CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7539 |
0.7561 |
0.0022 |
0.3% |
0.7437 |
| High |
0.7579 |
0.7586 |
0.0008 |
0.1% |
0.7579 |
| Low |
0.7514 |
0.7547 |
0.0033 |
0.4% |
0.7379 |
| Close |
0.7563 |
0.7570 |
0.0007 |
0.1% |
0.7545 |
| Range |
0.0065 |
0.0040 |
-0.0025 |
-38.8% |
0.0200 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
72,914 |
76,612 |
3,698 |
5.1% |
354,834 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7667 |
0.7591 |
|
| R3 |
0.7646 |
0.7628 |
0.7580 |
|
| R2 |
0.7607 |
0.7607 |
0.7577 |
|
| R1 |
0.7588 |
0.7588 |
0.7573 |
0.7598 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7572 |
| S1 |
0.7549 |
0.7549 |
0.7566 |
0.7558 |
| S2 |
0.7528 |
0.7528 |
0.7562 |
|
| S3 |
0.7488 |
0.7509 |
0.7559 |
|
| S4 |
0.7449 |
0.7470 |
0.7548 |
|
|
| 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 |
0.7439 |
0.0147 |
1.9% |
0.0063 |
0.8% |
89% |
True |
False |
78,529 |
| 10 |
0.7586 |
0.7379 |
0.0208 |
2.7% |
0.0060 |
0.8% |
92% |
True |
False |
61,048 |
| 20 |
0.7586 |
0.7261 |
0.0325 |
4.3% |
0.0059 |
0.8% |
95% |
True |
False |
30,912 |
| 40 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0065 |
0.9% |
97% |
True |
False |
15,508 |
| 60 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0063 |
0.8% |
97% |
True |
False |
10,346 |
| 80 |
0.7586 |
0.6996 |
0.0590 |
7.8% |
0.0063 |
0.8% |
97% |
True |
False |
7,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7754 |
|
2.618 |
0.7689 |
|
1.618 |
0.7650 |
|
1.000 |
0.7626 |
|
0.618 |
0.7610 |
|
HIGH |
0.7586 |
|
0.618 |
0.7571 |
|
0.500 |
0.7566 |
|
0.382 |
0.7562 |
|
LOW |
0.7547 |
|
0.618 |
0.7522 |
|
1.000 |
0.7507 |
|
1.618 |
0.7483 |
|
2.618 |
0.7443 |
|
4.250 |
0.7379 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7563 |
| PP |
0.7567 |
0.7557 |
| S1 |
0.7566 |
0.7550 |
|