CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7536 |
-0.0057 |
-0.7% |
0.7559 |
| High |
0.7601 |
0.7599 |
-0.0002 |
0.0% |
0.7648 |
| Low |
0.7529 |
0.7534 |
0.0006 |
0.1% |
0.7514 |
| Close |
0.7543 |
0.7581 |
0.0038 |
0.5% |
0.7623 |
| Range |
0.0072 |
0.0065 |
-0.0007 |
-9.7% |
0.0134 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
99,067 |
86,227 |
-12,840 |
-13.0% |
397,888 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7766 |
0.7739 |
0.7617 |
|
| R3 |
0.7701 |
0.7674 |
0.7599 |
|
| R2 |
0.7636 |
0.7636 |
0.7593 |
|
| R1 |
0.7609 |
0.7609 |
0.7587 |
0.7623 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7578 |
| S1 |
0.7544 |
0.7544 |
0.7575 |
0.7558 |
| S2 |
0.7506 |
0.7506 |
0.7569 |
|
| S3 |
0.7441 |
0.7479 |
0.7563 |
|
| S4 |
0.7376 |
0.7414 |
0.7545 |
|
|
| 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% |
0.0079 |
1.0% |
62% |
False |
False |
100,234 |
| 10 |
0.7648 |
0.7439 |
0.0209 |
2.8% |
0.0071 |
0.9% |
68% |
False |
False |
89,381 |
| 20 |
0.7648 |
0.7330 |
0.0318 |
4.2% |
0.0063 |
0.8% |
79% |
False |
False |
55,866 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0069 |
0.9% |
90% |
False |
False |
28,035 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0064 |
0.8% |
90% |
False |
False |
18,697 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
90% |
False |
False |
14,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7769 |
|
1.618 |
0.7704 |
|
1.000 |
0.7664 |
|
0.618 |
0.7639 |
|
HIGH |
0.7599 |
|
0.618 |
0.7574 |
|
0.500 |
0.7567 |
|
0.382 |
0.7559 |
|
LOW |
0.7534 |
|
0.618 |
0.7494 |
|
1.000 |
0.7469 |
|
1.618 |
0.7429 |
|
2.618 |
0.7364 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7576 |
0.7568 |
| PP |
0.7571 |
0.7556 |
| S1 |
0.7567 |
0.7543 |
|