CME Australian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7586 |
-0.0022 |
-0.3% |
0.7610 |
| High |
0.7629 |
0.7631 |
0.0003 |
0.0% |
0.7615 |
| Low |
0.7564 |
0.7585 |
0.0021 |
0.3% |
0.7471 |
| Close |
0.7582 |
0.7616 |
0.0034 |
0.4% |
0.7609 |
| Range |
0.0065 |
0.0047 |
-0.0019 |
-28.5% |
0.0144 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
67,241 |
71,979 |
4,738 |
7.0% |
389,281 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7730 |
0.7642 |
|
| R3 |
0.7704 |
0.7683 |
0.7629 |
|
| R2 |
0.7657 |
0.7657 |
0.7625 |
|
| R1 |
0.7637 |
0.7637 |
0.7620 |
0.7647 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7616 |
| S1 |
0.7590 |
0.7590 |
0.7612 |
0.7600 |
| S2 |
0.7564 |
0.7564 |
0.7607 |
|
| S3 |
0.7518 |
0.7544 |
0.7603 |
|
| S4 |
0.7471 |
0.7497 |
0.7590 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7947 |
0.7688 |
|
| R3 |
0.7853 |
0.7803 |
0.7649 |
|
| R2 |
0.7709 |
0.7709 |
0.7635 |
|
| R1 |
0.7659 |
0.7659 |
0.7622 |
0.7612 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7542 |
| S1 |
0.7515 |
0.7515 |
0.7596 |
0.7468 |
| S2 |
0.7421 |
0.7421 |
0.7583 |
|
| S3 |
0.7277 |
0.7371 |
0.7569 |
|
| S4 |
0.7133 |
0.7227 |
0.7530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7631 |
0.7529 |
0.0103 |
1.3% |
0.0056 |
0.7% |
85% |
True |
False |
74,862 |
| 10 |
0.7648 |
0.7471 |
0.0177 |
2.3% |
0.0065 |
0.8% |
82% |
False |
False |
83,971 |
| 20 |
0.7648 |
0.7349 |
0.0299 |
3.9% |
0.0062 |
0.8% |
89% |
False |
False |
65,176 |
| 40 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0066 |
0.9% |
95% |
False |
False |
32,753 |
| 60 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0064 |
0.8% |
95% |
False |
False |
21,847 |
| 80 |
0.7648 |
0.6996 |
0.0652 |
8.6% |
0.0065 |
0.9% |
95% |
False |
False |
16,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7753 |
|
1.618 |
0.7706 |
|
1.000 |
0.7678 |
|
0.618 |
0.7660 |
|
HIGH |
0.7631 |
|
0.618 |
0.7613 |
|
0.500 |
0.7608 |
|
0.382 |
0.7602 |
|
LOW |
0.7585 |
|
0.618 |
0.7556 |
|
1.000 |
0.7538 |
|
1.618 |
0.7509 |
|
2.618 |
0.7463 |
|
4.250 |
0.7387 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7610 |
| PP |
0.7611 |
0.7604 |
| S1 |
0.7608 |
0.7597 |
|