CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7561 |
0.7581 |
0.0020 |
0.3% |
0.7437 |
| High |
0.7586 |
0.7648 |
0.0062 |
0.8% |
0.7579 |
| Low |
0.7547 |
0.7575 |
0.0028 |
0.4% |
0.7379 |
| Close |
0.7570 |
0.7628 |
0.0059 |
0.8% |
0.7545 |
| Range |
0.0040 |
0.0073 |
0.0034 |
84.8% |
0.0200 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.9% |
0.0000 |
| Volume |
76,612 |
77,009 |
397 |
0.5% |
354,834 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7805 |
0.7668 |
|
| R3 |
0.7763 |
0.7732 |
0.7648 |
|
| R2 |
0.7690 |
0.7690 |
0.7641 |
|
| R1 |
0.7659 |
0.7659 |
0.7635 |
0.7674 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7624 |
| S1 |
0.7586 |
0.7586 |
0.7621 |
0.7601 |
| S2 |
0.7544 |
0.7544 |
0.7615 |
|
| S3 |
0.7471 |
0.7513 |
0.7608 |
|
| S4 |
0.7398 |
0.7440 |
0.7588 |
|
|
| 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 |
0.7648 |
0.7514 |
0.0134 |
1.8% |
0.0056 |
0.7% |
85% |
True |
False |
82,170 |
| 10 |
0.7648 |
0.7379 |
0.0269 |
3.5% |
0.0062 |
0.8% |
93% |
True |
False |
68,512 |
| 20 |
0.7648 |
0.7261 |
0.0387 |
5.1% |
0.0059 |
0.8% |
95% |
True |
False |
34,745 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0065 |
0.9% |
97% |
True |
False |
17,433 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0063 |
0.8% |
97% |
True |
False |
11,629 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0064 |
0.8% |
97% |
True |
False |
8,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7839 |
|
1.618 |
0.7766 |
|
1.000 |
0.7721 |
|
0.618 |
0.7693 |
|
HIGH |
0.7648 |
|
0.618 |
0.7620 |
|
0.500 |
0.7611 |
|
0.382 |
0.7602 |
|
LOW |
0.7575 |
|
0.618 |
0.7529 |
|
1.000 |
0.7502 |
|
1.618 |
0.7456 |
|
2.618 |
0.7383 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7612 |
| PP |
0.7617 |
0.7597 |
| S1 |
0.7611 |
0.7581 |
|