CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7285 |
0.7292 |
0.0007 |
0.1% |
0.7285 |
| High |
0.7306 |
0.7345 |
0.0039 |
0.5% |
0.7326 |
| Low |
0.7267 |
0.7270 |
0.0003 |
0.0% |
0.7194 |
| Close |
0.7294 |
0.7310 |
0.0016 |
0.2% |
0.7276 |
| Range |
0.0039 |
0.0075 |
0.0036 |
92.3% |
0.0132 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
52,863 |
70,372 |
17,509 |
33.1% |
292,777 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7497 |
0.7351 |
|
| R3 |
0.7458 |
0.7422 |
0.7331 |
|
| R2 |
0.7383 |
0.7383 |
0.7324 |
|
| R1 |
0.7347 |
0.7347 |
0.7317 |
0.7365 |
| PP |
0.7308 |
0.7308 |
0.7308 |
0.7318 |
| S1 |
0.7272 |
0.7272 |
0.7303 |
0.7290 |
| S2 |
0.7233 |
0.7233 |
0.7296 |
|
| S3 |
0.7158 |
0.7197 |
0.7289 |
|
| S4 |
0.7083 |
0.7122 |
0.7269 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7601 |
0.7349 |
|
| R3 |
0.7529 |
0.7469 |
0.7312 |
|
| R2 |
0.7397 |
0.7397 |
0.7300 |
|
| R1 |
0.7337 |
0.7337 |
0.7288 |
0.7301 |
| PP |
0.7265 |
0.7265 |
0.7265 |
0.7248 |
| S1 |
0.7205 |
0.7205 |
0.7264 |
0.7169 |
| S2 |
0.7133 |
0.7133 |
0.7252 |
|
| S3 |
0.7001 |
0.7073 |
0.7240 |
|
| S4 |
0.6869 |
0.6941 |
0.7203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7345 |
0.7194 |
0.0151 |
2.1% |
0.0068 |
0.9% |
77% |
True |
False |
75,239 |
| 10 |
0.7416 |
0.7194 |
0.0222 |
3.0% |
0.0072 |
1.0% |
52% |
False |
False |
43,125 |
| 20 |
0.7416 |
0.7139 |
0.0277 |
3.8% |
0.0070 |
1.0% |
62% |
False |
False |
21,783 |
| 40 |
0.7416 |
0.7019 |
0.0397 |
5.4% |
0.0068 |
0.9% |
73% |
False |
False |
10,990 |
| 60 |
0.7416 |
0.6812 |
0.0604 |
8.3% |
0.0066 |
0.9% |
82% |
False |
False |
7,350 |
| 80 |
0.7416 |
0.6509 |
0.0907 |
12.4% |
0.0076 |
1.0% |
88% |
False |
False |
5,529 |
| 100 |
0.7416 |
0.6341 |
0.1075 |
14.7% |
0.0072 |
1.0% |
90% |
False |
False |
4,425 |
| 120 |
0.7416 |
0.5894 |
0.1522 |
20.8% |
0.0073 |
1.0% |
93% |
False |
False |
3,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7664 |
|
2.618 |
0.7541 |
|
1.618 |
0.7466 |
|
1.000 |
0.7420 |
|
0.618 |
0.7391 |
|
HIGH |
0.7345 |
|
0.618 |
0.7316 |
|
0.500 |
0.7308 |
|
0.382 |
0.7299 |
|
LOW |
0.7270 |
|
0.618 |
0.7224 |
|
1.000 |
0.7195 |
|
1.618 |
0.7149 |
|
2.618 |
0.7074 |
|
4.250 |
0.6951 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7307 |
| PP |
0.7308 |
0.7304 |
| S1 |
0.7308 |
0.7302 |
|