CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7129 |
0.7164 |
0.0035 |
0.5% |
0.7298 |
| High |
0.7177 |
0.7211 |
0.0034 |
0.5% |
0.7326 |
| Low |
0.7101 |
0.7157 |
0.0056 |
0.8% |
0.7008 |
| Close |
0.7163 |
0.7194 |
0.0031 |
0.4% |
0.7026 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0318 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
99,764 |
92,109 |
-7,655 |
-7.7% |
563,133 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7349 |
0.7326 |
0.7224 |
|
| R3 |
0.7295 |
0.7272 |
0.7209 |
|
| R2 |
0.7241 |
0.7241 |
0.7204 |
|
| R1 |
0.7218 |
0.7218 |
0.7199 |
0.7230 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7193 |
| S1 |
0.7164 |
0.7164 |
0.7189 |
0.7176 |
| S2 |
0.7133 |
0.7133 |
0.7184 |
|
| S3 |
0.7079 |
0.7110 |
0.7179 |
|
| S4 |
0.7025 |
0.7056 |
0.7164 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8074 |
0.7868 |
0.7201 |
|
| R3 |
0.7756 |
0.7550 |
0.7113 |
|
| R2 |
0.7438 |
0.7438 |
0.7084 |
|
| R1 |
0.7232 |
0.7232 |
0.7055 |
0.7176 |
| PP |
0.7120 |
0.7120 |
0.7120 |
0.7092 |
| S1 |
0.6914 |
0.6914 |
0.6997 |
0.6858 |
| S2 |
0.6802 |
0.6802 |
0.6968 |
|
| S3 |
0.6484 |
0.6596 |
0.6939 |
|
| S4 |
0.6166 |
0.6278 |
0.6851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7211 |
0.7008 |
0.0203 |
2.8% |
0.0064 |
0.9% |
92% |
True |
False |
89,873 |
| 10 |
0.7336 |
0.7008 |
0.0328 |
4.6% |
0.0076 |
1.1% |
57% |
False |
False |
98,932 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.7% |
0.0073 |
1.0% |
55% |
False |
False |
79,799 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
46% |
False |
False |
40,129 |
| 60 |
0.7416 |
0.6924 |
0.0492 |
6.8% |
0.0066 |
0.9% |
55% |
False |
False |
26,808 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.6% |
0.0071 |
1.0% |
64% |
False |
False |
20,126 |
| 100 |
0.7416 |
0.6405 |
0.1011 |
14.1% |
0.0075 |
1.0% |
78% |
False |
False |
16,107 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.1% |
0.0071 |
1.0% |
81% |
False |
False |
13,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7441 |
|
2.618 |
0.7352 |
|
1.618 |
0.7298 |
|
1.000 |
0.7265 |
|
0.618 |
0.7244 |
|
HIGH |
0.7211 |
|
0.618 |
0.7190 |
|
0.500 |
0.7184 |
|
0.382 |
0.7178 |
|
LOW |
0.7157 |
|
0.618 |
0.7124 |
|
1.000 |
0.7103 |
|
1.618 |
0.7070 |
|
2.618 |
0.7016 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7176 |
| PP |
0.7187 |
0.7159 |
| S1 |
0.7184 |
0.7141 |
|