CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7192 |
0.7210 |
0.0018 |
0.3% |
0.7178 |
| High |
0.7203 |
0.7217 |
0.0014 |
0.2% |
0.7277 |
| Low |
0.7139 |
0.7143 |
0.0004 |
0.1% |
0.7139 |
| Close |
0.7196 |
0.7163 |
-0.0033 |
-0.5% |
0.7163 |
| Range |
0.0064 |
0.0074 |
0.0010 |
15.6% |
0.0138 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
| Volume |
286 |
270 |
-16 |
-5.6% |
1,224 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7354 |
0.7204 |
|
| R3 |
0.7322 |
0.7280 |
0.7183 |
|
| R2 |
0.7248 |
0.7248 |
0.7177 |
|
| R1 |
0.7206 |
0.7206 |
0.7170 |
0.7190 |
| PP |
0.7174 |
0.7174 |
0.7174 |
0.7167 |
| S1 |
0.7132 |
0.7132 |
0.7156 |
0.7116 |
| S2 |
0.7100 |
0.7100 |
0.7149 |
|
| S3 |
0.7026 |
0.7058 |
0.7143 |
|
| S4 |
0.6952 |
0.6984 |
0.7122 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7523 |
0.7239 |
|
| R3 |
0.7469 |
0.7385 |
0.7201 |
|
| R2 |
0.7331 |
0.7331 |
0.7188 |
|
| R1 |
0.7247 |
0.7247 |
0.7176 |
0.7220 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7180 |
| S1 |
0.7109 |
0.7109 |
0.7150 |
0.7082 |
| S2 |
0.7055 |
0.7055 |
0.7138 |
|
| S3 |
0.6917 |
0.6971 |
0.7125 |
|
| S4 |
0.6779 |
0.6833 |
0.7087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7277 |
0.7139 |
0.0138 |
1.9% |
0.0068 |
1.0% |
17% |
False |
False |
244 |
| 10 |
0.7277 |
0.7111 |
0.0166 |
2.3% |
0.0059 |
0.8% |
31% |
False |
False |
191 |
| 20 |
0.7277 |
0.7080 |
0.0197 |
2.8% |
0.0065 |
0.9% |
42% |
False |
False |
226 |
| 40 |
0.7277 |
0.6835 |
0.0442 |
6.2% |
0.0062 |
0.9% |
74% |
False |
False |
149 |
| 60 |
0.7277 |
0.6619 |
0.0658 |
9.2% |
0.0076 |
1.1% |
83% |
False |
False |
126 |
| 80 |
0.7277 |
0.6379 |
0.0898 |
12.5% |
0.0074 |
1.0% |
87% |
False |
False |
98 |
| 100 |
0.7277 |
0.5990 |
0.1287 |
18.0% |
0.0071 |
1.0% |
91% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7532 |
|
2.618 |
0.7411 |
|
1.618 |
0.7337 |
|
1.000 |
0.7291 |
|
0.618 |
0.7263 |
|
HIGH |
0.7217 |
|
0.618 |
0.7189 |
|
0.500 |
0.7180 |
|
0.382 |
0.7171 |
|
LOW |
0.7143 |
|
0.618 |
0.7097 |
|
1.000 |
0.7069 |
|
1.618 |
0.7023 |
|
2.618 |
0.6949 |
|
4.250 |
0.6829 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7180 |
0.7208 |
| PP |
0.7174 |
0.7193 |
| S1 |
0.7169 |
0.7178 |
|