CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7581 |
0.7630 |
0.0050 |
0.7% |
0.7559 |
| High |
0.7648 |
0.7634 |
-0.0014 |
-0.2% |
0.7648 |
| Low |
0.7575 |
0.7591 |
0.0017 |
0.2% |
0.7514 |
| Close |
0.7628 |
0.7623 |
-0.0005 |
-0.1% |
0.7623 |
| Range |
0.0073 |
0.0043 |
-0.0031 |
-41.8% |
0.0134 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
77,009 |
84,677 |
7,668 |
10.0% |
397,888 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7726 |
0.7646 |
|
| R3 |
0.7701 |
0.7683 |
0.7635 |
|
| R2 |
0.7658 |
0.7658 |
0.7631 |
|
| R1 |
0.7641 |
0.7641 |
0.7627 |
0.7628 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7610 |
| S1 |
0.7598 |
0.7598 |
0.7619 |
0.7586 |
| S2 |
0.7573 |
0.7573 |
0.7615 |
|
| S3 |
0.7531 |
0.7556 |
0.7611 |
|
| S4 |
0.7488 |
0.7513 |
0.7600 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7943 |
0.7696 |
|
| R3 |
0.7862 |
0.7809 |
0.7660 |
|
| R2 |
0.7728 |
0.7728 |
0.7647 |
|
| R1 |
0.7676 |
0.7676 |
0.7635 |
0.7702 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7608 |
| S1 |
0.7542 |
0.7542 |
0.7611 |
0.7569 |
| S2 |
0.7461 |
0.7461 |
0.7599 |
|
| S3 |
0.7328 |
0.7409 |
0.7586 |
|
| S4 |
0.7194 |
0.7275 |
0.7550 |
|
|
| 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% |
0.0055 |
0.7% |
82% |
False |
False |
79,577 |
| 10 |
0.7648 |
0.7379 |
0.0269 |
3.5% |
0.0063 |
0.8% |
91% |
False |
False |
75,272 |
| 20 |
0.7648 |
0.7272 |
0.0376 |
4.9% |
0.0059 |
0.8% |
93% |
False |
False |
38,961 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0065 |
0.9% |
96% |
False |
False |
19,549 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0062 |
0.8% |
96% |
False |
False |
13,040 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.5% |
0.0064 |
0.8% |
96% |
False |
False |
9,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7814 |
|
2.618 |
0.7745 |
|
1.618 |
0.7702 |
|
1.000 |
0.7676 |
|
0.618 |
0.7660 |
|
HIGH |
0.7634 |
|
0.618 |
0.7617 |
|
0.500 |
0.7612 |
|
0.382 |
0.7607 |
|
LOW |
0.7591 |
|
0.618 |
0.7565 |
|
1.000 |
0.7549 |
|
1.618 |
0.7522 |
|
2.618 |
0.7480 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7614 |
| PP |
0.7616 |
0.7606 |
| S1 |
0.7612 |
0.7597 |
|