CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7610 |
-0.0020 |
-0.3% |
0.7559 |
| High |
0.7634 |
0.7615 |
-0.0019 |
-0.2% |
0.7648 |
| Low |
0.7591 |
0.7471 |
-0.0120 |
-1.6% |
0.7514 |
| Close |
0.7623 |
0.7605 |
-0.0018 |
-0.2% |
0.7623 |
| Range |
0.0043 |
0.0144 |
0.0102 |
238.8% |
0.0134 |
| ATR |
0.0061 |
0.0068 |
0.0006 |
10.6% |
0.0000 |
| Volume |
84,677 |
154,191 |
69,514 |
82.1% |
397,888 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7944 |
0.7684 |
|
| R3 |
0.7852 |
0.7800 |
0.7645 |
|
| R2 |
0.7708 |
0.7708 |
0.7631 |
|
| R1 |
0.7656 |
0.7656 |
0.7618 |
0.7610 |
| PP |
0.7564 |
0.7564 |
0.7564 |
0.7541 |
| S1 |
0.7512 |
0.7512 |
0.7592 |
0.7466 |
| S2 |
0.7420 |
0.7420 |
0.7579 |
|
| S3 |
0.7276 |
0.7368 |
0.7565 |
|
| S4 |
0.7132 |
0.7224 |
0.7526 |
|
|
| 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 |
0.7471 |
0.0177 |
2.3% |
0.0073 |
1.0% |
76% |
False |
True |
93,080 |
| 10 |
0.7648 |
0.7408 |
0.0240 |
3.2% |
0.0069 |
0.9% |
82% |
False |
False |
89,102 |
| 20 |
0.7648 |
0.7272 |
0.0376 |
4.9% |
0.0063 |
0.8% |
89% |
False |
False |
46,659 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0067 |
0.9% |
93% |
False |
False |
23,403 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0063 |
0.8% |
93% |
False |
False |
15,610 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
93% |
False |
False |
11,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8227 |
|
2.618 |
0.7992 |
|
1.618 |
0.7848 |
|
1.000 |
0.7759 |
|
0.618 |
0.7704 |
|
HIGH |
0.7615 |
|
0.618 |
0.7560 |
|
0.500 |
0.7543 |
|
0.382 |
0.7526 |
|
LOW |
0.7471 |
|
0.618 |
0.7382 |
|
1.000 |
0.7327 |
|
1.618 |
0.7238 |
|
2.618 |
0.7094 |
|
4.250 |
0.6859 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7590 |
| PP |
0.7564 |
0.7575 |
| S1 |
0.7543 |
0.7559 |
|