
| R3 |
0.7681 |
0.7654 |
0.7581 |
|
| R2 |
0.7616 |
0.7616 |
0.7575 |
|
| R1 |
0.7590 |
0.7590 |
0.7569 |
0.7603 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7559 |
| S1 |
0.7525 |
0.7525 |
0.7557 |
0.7539 |
| S2 |
0.7487 |
0.7487 |
0.7551 |
|
| S3 |
0.7423 |
0.7461 |
0.7545 |
|
| S4 |
0.7358 |
0.7396 |
0.7528 |
|
|
| 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 |
0.7414 |
0.0172 |
2.3% |
0.0071 |
0.9% |
87% |
False |
False |
87,883 |
| 10 |
0.7586 |
0.7358 |
0.0228 |
3.0% |
0.0063 |
0.8% |
90% |
False |
False |
53,580 |
| 20 |
0.7586 |
0.7261 |
0.0325 |
4.3% |
0.0059 |
0.8% |
93% |
False |
False |
27,094 |
| 40 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0066 |
0.9% |
96% |
False |
False |
13,594 |
| 60 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0064 |
0.8% |
96% |
False |
False |
9,070 |
| 80 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0063 |
0.8% |
96% |
False |
False |
6,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7747 |
|
1.618 |
0.7683 |
|
1.000 |
0.7643 |
|
0.618 |
0.7618 |
|
HIGH |
0.7579 |
|
0.618 |
0.7554 |
|
0.500 |
0.7546 |
|
0.382 |
0.7539 |
|
LOW |
0.7514 |
|
0.618 |
0.7474 |
|
1.000 |
0.7450 |
|
1.618 |
0.7410 |
|
2.618 |
0.7345 |
|
4.250 |
0.7240 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7559 |
| PP |
0.7552 |
0.7554 |
| S1 |
0.7546 |
0.7550 |
|