CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7593 |
-0.0018 |
-0.2% |
0.7559 |
| High |
0.7615 |
0.7601 |
-0.0015 |
-0.2% |
0.7648 |
| Low |
0.7471 |
0.7529 |
0.0058 |
0.8% |
0.7514 |
| Close |
0.7605 |
0.7543 |
-0.0062 |
-0.8% |
0.7623 |
| Range |
0.0144 |
0.0072 |
-0.0072 |
-50.0% |
0.0134 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
154,191 |
99,067 |
-55,124 |
-35.8% |
397,888 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7730 |
0.7583 |
|
| R3 |
0.7701 |
0.7658 |
0.7563 |
|
| R2 |
0.7629 |
0.7629 |
0.7556 |
|
| R1 |
0.7586 |
0.7586 |
0.7550 |
0.7572 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7550 |
| S1 |
0.7514 |
0.7514 |
0.7536 |
0.7500 |
| S2 |
0.7485 |
0.7485 |
0.7530 |
|
| S3 |
0.7413 |
0.7442 |
0.7523 |
|
| S4 |
0.7341 |
0.7370 |
0.7503 |
|
|
| 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% |
0.0074 |
1.0% |
41% |
False |
False |
98,311 |
| 10 |
0.7648 |
0.7414 |
0.0234 |
3.1% |
0.0073 |
1.0% |
55% |
False |
False |
93,097 |
| 20 |
0.7648 |
0.7292 |
0.0356 |
4.7% |
0.0064 |
0.8% |
71% |
False |
False |
51,593 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0068 |
0.9% |
84% |
False |
False |
25,879 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0064 |
0.8% |
84% |
False |
False |
17,261 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
84% |
False |
False |
12,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7907 |
|
2.618 |
0.7789 |
|
1.618 |
0.7717 |
|
1.000 |
0.7673 |
|
0.618 |
0.7645 |
|
HIGH |
0.7601 |
|
0.618 |
0.7573 |
|
0.500 |
0.7565 |
|
0.382 |
0.7556 |
|
LOW |
0.7529 |
|
0.618 |
0.7484 |
|
1.000 |
0.7457 |
|
1.618 |
0.7412 |
|
2.618 |
0.7340 |
|
4.250 |
0.7223 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7552 |
| PP |
0.7557 |
0.7549 |
| S1 |
0.7550 |
0.7546 |
|