CME Australian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7164 |
0.7182 |
0.0018 |
0.3% |
0.7034 |
| High |
0.7194 |
0.7211 |
0.0017 |
0.2% |
0.7211 |
| Low |
0.7160 |
0.7101 |
-0.0059 |
-0.8% |
0.7033 |
| Close |
0.7176 |
0.7121 |
-0.0055 |
-0.8% |
0.7161 |
| Range |
0.0034 |
0.0110 |
0.0076 |
223.5% |
0.0178 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.4% |
0.0000 |
| Volume |
56,114 |
102,295 |
46,181 |
82.3% |
447,467 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7474 |
0.7408 |
0.7182 |
|
| R3 |
0.7364 |
0.7298 |
0.7151 |
|
| R2 |
0.7254 |
0.7254 |
0.7141 |
|
| R1 |
0.7188 |
0.7188 |
0.7131 |
0.7166 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7134 |
| S1 |
0.7078 |
0.7078 |
0.7111 |
0.7056 |
| S2 |
0.7034 |
0.7034 |
0.7101 |
|
| S3 |
0.6924 |
0.6968 |
0.7091 |
|
| S4 |
0.6814 |
0.6858 |
0.7061 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7593 |
0.7259 |
|
| R3 |
0.7491 |
0.7415 |
0.7210 |
|
| R2 |
0.7313 |
0.7313 |
0.7194 |
|
| R1 |
0.7237 |
0.7237 |
0.7177 |
0.7275 |
| PP |
0.7135 |
0.7135 |
0.7135 |
0.7154 |
| S1 |
0.7059 |
0.7059 |
0.7145 |
0.7097 |
| S2 |
0.6957 |
0.6957 |
0.7128 |
|
| S3 |
0.6779 |
0.6881 |
0.7112 |
|
| S4 |
0.6601 |
0.6703 |
0.7063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7211 |
0.7101 |
0.0110 |
1.5% |
0.0066 |
0.9% |
18% |
True |
True |
89,927 |
| 10 |
0.7211 |
0.7008 |
0.0203 |
2.9% |
0.0070 |
1.0% |
56% |
True |
False |
94,640 |
| 20 |
0.7347 |
0.7008 |
0.0339 |
4.8% |
0.0071 |
1.0% |
33% |
False |
False |
90,111 |
| 40 |
0.7416 |
0.7008 |
0.0408 |
5.7% |
0.0069 |
1.0% |
28% |
False |
False |
46,562 |
| 60 |
0.7416 |
0.6924 |
0.0492 |
6.9% |
0.0067 |
0.9% |
40% |
False |
False |
31,101 |
| 80 |
0.7416 |
0.6796 |
0.0620 |
8.7% |
0.0069 |
1.0% |
52% |
False |
False |
23,340 |
| 100 |
0.7416 |
0.6405 |
0.1011 |
14.2% |
0.0075 |
1.0% |
71% |
False |
False |
18,684 |
| 120 |
0.7416 |
0.6258 |
0.1158 |
16.3% |
0.0072 |
1.0% |
75% |
False |
False |
15,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7499 |
|
1.618 |
0.7389 |
|
1.000 |
0.7321 |
|
0.618 |
0.7279 |
|
HIGH |
0.7211 |
|
0.618 |
0.7169 |
|
0.500 |
0.7156 |
|
0.382 |
0.7143 |
|
LOW |
0.7101 |
|
0.618 |
0.7033 |
|
1.000 |
0.6991 |
|
1.618 |
0.6923 |
|
2.618 |
0.6813 |
|
4.250 |
0.6634 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7156 |
0.7156 |
| PP |
0.7144 |
0.7144 |
| S1 |
0.7133 |
0.7133 |
|