CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7583 |
0.0047 |
0.6% |
0.7559 |
| High |
0.7599 |
0.7613 |
0.0014 |
0.2% |
0.7648 |
| Low |
0.7534 |
0.7580 |
0.0046 |
0.6% |
0.7514 |
| Close |
0.7581 |
0.7609 |
0.0028 |
0.4% |
0.7623 |
| Range |
0.0065 |
0.0034 |
-0.0032 |
-48.5% |
0.0134 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
86,227 |
49,796 |
-36,431 |
-42.3% |
397,888 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7689 |
0.7627 |
|
| R3 |
0.7668 |
0.7655 |
0.7618 |
|
| R2 |
0.7634 |
0.7634 |
0.7615 |
|
| R1 |
0.7622 |
0.7622 |
0.7612 |
0.7628 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7604 |
| S1 |
0.7588 |
0.7588 |
0.7606 |
0.7594 |
| S2 |
0.7567 |
0.7567 |
0.7603 |
|
| S3 |
0.7534 |
0.7555 |
0.7600 |
|
| S4 |
0.7500 |
0.7521 |
0.7591 |
|
|
| 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 |
0.7634 |
0.7471 |
0.0163 |
2.1% |
0.0071 |
0.9% |
85% |
False |
False |
94,791 |
| 10 |
0.7648 |
0.7471 |
0.0177 |
2.3% |
0.0064 |
0.8% |
78% |
False |
False |
88,481 |
| 20 |
0.7648 |
0.7345 |
0.0303 |
4.0% |
0.0062 |
0.8% |
87% |
False |
False |
58,326 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0067 |
0.9% |
94% |
False |
False |
29,276 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0063 |
0.8% |
94% |
False |
False |
19,527 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
94% |
False |
False |
14,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7701 |
|
1.618 |
0.7667 |
|
1.000 |
0.7647 |
|
0.618 |
0.7634 |
|
HIGH |
0.7613 |
|
0.618 |
0.7600 |
|
0.500 |
0.7596 |
|
0.382 |
0.7592 |
|
LOW |
0.7580 |
|
0.618 |
0.7559 |
|
1.000 |
0.7546 |
|
1.618 |
0.7525 |
|
2.618 |
0.7492 |
|
4.250 |
0.7437 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7596 |
| PP |
0.7601 |
0.7584 |
| S1 |
0.7596 |
0.7571 |
|